IUMASIIF

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Date Monthly average of yield from British Government Securities, 5 year Inflation Implied Forward
[a] [b]
IUMASIIF
31 Jan 20 3.2173
29 Feb 20 3.1547
31 Mar 20 3.0208
30 Apr 20 3.008
31 May 20 3.0636
30 Jun 20 3.137
31 Jul 20 3.2248
31 Aug 20 3.2851
30 Sep 20 3.3123
31 Oct 20 3.3125
30 Nov 20 3.2231
31 Dec 20 3.2577
31 Jan 21 3.1903
28 Feb 21 3.275
31 Mar 21 3.4471
30 Apr 21 3.5064
31 May 21 3.513
30 Jun 21 3.4524
31 Jul 21 3.5022
31 Aug 21 3.5783
30 Sep 21 3.651
31 Oct 21 3.7931
30 Nov 21 3.8728
31 Dec 21 3.7104
31 Jan 22 3.7677
28 Feb 22 3.787
31 Mar 22 3.7752
30 Apr 22 3.6696
31 May 22 3.509
30 Jun 22 3.2725
31 Jul 22 3.0346
31 Aug 22 3.2949
30 Sep 22 3.5868
31 Oct 22 3.0753
30 Nov 22 3.2531
31 Dec 22 3.0997
31 Jan 23 3.2548
28 Feb 23 3.4112
31 Mar 23 3.3928
30 Apr 23 3.4753
31 May 23 3.3672
30 Jun 23 3.5642
31 Jul 23 3.5929
31 Aug 23 3.6879
30 Sep 23 3.6792
31 Oct 23 3.5657
30 Nov 23 3.5299
31 Dec 23 3.3299
31 Jan 24 3.3023
29 Feb 24 3.3213
31 Mar 24 3.3967
30 Apr 24 3.4323
31 May 24 3.4163
30 Jun 24 3.3584
31 Jul 24 3.3225
31 Aug 24 3.3063
30 Sep 24 3.2892
31 Oct 24 3.4092
30 Nov 24 3.3748
31 Dec 24 3.2677
31 Jan 25 3.319
28 Feb 25 3.2865
31 Mar 25 3.1939
30 Apr 25 3.015
31 May 25 2.9985

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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