T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.464 | Carry: | £0.398 |
|---|---|---|---|---|
| mark-to-model | £98.670 | Rolldown: | £-0.012 | |
| End Dirty Price: | mark-to-market | £102.018 | Variation: | £2.917 |
| mark-to-model | £101.987 | Unexplained: | £0.251 |