TR32 - 4¼% Treasury Stock 2032
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.637 | Carry: | £0.308 |
|---|---|---|---|---|
| mark-to-model | £101.311 | Rolldown: | £0.057 | |
| End Dirty Price: | mark-to-market | £101.494 | Variation: | £-0.574 |
| mark-to-model | £101.114 | Unexplained: | £0.065 |