TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.487 | Carry: | £0.293 |
|---|---|---|---|---|
| mark-to-model | £101.577 | Rolldown: | £-0.002 | |
| End Dirty Price: | mark-to-market | £101.848 | Variation: | £0.041 |
| mark-to-model | £101.928 | Unexplained: | £0.029 |