T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.639 | Carry: | £0.285 |
|---|---|---|---|---|
| mark-to-model | £101.865 | Rolldown: | £0.005 | |
| End Dirty Price: | mark-to-market | £101.968 | Variation: | £-0.003 |
| mark-to-model | £102.182 | Unexplained: | £0.041 |