T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.493 | Carry: | £0.430 |
|---|---|---|---|---|
| mark-to-model | £98.511 | Rolldown: | £-0.010 | |
| End Dirty Price: | mark-to-market | £98.998 | Variation: | £-0.082 |
| mark-to-model | £98.909 | Unexplained: | £0.167 |