T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.452 | Carry: | £0.316 |
|---|---|---|---|---|
| mark-to-model | £101.495 | Rolldown: | £0.004 | |
| End Dirty Price: | mark-to-market | £101.803 | Variation: | £0.011 |
| mark-to-model | £101.837 | Unexplained: | £0.021 |