TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £107.068 | Carry: | £0.322 |
|---|---|---|---|---|
| mark-to-model | £106.991 | Rolldown: | £0.023 | |
| End Dirty Price: | mark-to-market | £107.836 | Variation: | £0.320 |
| mark-to-model | £107.677 | Unexplained: | £0.102 |