TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.511 | Carry: | £0.339 |
|---|---|---|---|---|
| mark-to-model | £100.589 | Rolldown: | £0.011 | |
| End Dirty Price: | mark-to-market | £100.824 | Variation: | £-0.136 |
| mark-to-model | £100.838 | Unexplained: | £0.099 |