TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.105 | Carry: | £0.332 |
|---|---|---|---|---|
| mark-to-model | £101.808 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £102.229 | Variation: | £-0.291 |
| mark-to-model | £101.929 | Unexplained: | £0.025 |