TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.222 | Carry: | £0.316 |
|---|---|---|---|---|
| mark-to-model | £102.944 | Rolldown: | £0.058 | |
| End Dirty Price: | mark-to-market | £99.943 | Variation: | £-3.791 |
| mark-to-model | £99.540 | Unexplained: | £0.137 |