T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.314 | Carry: | £0.424 |
|---|---|---|---|---|
| mark-to-model | £101.301 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £99.425 | Variation: | £-2.389 |
| mark-to-model | £99.341 | Unexplained: | £0.085 |