TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.809 | Carry: | £0.364 |
|---|---|---|---|---|
| mark-to-model | £98.549 | Rolldown: | £0.064 | |
| End Dirty Price: | mark-to-market | £101.012 | Variation: | £1.927 |
| mark-to-model | £100.918 | Unexplained: | £-0.152 |