TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £107.661 | Carry: | £0.315 |
|---|---|---|---|---|
| mark-to-model | £107.437 | Rolldown: | £0.026 | |
| End Dirty Price: | mark-to-market | £107.997 | Variation: | £-0.058 |
| mark-to-model | £107.732 | Unexplained: | £0.052 |