TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.185 | Carry: | £0.263 |
|---|---|---|---|---|
| mark-to-model | £97.205 | Rolldown: | £-0.001 | |
| End Dirty Price: | mark-to-market | £96.318 | Variation: | £-0.962 |
| mark-to-model | £96.516 | Unexplained: | £-0.166 |