TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.090 | Carry: | £0.318 |
|---|---|---|---|---|
| mark-to-model | £100.248 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £100.559 | Variation: | £0.056 |
| mark-to-model | £100.644 | Unexplained: | £0.084 |