T53 - 3¾% Treasury Gilt 2053
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £76.570 | Carry: | £-1.546 |
|---|---|---|---|---|
| mark-to-model | £76.784 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £79.073 | Variation: | £3.955 |
| mark-to-model | £79.201 | Unexplained: | £0.097 |