TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £99.835 | Carry: | £0.280 |
|---|---|---|---|---|
| mark-to-model | £100.065 | Rolldown: | £0.000 | |
| End Dirty Price: | mark-to-market | £100.275 | Variation: | £0.180 |
| mark-to-model | £100.536 | Unexplained: | £-0.021 |