TR28 - 6% Treasury Stock 2028
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £107.481 | Carry: | £0.288 |
|---|---|---|---|---|
| mark-to-model | £107.280 | Rolldown: | £0.024 | |
| End Dirty Price: | mark-to-market | £107.223 | Variation: | £-0.516 |
| mark-to-model | £107.088 | Unexplained: | £-0.055 |