T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.406 | Carry: | £-1.770 |
|---|---|---|---|---|
| mark-to-model | £102.498 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £100.695 | Variation: | £0.040 |
| mark-to-model | £100.785 | Unexplained: | £0.022 |