TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.186 | Carry: | £0.346 |
|---|---|---|---|---|
| mark-to-model | £104.171 | Rolldown: | £0.021 | |
| End Dirty Price: | mark-to-market | £105.008 | Variation: | £0.366 |
| mark-to-model | £104.916 | Unexplained: | £0.089 |