T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.527 | Carry: | £0.299 |
|---|---|---|---|---|
| mark-to-model | £100.751 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £100.615 | Variation: | £-0.209 |
| mark-to-model | £100.848 | Unexplained: | £0.001 |