TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.463 | Carry: | £0.407 |
|---|---|---|---|---|
| mark-to-model | £96.463 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £96.741 | Variation: | £-0.287 |
| mark-to-model | £96.677 | Unexplained: | £0.105 |