TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.993 | Carry: | £-1.835 |
|---|---|---|---|---|
| mark-to-model | £102.931 | Rolldown: | £0.014 | |
| End Dirty Price: | mark-to-market | £101.205 | Variation: | £0.164 |
| mark-to-model | £101.283 | Unexplained: | £-0.131 |