TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £95.505 | Carry: | £-0.362 |
|---|---|---|---|---|
| mark-to-model | £95.560 | Rolldown: | £0.001 | |
| End Dirty Price: | mark-to-market | £95.147 | Variation: | £-0.021 |
| mark-to-model | £95.188 | Unexplained: | £0.023 |