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 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 |
| 31 Jan 25 | 4.5582 |
| 28 Feb 25 | 4.4461 |
| 31 Mar 25 | 4.578 |
| 30 Apr 25 | 4.5018 |
| 31 May 25 | 4.5584 |
| 30 Jun 25 | 4.4722 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.