TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.043 | Carry: | £0.394 |
|---|---|---|---|---|
| mark-to-model | £99.734 | Rolldown: | £0.067 | |
| End Dirty Price: | mark-to-market | £97.915 | Variation: | £-2.517 |
| mark-to-model | £97.691 | Unexplained: | £-0.071 |