T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £104.444 | Carry: | £0.425 |
|---|---|---|---|---|
| mark-to-model | £104.621 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £103.851 | Variation: | £-1.237 |
| mark-to-model | £103.843 | Unexplained: | £0.229 |