T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
| Start Dirty Price: | mark-to-market | £101.587 | Carry: | £0.293 |
|---|---|---|---|---|
| mark-to-model | £101.893 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £101.619 | Variation: | £-0.290 |
| mark-to-model | £101.897 | Unexplained: | £0.039 |