T27 - 1¼% Index-linked Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.308 | Carry: | £0.243 |
|---|---|---|---|---|
| mark-to-model | £96.308 | Rolldown: | £0.010 | |
| End Dirty Price: | mark-to-market | £96.272 | Variation: | £-0.308 |
| mark-to-model | £96.272 | Unexplained: | £0.020 |