T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.933 | Carry: | £-1.730 |
|---|---|---|---|---|
| mark-to-model | £101.928 | Rolldown: | £0.004 | |
| End Dirty Price: | mark-to-market | £100.243 | Variation: | £-0.000 |
| mark-to-model | £100.234 | Unexplained: | £0.037 |