TR38 - 4¾% Treasury Stock 2038
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.995 | Carry: | £0.368 |
|---|---|---|---|---|
| mark-to-model | £99.786 | Rolldown: | £0.060 | |
| End Dirty Price: | mark-to-market | £100.104 | Variation: | £-0.265 |
| mark-to-model | £99.962 | Unexplained: | £-0.055 |