T53 - 3¾% Treasury Gilt 2053
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £75.368 | Carry: | £0.325 |
|---|---|---|---|---|
| mark-to-model | £75.453 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £72.986 | Variation: | £-2.721 |
| mark-to-model | £73.065 | Unexplained: | £0.017 |