TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
| Start Dirty Price: | mark-to-market | £100.461 | Carry: | £0.290 |
|---|---|---|---|---|
| mark-to-model | £100.790 | Rolldown: | £-0.009 | |
| End Dirty Price: | mark-to-market | £100.477 | Variation: | £-0.315 |
| mark-to-model | £100.766 | Unexplained: | £0.050 |