TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £102.038 | Carry: | £0.311 |
|---|---|---|---|---|
| mark-to-model | £101.896 | Rolldown: | £0.010 | |
| End Dirty Price: | mark-to-market | £102.201 | Variation: | £-0.103 |
| mark-to-model | £102.145 | Unexplained: | £-0.054 |