TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.206 | Carry: | £-1.796 |
|---|---|---|---|---|
| mark-to-model | £102.873 | Rolldown: | £0.052 | |
| End Dirty Price: | mark-to-market | £100.903 | Variation: | £-0.664 |
| mark-to-model | £100.498 | Unexplained: | £0.105 |