TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.785 | Carry: | £0.294 |
|---|---|---|---|---|
| mark-to-model | £101.731 | Rolldown: | £0.006 | |
| End Dirty Price: | mark-to-market | £102.089 | Variation: | £0.035 |
| mark-to-model | £102.085 | Unexplained: | £-0.031 |