TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.577 | Carry: | £0.273 |
|---|---|---|---|---|
| mark-to-model | £96.606 | Rolldown: | £0.009 | |
| End Dirty Price: | mark-to-market | £96.756 | Variation: | £-0.037 |
| mark-to-model | £96.878 | Unexplained: | £-0.066 |