IUMALRZC

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Date Monthly average yield from British Government Securities, 20 year Real Zero Coupon
[a] [b]
IUMALRZC
31 Jan 20 -2.1648
29 Feb 20 -2.2335
31 Mar 20 -2.1536
30 Apr 20 -2.2589
31 May 20 -2.4137
30 Jun 20 -2.5137
31 Jul 20 -2.5624
31 Aug 20 -2.4812
30 Sep 20 -2.5108
31 Oct 20 -2.5064
30 Nov 20 -2.4065
31 Dec 20 -2.5476
31 Jan 21 -2.427
28 Feb 21 -2.2583
31 Mar 21 -2.2058
30 Apr 21 -2.2445
31 May 21 -2.221
30 Jun 21 -2.2971
31 Jul 21 -2.4347
31 Aug 21 -2.6044
30 Sep 21 -2.5374
31 Oct 21 -2.4754
30 Nov 21 -2.6779
31 Dec 21 -2.6731
31 Jan 22 -2.3906
28 Feb 22 -2.2486
31 Mar 22 -2.1965
30 Apr 22 -1.9136
31 May 22 -1.6108
30 Jun 22 -0.9822
31 Jul 22 -0.8103
31 Aug 22 -0.9323
30 Sep 22 0.0093
31 Oct 22 0.7566
30 Nov 22 0.1708
31 Dec 22 0.359
31 Jan 23 0.4483
28 Feb 23 0.5072
31 Mar 23 0.5365
30 Apr 23 0.5547
31 May 23 0.9454
30 Jun 23 1.0064
31 Jul 23 1.0894
31 Aug 23 1.2394
30 Sep 23 1.233
31 Oct 23 1.4954
30 Nov 23 1.2213
31 Dec 23 0.9864
31 Jan 24 1.1762
29 Feb 24 1.2485
31 Mar 24 1.0652
30 Apr 24 1.167
31 May 24 1.1809
30 Jun 24 1.1643
31 Jul 24 1.2191
31 Aug 24 1.1189
30 Sep 24 1.1312
31 Oct 24 1.2567
30 Nov 24 1.4528
31 Dec 24 1.5766
31 Jan 25 1.7842
28 Feb 25 1.7157
31 Mar 25 1.9085
30 Apr 25 2.0602
31 May 25 2.174
30 Jun 25 2.0527

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Notes:

[a] Calculated using the Variable Roughness Penalty (VRP) model.

[b] Users should note that on 15/02/2018 these yields were revised to the beginning of 2015