In mean-reverting interest rate models (such as the Vasicek model or similar models used as factors in the Gauss+ framework), the expected change in the short-term rate factor $dr_t$ is determined by the drift term. The formula for the drift is $E[dr_t] = a_r (m_t - r_t) dt$. Given the parameters $a_r = 0.6$, $m_t = 0.027$, $r_t = 0.02$, and $dt = 0.01$, the expected change is $0.6 \times (0.027 - 0.02) \times 0.01 = 0.6 \times 0.007 \times 0.01 = 0.0042 \times 0.01 = 0.000042$.