TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.122 | Carry: | £0.372 |
|---|---|---|---|---|
| mark-to-model | £97.135 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £98.298 | Variation: | £0.726 |
| mark-to-model | £98.302 | Unexplained: | £0.023 |