Bank of England | Database Export source data
| Date | Monthly average of yield from British Government Securities, 5 year Nominal Implied Forward [a] IUMASNIF |
|---|---|
| 31 Jan 10 | 4.8382 |
| 28 Feb 10 | 4.9161 |
| 31 Mar 10 | 4.9114 |
| 30 Apr 10 | 4.9208 |
| 31 May 10 | 4.5053 |
| 30 Jun 10 | 4.2493 |
| 31 Jul 10 | 4.0994 |
| 31 Aug 10 | 3.7362 |
| 30 Sep 10 | 3.619 |
| 31 Oct 10 | 3.5366 |
| 30 Nov 10 | 3.8212 |
| 31 Dec 10 | 4.2311 |
| 31 Jan 11 | 4.4068 |
| 28 Feb 11 | 4.5734 |
| 31 Mar 11 | 4.3747 |
| 30 Apr 11 | 4.4078 |
| 31 May 11 | 4.089 |
| 30 Jun 11 | 3.9613 |
| 31 Jul 11 | 3.8019 |
| 31 Aug 11 | 3.0672 |
| 30 Sep 11 | 2.7712 |
| 31 Oct 11 | 2.9068 |
| 30 Nov 11 | 2.619 |
| 31 Dec 11 | 2.4966 |
| 31 Jan 12 | 2.3706 |
| 29 Feb 12 | 2.4434 |
| 31 Mar 12 | 2.5627 |
| 30 Apr 12 | 2.3984 |
| 31 May 12 | 2.0938 |
| 30 Jun 12 | 1.9316 |
| 31 Jul 12 | 1.7844 |
| 31 Aug 12 | 1.8395 |
| 30 Sep 12 | 1.8633 |
| 31 Oct 12 | 1.9227 |
| 30 Nov 12 | 1.9195 |
| 31 Dec 12 | 2.0105 |
| 31 Jan 13 | 2.3105 |
| 28 Feb 13 | 2.4809 |
| 31 Mar 13 | 2.1915 |
| 30 Apr 13 | 1.9114 |
| 31 May 13 | 2.1259 |
| 30 Jun 13 | 2.6144 |
| 31 Jul 13 | 2.8832 |
| 31 Aug 13 | 3.2145 |
| 30 Sep 13 | 3.4129 |
| 31 Oct 13 | 3.1908 |
| 30 Nov 13 | 3.2949 |
| 31 Dec 13 | 3.5739 |
| 31 Jan 14 | 3.5325 |
| 28 Feb 14 | 3.3968 |
| 31 Mar 14 | 3.3362 |
| 30 Apr 14 | 3.2388 |
| 31 May 14 | 3.1668 |
| 30 Jun 14 | 3.2386 |
| 31 Jul 14 | 3.1331 |
| 31 Aug 14 | 2.8946 |
| 30 Sep 14 | 2.8613 |
| 31 Oct 14 | 2.5652 |
| 30 Nov 14 | 2.4806 |
| 31 Dec 14 | 2.2124 |
| 31 Jan 15 | 1.8062 |
| 28 Feb 15 | 1.9801 |
| 31 Mar 15 | 2.0602 |
| 30 Apr 15 | 2.0007 |
| 31 May 15 | 2.3623 |
| 30 Jun 15 | 2.5199 |
| 31 Jul 15 | 2.4746 |
| 31 Aug 15 | 2.2562 |
| 30 Sep 15 | 2.1323 |
| 31 Oct 15 | 2.089 |
| 30 Nov 15 | 2.2439 |
| 31 Dec 15 | 2.1511 |
| 31 Jan 16 | 2.0061 |
| 29 Feb 16 | 1.6464 |
| 31 Mar 16 | 1.6716 |
| 30 Apr 16 | 1.6998 |
| 31 May 16 | 1.663 |
| 30 Jun 16 | 1.3645 |
| 31 Jul 16 | 0.8924 |
| 31 Aug 16 | 0.6402 |
| 30 Sep 16 | 0.7577 |
| 31 Oct 16 | 1.11 |
| 30 Nov 16 | 1.5317 |
| 31 Dec 16 | 1.6213 |
| 31 Jan 17 | 1.5841 |
| 28 Feb 17 | 1.4276 |
| 31 Mar 17 | 1.2885 |
| 30 Apr 17 | 1.137 |
| 31 May 17 | 1.1749 |
| 30 Jun 17 | 1.1051 |
| 31 Jul 17 | 1.3204 |
| 31 Aug 17 | 1.147 |
| 30 Sep 17 | 1.2878 |
| 31 Oct 17 | 1.4518 |
| 30 Nov 17 | 1.3965 |
| 31 Dec 17 | 1.3302 |
| 31 Jan 18 | 1.4643 |
| 28 Feb 18 | 1.7232 |
| 31 Mar 18 | 1.5778 |
| 30 Apr 18 | 1.5874 |
| 31 May 18 | 1.5927 |
| 30 Jun 18 | 1.5019 |
| 31 Jul 18 | 1.4367 |
| 31 Aug 18 | 1.4736 |
| 30 Sep 18 | 1.5844 |
| 31 Oct 18 | 1.6279 |
| 30 Nov 18 | 1.4576 |
| 31 Dec 18 | 1.2436 |
| 31 Jan 19 | 1.2739 |
| 28 Feb 19 | 1.1732 |
| 31 Mar 19 | 1.1219 |
| 30 Apr 19 | 1.1143 |
| 31 May 19 | 1.0258 |
| 30 Jun 19 | 0.8219 |
| 31 Jul 19 | 0.6517 |
| 31 Aug 19 | 0.3549 |
| 30 Sep 19 | 0.3894 |
| 31 Oct 19 | 0.422 |
| 30 Nov 19 | 0.5534 |
| 31 Dec 19 | 0.6569 |
| 31 Jan 20 | 0.547 |
| 29 Feb 20 | 0.4326 |
| 31 Mar 20 | 0.3028 |
| 30 Apr 20 | 0.2139 |
| 31 May 20 | 0.1249 |
| 30 Jun 20 | 0.1288 |
| 31 Jul 20 | 0.0635 |
| 31 Aug 20 | 0.1329 |
| 30 Sep 20 | 0.1429 |
| 31 Oct 20 | 0.1686 |
| 30 Nov 20 | 0.2586 |
| 31 Dec 20 | 0.2036 |
| 31 Jan 21 | 0.2555 |
| 28 Feb 21 | 0.5908 |
| 31 Mar 21 | 0.9107 |
| 30 Apr 21 | 0.931 |
| 31 May 21 | 0.9872 |
| 30 Jun 21 | 0.9127 |
| 31 Jul 21 | 0.7199 |
| 31 Aug 21 | 0.6408 |
| 30 Sep 21 | 0.8136 |
| 31 Oct 21 | 1.0999 |
| 30 Nov 21 | 0.9115 |
| 31 Dec 21 | 0.767 |
| 31 Jan 22 | 1.1703 |
| 28 Feb 22 | 1.352 |
| 31 Mar 22 | 1.3854 |
| 30 Apr 22 | 1.7189 |
| 31 May 22 | 1.8426 |
| 30 Jun 22 | 2.2614 |
| 31 Jul 22 | 1.8817 |
| 31 Aug 22 | 2.0381 |
| 30 Sep 22 | 3.2823 |
| 31 Oct 22 | 4.0527 |
| 30 Nov 22 | 3.3517 |
| 31 Dec 22 | 3.2515 |
| 31 Jan 23 | 3.323 |
| 28 Feb 23 | 3.3563 |
| 31 Mar 23 | 3.2167 |
| 30 Apr 23 | 3.3043 |
| 31 May 23 | 3.5834 |
| 30 Jun 23 | 3.8456 |
| 31 Jul 23 | 3.8923 |
| 31 Aug 23 | 4.0628 |
| 30 Sep 23 | 4.0234 |
| 31 Oct 23 | 4.2585 |
| 30 Nov 23 | 3.925 |
| 31 Dec 23 | 3.4604 |
| 31 Jan 24 | 3.5678 |
| 29 Feb 24 | 3.73 |
| 31 Mar 24 | 3.6257 |
| 30 Apr 24 | 3.8329 |
| 31 May 24 | 3.8377 |
| 30 Jun 24 | 3.7936 |
| 31 Jul 24 | 3.8139 |
| 31 Aug 24 | 3.6728 |
| 30 Sep 24 | 3.675 |
| 31 Oct 24 | 4.0258 |
| 30 Nov 24 | 4.2537 |
| 31 Dec 24 | 4.2562 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.