TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.648 | Carry: | £0.351 |
|---|---|---|---|---|
| mark-to-model | £99.479 | Rolldown: | £0.058 | |
| End Dirty Price: | mark-to-market | £98.351 | Variation: | £-1.809 |
| mark-to-model | £98.091 | Unexplained: | £0.104 |