Bank of England | Database Export source data
| Date | End month level of yield from British Government Securities, 5 year Nominal Implied Forward [a] IUMSNIF |
|---|---|
| 31 Jan 10 | 4.7695 |
| 28 Feb 10 | 4.9543 |
| 31 Mar 10 | 4.8541 |
| 30 Apr 10 | 4.7378 |
| 31 May 10 | 4.3497 |
| 30 Jun 10 | 4.1008 |
| 31 Jul 10 | 4.0366 |
| 31 Aug 10 | 3.3835 |
| 30 Sep 10 | 3.5448 |
| 31 Oct 10 | 3.6815 |
| 30 Nov 10 | 3.8999 |
| 31 Dec 10 | 4.1455 |
| 31 Jan 11 | 4.4691 |
| 28 Feb 11 | 4.4293 |
| 31 Mar 11 | 4.4223 |
| 30 Apr 11 | 4.2309 |
| 31 May 11 | 4.0168 |
| 30 Jun 11 | 4.1211 |
| 31 Jul 11 | 3.4725 |
| 31 Aug 11 | 3.1535 |
| 30 Sep 11 | 2.7497 |
| 31 Oct 11 | 2.8642 |
| 30 Nov 11 | 2.7773 |
| 31 Dec 11 | 2.3457 |
| 31 Jan 12 | 2.282 |
| 29 Feb 12 | 2.3909 |
| 31 Mar 12 | 2.4834 |
| 30 Apr 12 | 2.4155 |
| 31 May 12 | 1.7025 |
| 30 Jun 12 | 1.985 |
| 31 Jul 12 | 1.6935 |
| 31 Aug 12 | 1.7444 |
| 30 Sep 12 | 1.7798 |
| 31 Oct 12 | 2.0057 |
| 30 Nov 12 | 1.892 |
| 31 Dec 12 | 2.0206 |
| 31 Jan 13 | 2.4148 |
| 28 Feb 13 | 2.3062 |
| 31 Mar 13 | 1.9799 |
| 30 Apr 13 | 1.8629 |
| 31 May 13 | 2.3069 |
| 30 Jun 13 | 2.9873 |
| 31 Jul 13 | 2.8666 |
| 31 Aug 13 | 3.2732 |
| 30 Sep 13 | 3.1652 |
| 31 Oct 13 | 3.1121 |
| 30 Nov 13 | 3.3304 |
| 31 Dec 13 | 3.7375 |
| 31 Jan 14 | 3.3502 |
| 28 Feb 14 | 3.3598 |
| 31 Mar 14 | 3.3276 |
| 30 Apr 14 | 3.2332 |
| 31 May 14 | 3.0915 |
| 30 Jun 14 | 3.1761 |
| 31 Jul 14 | 3.1222 |
| 31 Aug 14 | 2.6917 |
| 30 Sep 14 | 2.7932 |
| 31 Oct 14 | 2.6187 |
| 30 Nov 14 | 2.2548 |
| 31 Dec 14 | 2.0892 |
| 31 Jan 15 | 1.5646 |
| 28 Feb 15 | 2.1396 |
| 31 Mar 15 | 1.9457 |
| 30 Apr 15 | 2.2546 |
| 31 May 15 | 2.2157 |
| 30 Jun 15 | 2.4953 |
| 31 Jul 15 | 2.3015 |
| 31 Aug 15 | 2.2616 |
| 30 Sep 15 | 2.0513 |
| 31 Oct 15 | 2.2229 |
| 30 Nov 15 | 2.1099 |
| 31 Dec 15 | 2.2498 |
| 31 Jan 16 | 1.8468 |
| 29 Feb 16 | 1.4908 |
| 31 Mar 16 | 1.6175 |
| 30 Apr 16 | 1.8323 |
| 31 May 16 | 1.6911 |
| 30 Jun 16 | 1.0534 |
| 31 Jul 16 | 0.7805 |
| 31 Aug 16 | 0.5897 |
| 30 Sep 16 | 0.7379 |
| 31 Oct 16 | 1.3711 |
| 30 Nov 16 | 1.6406 |
| 31 Dec 16 | 1.447 |
| 31 Jan 17 | 1.6391 |
| 28 Feb 17 | 1.1949 |
| 31 Mar 17 | 1.1962 |
| 30 Apr 17 | 1.1677 |
| 31 May 17 | 1.1043 |
| 30 Jun 17 | 1.3363 |
| 31 Jul 17 | 1.29 |
| 31 Aug 17 | 1.083 |
| 30 Sep 17 | 1.4573 |
| 31 Oct 17 | 1.4498 |
| 30 Nov 17 | 1.4534 |
| 31 Dec 17 | 1.3139 |
| 31 Jan 18 | 1.6218 |
| 28 Feb 18 | 1.6512 |
| 31 Mar 18 | 1.4628 |
| 30 Apr 18 | 1.5825 |
| 31 May 18 | 1.3979 |
| 30 Jun 18 | 1.4539 |
| 31 Jul 18 | 1.5057 |
| 31 Aug 18 | 1.4848 |
| 30 Sep 18 | 1.6555 |
| 31 Oct 18 | 1.4813 |
| 30 Nov 18 | 1.3206 |
| 31 Dec 18 | 1.276 |
| 31 Jan 19 | 1.2083 |
| 28 Feb 19 | 1.2968 |
| 31 Mar 19 | 0.9536 |
| 30 Apr 19 | 1.1711 |
| 31 May 19 | 0.8355 |
| 30 Jun 19 | 0.7791 |
| 31 Jul 19 | 0.5386 |
| 31 Aug 19 | 0.2753 |
| 30 Sep 19 | 0.2786 |
| 31 Oct 19 | 0.4255 |
| 30 Nov 19 | 0.5293 |
| 31 Dec 19 | 0.7214 |
| 31 Jan 20 | 0.3746 |
| 29 Feb 20 | 0.2922 |
| 31 Mar 20 | 0.2286 |
| 30 Apr 20 | 0.1519 |
| 31 May 20 | 0.058 |
| 30 Jun 20 | 0.0749 |
| 31 Jul 20 | -0.0089 |
| 31 Aug 20 | 0.2633 |
| 30 Sep 20 | 0.1241 |
| 31 Oct 20 | 0.1798 |
| 30 Nov 20 | 0.259 |
| 31 Dec 20 | 0.1376 |
| 31 Jan 21 | 0.3044 |
| 28 Feb 21 | 0.9291 |
| 31 Mar 21 | 0.9878 |
| 30 Apr 21 | 1.0086 |
| 31 May 21 | 0.9474 |
| 30 Jun 21 | 0.8536 |
| 31 Jul 21 | 0.6643 |
| 31 Aug 21 | 0.7031 |
| 30 Sep 21 | 1.0681 |
| 31 Oct 21 | 1.0318 |
| 30 Nov 21 | 0.7884 |
| 31 Dec 21 | 0.9294 |
| 31 Jan 22 | 1.2769 |
| 28 Feb 22 | 1.2918 |
| 31 Mar 22 | 1.522 |
| 30 Apr 22 | 1.8344 |
| 31 May 22 | 2.019 |
| 30 Jun 22 | 2.1202 |
| 31 Jul 22 | 1.6591 |
| 31 Aug 22 | 2.5576 |
| 30 Sep 22 | 4.0474 |
| 31 Oct 22 | 3.6807 |
| 30 Nov 22 | 3.1516 |
| 31 Dec 22 | 3.602 |
| 31 Jan 23 | 3.2712 |
| 28 Feb 23 | 3.5807 |
| 31 Mar 23 | 3.1868 |
| 30 Apr 23 | 3.3734 |
| 31 May 23 | 3.7757 |
| 30 Jun 23 | 3.8246 |
| 31 Jul 23 | 3.7941 |
| 31 Aug 23 | 3.9431 |
| 30 Sep 23 | 4.0953 |
| 31 Oct 23 | 4.245 |
| 30 Nov 23 | 3.8502 |
| 31 Dec 23 | 3.2384 |
| 31 Jan 24 | 3.4935 |
| 29 Feb 24 | 3.7651 |
| 31 Mar 24 | 3.5414 |
| 30 Apr 24 | 3.9968 |
| 31 May 24 | 3.9641 |
| 30 Jun 24 | 3.8488 |
| 31 Jul 24 | 3.7089 |
| 31 Aug 24 | 3.7514 |
| 30 Sep 24 | 3.8319 |
| 31 Oct 24 | 4.2575 |
| 30 Nov 24 | 4.048 |
| 31 Dec 24 | 4.4391 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.