TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £108.844 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £108.663 | Rolldown: | £0.023 | |
| End Dirty Price: | mark-to-market | £109.072 | Variation: | £-0.131 |
| mark-to-model | £108.901 | Unexplained: | £0.002 |