T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.847 | Carry: | £0.321 |
|---|---|---|---|---|
| mark-to-model | £100.938 | Rolldown: | £0.002 | |
| End Dirty Price: | mark-to-market | £101.162 | Variation: | £-0.099 |
| mark-to-model | £101.196 | Unexplained: | £0.091 |