T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.624 | Carry: | £0.318 |
|---|---|---|---|---|
| mark-to-model | £101.662 | Rolldown: | £0.003 | |
| End Dirty Price: | mark-to-market | £101.956 | Variation: | £-0.032 |
| mark-to-model | £101.963 | Unexplained: | £0.043 |