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Date | End month level of yield from British Government Securities, 5 year Inflation Implied Forward [a] [b] IUMSIIF |
---|---|
31 Jan 10 | 3.2996 |
28 Feb 10 | 3.4017 |
31 Mar 10 | 3.4157 |
30 Apr 10 | 3.4587 |
31 May 10 | 2.9576 |
30 Jun 10 | 2.7793 |
31 Jul 10 | 2.4744 |
31 Aug 10 | 2.2963 |
30 Sep 10 | 2.5315 |
31 Oct 10 | 2.6902 |
30 Nov 10 | 2.7132 |
31 Dec 10 | 2.9686 |
31 Jan 11 | 3.1198 |
28 Feb 11 | 3.1392 |
31 Mar 11 | 3.1059 |
30 Apr 11 | 3.2036 |
31 May 11 | 3.1092 |
30 Jun 11 | 3.0769 |
31 Jul 11 | 2.9688 |
31 Aug 11 | 2.5771 |
30 Sep 11 | 2.6243 |
31 Oct 11 | 2.5913 |
30 Nov 11 | 2.8138 |
31 Dec 11 | 2.7832 |
31 Jan 12 | 2.6541 |
29 Feb 12 | 2.8025 |
31 Mar 12 | 2.7379 |
30 Apr 12 | 2.7031 |
31 May 12 | 2.1965 |
30 Jun 12 | 2.353 |
31 Jul 12 | 2.2263 |
31 Aug 12 | 2.3052 |
30 Sep 12 | 2.1832 |
31 Oct 12 | 2.4155 |
30 Nov 12 | 2.4407 |
31 Dec 12 | 2.627 |
31 Jan 13 | 3.1487 |
28 Feb 13 | 3.1951 |
31 Mar 13 | 3.1659 |
30 Apr 13 | 2.9279 |
31 May 13 | 3.0797 |
30 Jun 13 | 3.0146 |
31 Jul 13 | 3.1101 |
31 Aug 13 | 3.1744 |
30 Sep 13 | 3.0114 |
31 Oct 13 | 3.099 |
30 Nov 13 | 3.1741 |
31 Dec 13 | 3.2707 |
31 Jan 14 | 3.1106 |
28 Feb 14 | 3.0983 |
31 Mar 14 | 3.1501 |
30 Apr 14 | 3.1133 |
31 May 14 | 3.0414 |
30 Jun 14 | 3.0509 |
31 Jul 14 | 3.0125 |
31 Aug 14 | 3.0062 |
30 Sep 14 | 2.9436 |
31 Oct 14 | 2.917 |
30 Nov 14 | 2.9354 |
31 Dec 14 | 2.8647 |
31 Jan 15 | 2.5496 |
28 Feb 15 | 2.8172 |
31 Mar 15 | 2.8074 |
30 Apr 15 | 2.9538 |
31 May 15 | 2.9056 |
30 Jun 15 | 3.0301 |
31 Jul 15 | 2.9917 |
31 Aug 15 | 2.8857 |
30 Sep 15 | 2.7119 |
31 Oct 15 | 2.751 |
30 Nov 15 | 2.8014 |
31 Dec 15 | 2.6662 |
31 Jan 16 | 2.562 |
29 Feb 16 | 2.3766 |
31 Mar 16 | 2.4725 |
30 Apr 16 | 2.4594 |
31 May 16 | 2.4316 |
30 Jun 16 | 2.3683 |
31 Jul 16 | 2.2253 |
31 Aug 16 | 2.6077 |
30 Sep 16 | 2.6981 |
31 Oct 16 | 3.1588 |
30 Nov 16 | 3.0792 |
31 Dec 16 | 3.1455 |
31 Jan 17 | 3.2142 |
28 Feb 17 | 2.8994 |
31 Mar 17 | 2.8497 |
30 Apr 17 | 2.9008 |
31 May 17 | 2.8278 |
30 Jun 17 | 2.8784 |
31 Jul 17 | 2.795 |
31 Aug 17 | 2.8605 |
30 Sep 17 | 2.9303 |
31 Oct 17 | 2.9821 |
30 Nov 17 | 2.9702 |
31 Dec 17 | 3.0284 |
31 Jan 18 | 3.0823 |
28 Feb 18 | 3.0773 |
31 Mar 18 | 2.9291 |
30 Apr 18 | 2.9962 |
31 May 18 | 2.9792 |
30 Jun 18 | 3.0239 |
31 Jul 18 | 3.0586 |
31 Aug 18 | 3.0403 |
30 Sep 18 | 3.1028 |
31 Oct 18 | 3.1898 |
30 Nov 18 | 3.2473 |
31 Dec 18 | 3.1798 |
31 Jan 19 | 3.0799 |
28 Feb 19 | 3.0801 |
31 Mar 19 | 3.1607 |
30 Apr 19 | 3.1927 |
31 May 19 | 3.1975 |
30 Jun 19 | 3.1508 |
31 Jul 19 | 3.2782 |
31 Aug 19 | 3.2801 |
30 Sep 19 | 3.2784 |
31 Oct 19 | 3.0539 |
30 Nov 19 | 3.1573 |
31 Dec 19 | 3.2134 |
31 Jan 20 | 3.1236 |
29 Feb 20 | 3.1226 |
31 Mar 20 | 3.0587 |
30 Apr 20 | 2.9716 |
31 May 20 | 3.125 |
30 Jun 20 | 3.2033 |
31 Jul 20 | 3.2405 |
31 Aug 20 | 3.3332 |
30 Sep 20 | 3.2556 |
31 Oct 20 | 3.3218 |
30 Nov 20 | 3.2549 |
31 Dec 20 | 3.1839 |
31 Jan 21 | 3.2338 |
28 Feb 21 | 3.3906 |
31 Mar 21 | 3.5596 |
30 Apr 21 | 3.5219 |
31 May 21 | 3.4888 |
30 Jun 21 | 3.4786 |
31 Jul 21 | 3.5672 |
31 Aug 21 | 3.5956 |
30 Sep 21 | 3.5993 |
31 Oct 21 | 3.7522 |
30 Nov 21 | 3.8782 |
31 Dec 21 | 3.6184 |
31 Jan 22 | 3.8233 |
28 Feb 22 | 3.8032 |
31 Mar 22 | 3.7091 |
30 Apr 22 | 3.7114 |
31 May 22 | 3.3117 |
30 Jun 22 | 3.1265 |
31 Jul 22 | 3.1661 |
31 Aug 22 | 3.269 |
30 Sep 22 | 3.6214 |
31 Oct 22 | 3.0315 |
30 Nov 22 | 3.2813 |
31 Dec 22 | 3.2039 |
31 Jan 23 | 3.4149 |
28 Feb 23 | 3.4712 |
31 Mar 23 | 3.5209 |
30 Apr 23 | 3.3423 |
31 May 23 | 3.4292 |
30 Jun 23 | 3.6082 |
31 Jul 23 | 3.6525 |
31 Aug 23 | 3.6781 |
30 Sep 23 | 3.6379 |
31 Oct 23 | 3.5099 |
30 Nov 23 | 3.4364 |
31 Dec 23 | 3.2938 |
31 Jan 24 | 3.2738 |
29 Feb 24 | 3.4592 |
31 Mar 24 | 3.3877 |
30 Apr 24 | 3.4362 |
31 May 24 | 3.4676 |
30 Jun 24 | 3.3322 |
31 Jul 24 | 3.3101 |
31 Aug 24 | 3.3068 |
30 Sep 24 | 3.3382 |
31 Oct 24 | 3.444 |
30 Nov 24 | 3.2521 |
31 Dec 24 | 3.2775 |
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