T27A - 4 1/8% Treasury Gilt 2027

Performance Attribution
Start Dirty Price: mark-to-market £101.190 Carry: £0.347
mark-to-model £101.504 Rolldown: £-0.012
End Dirty Price: mark-to-market £101.558 Variation: £-0.005
mark-to-model £101.847 Unexplained: £0.037