T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.972 | Carry: | £-1.779 |
|---|---|---|---|---|
| mark-to-model | £102.202 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £100.209 | Variation: | £-0.007 |
| mark-to-model | £100.423 | Unexplained: | £0.026 |