TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.362 | Carry: | £0.277 |
|---|---|---|---|---|
| mark-to-model | £102.373 | Rolldown: | £0.003 | |
| End Dirty Price: | mark-to-market | £101.203 | Variation: | £-1.290 |
| mark-to-model | £101.375 | Unexplained: | £-0.150 |