TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.626 | Carry: | £0.315 |
|---|---|---|---|---|
| mark-to-model | £100.708 | Rolldown: | £0.005 | |
| End Dirty Price: | mark-to-market | £100.992 | Variation: | £0.014 |
| mark-to-model | £101.052 | Unexplained: | £0.032 |