TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.986 | Carry: | £0.392 |
|---|---|---|---|---|
| mark-to-model | £98.972 | Rolldown: | £0.056 | |
| End Dirty Price: | mark-to-market | £96.124 | Variation: | £-3.329 |
| mark-to-model | £96.133 | Unexplained: | £0.018 |