TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.383 | Carry: | £-1.964 |
|---|---|---|---|---|
| mark-to-model | £98.435 | Rolldown: | £0.053 | |
| End Dirty Price: | mark-to-market | £96.362 | Variation: | £-0.169 |
| mark-to-model | £96.368 | Unexplained: | £0.059 |