T27A - 4 1/8% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.595 | Carry: | £0.259 |
|---|---|---|---|---|
| mark-to-model | £100.706 | Rolldown: | £0.003 | |
| End Dirty Price: | mark-to-market | £100.754 | Variation: | £-0.166 |
| mark-to-model | £100.812 | Unexplained: | £0.063 |