T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.929 | Carry: | £0.378 |
|---|---|---|---|---|
| mark-to-model | £100.833 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £101.314 | Variation: | £0.069 |
| mark-to-model | £101.301 | Unexplained: | £-0.054 |