TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.691 | Carry: | £0.268 |
|---|---|---|---|---|
| mark-to-model | £95.704 | Rolldown: | £0.004 | |
| End Dirty Price: | mark-to-market | £96.146 | Variation: | £0.196 |
| mark-to-model | £96.182 | Unexplained: | £-0.013 |