TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.252 | Carry: | £0.337 |
|---|---|---|---|---|
| mark-to-model | £100.353 | Rolldown: | £0.004 | |
| End Dirty Price: | mark-to-market | £100.658 | Variation: | £0.044 |
| mark-to-model | £100.750 | Unexplained: | £0.020 |