TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.945 | Carry: | £-1.806 |
|---|---|---|---|---|
| mark-to-model | £102.913 | Rolldown: | £0.009 | |
| End Dirty Price: | mark-to-market | £101.375 | Variation: | £0.219 |
| mark-to-model | £101.366 | Unexplained: | £0.008 |