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: | £0.347 |
|---|---|---|---|---|
| mark-to-model | £98.759 | Rolldown: | £0.045 | |
| End Dirty Price: | mark-to-market | £99.959 | Variation: | £0.436 |
| mark-to-model | £99.600 | Unexplained: | £-0.011 |