T27 - 1¼% Index-linked Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.077 | Carry: | £0.282 |
|---|---|---|---|---|
| mark-to-model | £96.077 | Rolldown: | £0.009 | |
| End Dirty Price: | mark-to-market | £96.559 | Variation: | £0.173 |
| mark-to-model | £96.559 | Unexplained: | £0.018 |