TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.616 | Carry: | £0.279 |
|---|---|---|---|---|
| mark-to-model | £96.640 | Rolldown: | £0.001 | |
| End Dirty Price: | mark-to-market | £96.946 | Variation: | £0.040 |
| mark-to-model | £96.978 | Unexplained: | £0.010 |