T56 - 5 3/8% Treasury Gilt 2056
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £98.861 | Carry: | £0.433 |
|---|---|---|---|---|
| mark-to-model | £98.711 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £100.021 | Variation: | £0.716 |
| mark-to-model | £99.867 | Unexplained: | £0.019 |