TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £106.512 | Carry: | £0.323 |
|---|---|---|---|---|
| mark-to-model | £106.345 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £106.599 | Variation: | £-0.052 |
| mark-to-model | £106.661 | Unexplained: | £-0.207 |