T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.895 | Carry: | £0.274 |
|---|---|---|---|---|
| mark-to-model | £100.966 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £100.536 | Variation: | £-0.598 |
| mark-to-model | £100.649 | Unexplained: | £-0.030 |