TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.647 | Carry: | £0.285 |
|---|---|---|---|---|
| mark-to-model | £101.549 | Rolldown: | £0.005 | |
| End Dirty Price: | mark-to-market | £101.774 | Variation: | £-0.177 |
| mark-to-model | £101.673 | Unexplained: | £0.013 |