T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.525 | Carry: | £-2.241 |
|---|---|---|---|---|
| mark-to-model | £98.338 | Rolldown: | £-0.007 | |
| End Dirty Price: | mark-to-market | £95.503 | Variation: | £-0.867 |
| mark-to-model | £95.267 | Unexplained: | £0.094 |