TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £107.206 | Carry: | £0.324 |
|---|---|---|---|---|
| mark-to-model | £107.075 | Rolldown: | £0.022 | |
| End Dirty Price: | mark-to-market | £106.401 | Variation: | £-1.028 |
| mark-to-model | £106.405 | Unexplained: | £-0.123 |