TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £103.109 | Carry: | £0.369 |
|---|---|---|---|---|
| mark-to-model | £102.869 | Rolldown: | £0.064 | |
| End Dirty Price: | mark-to-market | £97.961 | Variation: | £-5.303 |
| mark-to-model | £98.013 | Unexplained: | £-0.279 |