TR32 - 4¼% Treasury Stock 2032

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £99.366 Carry: £0.348
mark-to-model £98.968 Rolldown: £0.042
End Dirty Price: mark-to-market £99.014 Variation: £-0.714
mark-to-model £98.656 Unexplained: £-0.028