TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.962 | Carry: | £0.320 |
|---|---|---|---|---|
| mark-to-model | £100.761 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £102.318 | Variation: | £0.832 |
| mark-to-model | £101.985 | Unexplained: | £0.143 |