T27 - 1¼% Index-linked Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.005 | Carry: | £0.282 |
|---|---|---|---|---|
| mark-to-model | £95.005 | Rolldown: | £0.007 | |
| End Dirty Price: | mark-to-market | £94.928 | Variation: | £-0.376 |
| mark-to-model | £94.928 | Unexplained: | £0.010 |