T27 - 1¼% Index-linked Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.281 | Carry: | £-0.299 |
|---|---|---|---|---|
| mark-to-model | £96.281 | Rolldown: | £0.008 | |
| End Dirty Price: | mark-to-market | £96.053 | Variation: | £0.052 |
| mark-to-model | £96.053 | Unexplained: | £0.011 |