TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.257 | Carry: | £0.310 |
|---|---|---|---|---|
| mark-to-model | £102.184 | Rolldown: | £0.016 | |
| End Dirty Price: | mark-to-market | £102.975 | Variation: | £0.383 |
| mark-to-model | £102.902 | Unexplained: | £0.010 |