TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £106.638 | Carry: | £0.354 |
|---|---|---|---|---|
| mark-to-model | £106.625 | Rolldown: | £0.016 | |
| End Dirty Price: | mark-to-market | £107.012 | Variation: | £-0.007 |
| mark-to-model | £107.036 | Unexplained: | £0.012 |