TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.564 | Carry: | £0.339 |
|---|---|---|---|---|
| mark-to-model | £104.518 | Rolldown: | £0.017 | |
| End Dirty Price: | mark-to-market | £104.706 | Variation: | £-0.247 |
| mark-to-model | £104.640 | Unexplained: | £0.032 |