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 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 |
| 31 Jan 25 | 4.4525 |
| 28 Feb 25 | 4.396 |
| 31 Mar 25 | 4.5823 |
| 30 Apr 25 | 4.3746 |
| 31 May 25 | 4.5867 |
| 30 Jun 25 | 4.4322 |
| 31 Jul 25 | 4.5507 |
| 31 Aug 25 | 4.7201 |
| 30 Sep 25 | 4.7133 |
| 31 Oct 25 | 4.4155 |
| 30 Nov 25 | 4.5138 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.