TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.484 | Carry: | £-0.317 |
|---|---|---|---|---|
| mark-to-model | £97.580 | Rolldown: | £0.006 | |
| End Dirty Price: | mark-to-market | £97.123 | Variation: | £-0.072 |
| mark-to-model | £97.208 | Unexplained: | £0.021 |