TS27 - 3¾% Treasury Gilt 2027
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £101.736 | Carry: | £-1.622 |
|---|---|---|---|---|
| mark-to-model | £101.842 | Rolldown: | £0.003 | |
| End Dirty Price: | mark-to-market | £100.010 | Variation: | £-0.186 |
| mark-to-model | £100.058 | Unexplained: | £0.079 |