T27 - 1¼% Index-linked Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.130 | Carry: | £-0.311 |
|---|---|---|---|---|
| mark-to-model | £96.130 | Rolldown: | £0.007 | |
| End Dirty Price: | mark-to-market | £95.913 | Variation: | £0.044 |
| mark-to-model | £95.913 | Unexplained: | £0.043 |