TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.086 | Carry: | £0.324 |
|---|---|---|---|---|
| mark-to-model | £97.164 | Rolldown: | £0.008 | |
| End Dirty Price: | mark-to-market | £97.438 | Variation: | £-0.004 |
| mark-to-model | £97.525 | Unexplained: | £0.024 |