T27 - 1¼% Index-linked Treasury Gilt 2027

Performance Attribution
All figures displayed assume a T+1 settlement date.
Start Dirty Price: mark-to-market £95.241 Carry: £0.269
mark-to-model £95.241 Rolldown: £0.013
End Dirty Price: mark-to-market £95.691 Variation: £0.158
mark-to-model £95.691 Unexplained: £0.009