TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.957 | Carry: | £0.267 |
|---|---|---|---|---|
| mark-to-model | £101.940 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £101.914 | Variation: | £-0.325 |
| mark-to-model | £101.903 | Unexplained: | £0.004 |