TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.469 | Carry: | £-1.573 |
|---|---|---|---|---|
| mark-to-model | £101.704 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £99.679 | Variation: | £-0.230 |
| mark-to-model | £99.910 | Unexplained: | £0.016 |