T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.070 | Carry: | £0.421 |
|---|---|---|---|---|
| mark-to-model | £102.827 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £99.026 | Variation: | £-3.517 |
| mark-to-model | £99.749 | Unexplained: | £0.062 |