IUMSIZC

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Date End month level of yield from British Government Securities, 5 year Inflation Zero Coupon
[a] [b]
IUMSIZC
31 Jan 20 2.9946
29 Feb 20 2.9098
31 Mar 20 2.794
30 Apr 20 2.6149
31 May 20 2.8939
30 Jun 20 2.8201
31 Jul 20 2.9484
31 Aug 20 3.1422
30 Sep 20 3.0765
31 Oct 20 3.1319
30 Nov 20 3.1208
31 Dec 20 3.0136
31 Jan 21 3.1692
28 Feb 21 3.3065
31 Mar 21 3.5218
30 Apr 21 3.3997
31 May 21 3.5327
30 Jun 21 3.3355
31 Jul 21 3.5345
31 Aug 21 3.6062
30 Sep 21 3.9327
31 Oct 21 4.1989
30 Nov 21 4.4676
31 Dec 21 4.0198
31 Jan 22 4.2978
28 Feb 22 4.5447
31 Mar 22 4.7
30 Apr 22 4.6723
31 May 22 4.3614
30 Jun 22 3.454
31 Jul 22 3.6374
31 Aug 22 4.3363
30 Sep 22 4.0969
31 Oct 22 3.6581
30 Nov 22 3.6706
31 Dec 22 3.2428
31 Jan 23 2.9491
28 Feb 23 3.294
31 Mar 23 3.464
30 Apr 23 3.2337
31 May 23 3.4074
30 Jun 23 3.6175
31 Jul 23 3.4515
31 Aug 23 3.4982
30 Sep 23 3.698
31 Oct 23 3.5694
30 Nov 23 3.4965
31 Dec 23 3.4189
31 Jan 24 3.5349
29 Feb 24 3.6342
31 Mar 24 3.7631
30 Apr 24 3.9446
31 May 24 3.9509
30 Jun 24 3.6915
31 Jul 24 3.6405
31 Aug 24 3.5551
30 Sep 24 3.5566
31 Oct 24 3.7512
30 Nov 24 3.7031
31 Dec 24 3.6564
31 Jan 25 3.8335
28 Feb 25 3.623
31 Mar 25 3.6825
30 Apr 25 3.3739
31 May 25 3.3234
30 Jun 25 3.0724

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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