TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.688 | Carry: | £0.326 |
|---|---|---|---|---|
| mark-to-model | £101.795 | Rolldown: | £0.007 | |
| End Dirty Price: | mark-to-market | £101.631 | Variation: | £-0.333 |
| mark-to-model | £101.830 | Unexplained: | £-0.057 |