TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.609 | Carry: | £0.384 |
|---|---|---|---|---|
| mark-to-model | £101.400 | Rolldown: | £0.061 | |
| End Dirty Price: | mark-to-market | £101.167 | Variation: | £-0.908 |
| mark-to-model | £100.962 | Unexplained: | £0.021 |