TG27 - 1¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £97.329 | Carry: | £0.307 |
|---|---|---|---|---|
| mark-to-model | £97.419 | Rolldown: | £0.007 | |
| End Dirty Price: | mark-to-market | £97.692 | Variation: | £0.032 |
| mark-to-model | £97.775 | Unexplained: | £0.018 |