T53 - 3¾% Treasury Gilt 2053
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £78.397 | Carry: | £0.336 |
|---|---|---|---|---|
| mark-to-model | £78.907 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £77.045 | Variation: | £-1.814 |
| mark-to-model | £77.436 | Unexplained: | £0.130 |