T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.819 | Carry: | £0.433 |
|---|---|---|---|---|
| mark-to-model | £102.793 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £104.067 | Variation: | £0.710 |
| mark-to-model | £103.954 | Unexplained: | £0.116 |