TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.140 | Carry: | £0.335 |
|---|---|---|---|---|
| mark-to-model | £98.759 | Rolldown: | £0.044 | |
| End Dirty Price: | mark-to-market | £99.947 | Variation: | £0.437 |
| mark-to-model | £99.587 | Unexplained: | £-0.009 |