TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £107.492 | Carry: | £0.301 |
|---|---|---|---|---|
| mark-to-model | £107.236 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £107.661 | Variation: | £-0.130 |
| mark-to-model | £107.439 | Unexplained: | £-0.023 |