TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £96.740 | Carry: | £0.309 |
|---|---|---|---|---|
| mark-to-model | £96.870 | Rolldown: | £0.004 | |
| End Dirty Price: | mark-to-market | £96.861 | Variation: | £-0.212 |
| mark-to-model | £97.005 | Unexplained: | £0.019 |