TR27 - 4¼% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.286 | Carry: | £0.319 |
|---|---|---|---|---|
| mark-to-model | £100.415 | Rolldown: | £0.009 | |
| End Dirty Price: | mark-to-market | £100.564 | Variation: | £-0.114 |
| mark-to-model | £100.640 | Unexplained: | £0.064 |