T27 - 1¼% Index-linked Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.168 | Carry: | £0.288 |
|---|---|---|---|---|
| mark-to-model | £95.168 | Rolldown: | £0.015 | |
| End Dirty Price: | mark-to-market | £95.841 | Variation: | £0.361 |
| mark-to-model | £95.841 | Unexplained: | £0.009 |