TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.534 | Carry: | £0.283 |
|---|---|---|---|---|
| mark-to-model | £95.561 | Rolldown: | £0.002 | |
| End Dirty Price: | mark-to-market | £95.539 | Variation: | £-0.311 |
| mark-to-model | £95.545 | Unexplained: | £0.031 |