TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.798 | Carry: | £0.352 |
|---|---|---|---|---|
| mark-to-model | £100.429 | Rolldown: | £0.043 | |
| End Dirty Price: | mark-to-market | £99.321 | Variation: | £-2.024 |
| mark-to-model | £98.838 | Unexplained: | £0.153 |