TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.503 | Carry: | £0.342 |
|---|---|---|---|---|
| mark-to-model | £101.283 | Rolldown: | £0.065 | |
| End Dirty Price: | mark-to-market | £100.603 | Variation: | £-1.418 |
| mark-to-model | £100.285 | Unexplained: | £0.110 |