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: £-0.957
mark-to-model £96.521 Unexplained: £-0.171