T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.448 | Carry: | £0.436 |
|---|---|---|---|---|
| mark-to-model | £100.995 | Rolldown: | £-0.012 | |
| End Dirty Price: | mark-to-market | £96.426 | Variation: | £-4.541 |
| mark-to-model | £96.892 | Unexplained: | £0.096 |