TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.634 | Carry: | £-1.997 |
|---|---|---|---|---|
| mark-to-model | £102.545 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £99.644 | Variation: | £-1.087 |
| mark-to-model | £99.561 | Unexplained: | £0.034 |