T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.777 | Carry: | £0.283 |
|---|---|---|---|---|
| mark-to-model | £101.005 | Rolldown: | £-0.000 | |
| End Dirty Price: | mark-to-market | £101.200 | Variation: | £0.174 |
| mark-to-model | £101.472 | Unexplained: | £-0.033 |