TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £100.028 | Carry: | £0.318 |
|---|---|---|---|---|
| mark-to-model | £100.150 | Rolldown: | £0.002 | |
| End Dirty Price: | mark-to-market | £100.324 | Variation: | £-0.121 |
| mark-to-model | £100.384 | Unexplained: | £0.097 |