TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.188 | Carry: | £0.272 |
|---|---|---|---|---|
| mark-to-model | £100.247 | Rolldown: | £-0.004 | |
| End Dirty Price: | mark-to-market | £99.695 | Variation: | £-0.679 |
| mark-to-model | £99.847 | Unexplained: | £-0.083 |