TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.716 | Carry: | £0.309 |
|---|---|---|---|---|
| mark-to-model | £100.500 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £100.461 | Variation: | £-0.652 |
| mark-to-model | £100.226 | Unexplained: | £0.031 |