TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.841 | Carry: | £0.279 |
|---|---|---|---|---|
| mark-to-model | £101.085 | Rolldown: | £-0.003 | |
| End Dirty Price: | mark-to-market | £101.136 | Variation: | £-0.009 |
| mark-to-model | £101.363 | Unexplained: | £0.029 |