TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.941 | Carry: | £0.370 |
|---|---|---|---|---|
| mark-to-model | £98.560 | Rolldown: | £0.044 | |
| End Dirty Price: | mark-to-market | £99.234 | Variation: | £-0.113 |
| mark-to-model | £98.898 | Unexplained: | £-0.008 |