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Date | End month level of yield from British Government Securities, 5 year Nominal Par Yield [a] IUMSNPY |
---|---|
31 Jan 10 | 2.9308 |
28 Feb 10 | 2.764 |
31 Mar 10 | 2.76 |
30 Apr 10 | 2.7311 |
31 May 10 | 2.3791 |
30 Jun 10 | 2.1847 |
31 Jul 10 | 2.2009 |
31 Aug 10 | 1.726 |
30 Sep 10 | 1.7946 |
31 Oct 10 | 1.8537 |
30 Nov 10 | 2.0015 |
31 Dec 10 | 2.2894 |
31 Jan 11 | 2.5507 |
28 Feb 11 | 2.6304 |
31 Mar 11 | 2.639 |
30 Apr 11 | 2.4362 |
31 May 11 | 2.2315 |
30 Jun 11 | 2.1775 |
31 Jul 11 | 1.7281 |
31 Aug 11 | 1.5792 |
30 Sep 11 | 1.3845 |
31 Oct 11 | 1.3508 |
30 Nov 11 | 1.2675 |
31 Dec 11 | 0.9846 |
31 Jan 12 | 0.9463 |
29 Feb 12 | 1.0081 |
31 Mar 12 | 1.0572 |
30 Apr 12 | 1.0883 |
31 May 12 | 0.6595 |
30 Jun 12 | 0.8134 |
31 Jul 12 | 0.5523 |
31 Aug 12 | 0.5753 |
30 Sep 12 | 0.6563 |
31 Oct 12 | 0.8094 |
30 Nov 12 | 0.8082 |
31 Dec 12 | 0.8638 |
31 Jan 13 | 1.0487 |
28 Feb 13 | 0.8921 |
31 Mar 13 | 0.7267 |
30 Apr 13 | 0.7128 |
31 May 13 | 1.0024 |
30 Jun 13 | 1.367 |
31 Jul 13 | 1.2193 |
31 Aug 13 | 1.5296 |
30 Sep 13 | 1.5172 |
31 Oct 13 | 1.4805 |
30 Nov 13 | 1.5969 |
31 Dec 13 | 1.9661 |
31 Jan 14 | 1.7349 |
28 Feb 14 | 1.7717 |
31 Mar 14 | 1.8535 |
30 Apr 14 | 1.8501 |
31 May 14 | 1.7929 |
30 Jun 14 | 1.9443 |
31 Jul 14 | 1.9415 |
31 Aug 14 | 1.6623 |
30 Sep 14 | 1.7401 |
31 Oct 14 | 1.5318 |
30 Nov 14 | 1.2754 |
31 Dec 14 | 1.1641 |
31 Jan 15 | 0.8834 |
28 Feb 15 | 1.2447 |
31 Mar 15 | 1.0701 |
30 Apr 15 | 1.2792 |
31 May 15 | 1.2528 |
30 Jun 15 | 1.4461 |
31 Jul 15 | 1.3418 |
31 Aug 15 | 1.2903 |
30 Sep 15 | 1.1354 |
31 Oct 15 | 1.2597 |
30 Nov 15 | 1.2108 |
31 Dec 15 | 1.3385 |
31 Jan 16 | 0.9225 |
29 Feb 16 | 0.6628 |
31 Mar 16 | 0.7755 |
30 Apr 16 | 0.9423 |
31 May 16 | 0.8682 |
30 Jun 16 | 0.3749 |
31 Jul 16 | 0.2656 |
31 Aug 16 | 0.2244 |
30 Sep 16 | 0.2701 |
31 Oct 16 | 0.6232 |
30 Nov 16 | 0.6576 |
31 Dec 16 | 0.5349 |
31 Jan 17 | 0.7051 |
28 Feb 17 | 0.4161 |
31 Mar 17 | 0.4392 |
30 Apr 17 | 0.3971 |
31 May 17 | 0.3815 |
30 Jun 17 | 0.6268 |
31 Jul 17 | 0.5456 |
31 Aug 17 | 0.4129 |
30 Sep 17 | 0.7836 |
31 Oct 17 | 0.7894 |
30 Nov 17 | 0.8238 |
31 Dec 17 | 0.734 |
31 Jan 18 | 1.0449 |
28 Feb 18 | 1.0857 |
31 Mar 18 | 1.0352 |
30 Apr 18 | 1.0427 |
31 May 18 | 0.8716 |
30 Jun 18 | 0.9642 |
31 Jul 18 | 1.0186 |
31 Aug 18 | 1.0023 |
30 Sep 18 | 1.1377 |
31 Oct 18 | 0.9974 |
30 Nov 18 | 0.93 |
31 Dec 18 | 0.9011 |
31 Jan 19 | 0.8841 |
28 Feb 19 | 0.9616 |
31 Mar 19 | 0.7346 |
30 Apr 19 | 0.8625 |
31 May 19 | 0.6522 |
30 Jun 19 | 0.6097 |
31 Jul 19 | 0.3829 |
31 Aug 19 | 0.2976 |
30 Sep 19 | 0.2593 |
31 Oct 19 | 0.4053 |
30 Nov 19 | 0.4961 |
31 Dec 19 | 0.5496 |
31 Jan 20 | 0.401 |
29 Feb 20 | 0.2822 |
31 Mar 20 | 0.1548 |
30 Apr 20 | 0.1059 |
31 May 20 | -0.02 |
30 Jun 20 | -0.0702 |
31 Jul 20 | -0.1426 |
31 Aug 20 | -0.0211 |
30 Sep 20 | -0.0503 |
31 Oct 20 | -0.0467 |
30 Nov 20 | 0.0368 |
31 Dec 20 | -0.0503 |
31 Jan 21 | 0.0187 |
28 Feb 21 | 0.393 |
31 Mar 21 | 0.3888 |
30 Apr 21 | 0.3963 |
31 May 21 | 0.358 |
30 Jun 21 | 0.3658 |
31 Jul 21 | 0.2835 |
31 Aug 21 | 0.3487 |
30 Sep 21 | 0.6282 |
31 Oct 21 | 0.8074 |
30 Nov 21 | 0.5894 |
31 Dec 21 | 0.7725 |
31 Jan 22 | 1.1161 |
28 Feb 22 | 1.1505 |
31 Mar 22 | 1.422 |
30 Apr 22 | 1.7111 |
31 May 22 | 1.7627 |
30 Jun 22 | 1.9543 |
31 Jul 22 | 1.645 |
31 Aug 22 | 2.8261 |
30 Sep 22 | 4.2678 |
31 Oct 22 | 3.5365 |
30 Nov 22 | 3.2038 |
31 Dec 22 | 3.6208 |
31 Jan 23 | 3.2127 |
28 Feb 23 | 3.718 |
31 Mar 23 | 3.4538 |
30 Apr 23 | 3.6678 |
31 May 23 | 4.1915 |
30 Jun 23 | 4.7289 |
31 Jul 23 | 4.4359 |
31 Aug 23 | 4.4534 |
30 Sep 23 | 4.327 |
31 Oct 23 | 4.3555 |
30 Nov 23 | 4.0655 |
31 Dec 23 | 3.3583 |
31 Jan 24 | 3.6427 |
29 Feb 24 | 4.0167 |
31 Mar 24 | 3.802 |
30 Apr 24 | 4.2681 |
31 May 24 | 4.2045 |
30 Jun 24 | 4.0484 |
31 Jul 24 | 3.7857 |
31 Aug 24 | 3.792 |
30 Sep 24 | 3.7386 |
31 Oct 24 | 4.169 |
30 Nov 24 | 3.9977 |
31 Dec 24 | 4.1513 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.