Bank of England | Database Export source data
| Date | Monthly average of yield from British Government Securities, 10 year Nominal Implied Forward [a] IUMAMNIF |
|---|---|
| 31 Jan 10 | 5.4684 |
| 28 Feb 10 | 5.7145 |
| 31 Mar 10 | 5.8536 |
| 30 Apr 10 | 5.8821 |
| 31 May 10 | 5.6066 |
| 30 Jun 10 | 5.4806 |
| 31 Jul 10 | 5.4447 |
| 31 Aug 10 | 5.1858 |
| 30 Sep 10 | 5.0913 |
| 31 Oct 10 | 5.1375 |
| 30 Nov 10 | 5.4295 |
| 31 Dec 10 | 5.5501 |
| 31 Jan 11 | 5.4902 |
| 28 Feb 11 | 5.4835 |
| 31 Mar 11 | 5.4301 |
| 30 Apr 11 | 5.4409 |
| 31 May 11 | 5.3371 |
| 30 Jun 11 | 5.4602 |
| 31 Jul 11 | 5.4928 |
| 31 Aug 11 | 5.0135 |
| 30 Sep 11 | 4.4356 |
| 31 Oct 11 | 4.1835 |
| 30 Nov 11 | 3.9366 |
| 31 Dec 11 | 3.9433 |
| 31 Jan 12 | 3.851 |
| 29 Feb 12 | 4.1983 |
| 31 Mar 12 | 4.2851 |
| 30 Apr 12 | 4.1359 |
| 31 May 12 | 3.7678 |
| 30 Jun 12 | 3.4676 |
| 31 Jul 12 | 3.3921 |
| 31 Aug 12 | 3.4251 |
| 30 Sep 12 | 3.5022 |
| 31 Oct 12 | 3.5502 |
| 30 Nov 12 | 3.5261 |
| 31 Dec 12 | 3.5646 |
| 31 Jan 13 | 3.8305 |
| 28 Feb 13 | 4.0651 |
| 31 Mar 13 | 3.952 |
| 30 Apr 13 | 3.6663 |
| 31 May 13 | 3.8125 |
| 30 Jun 13 | 4.1176 |
| 31 Jul 13 | 4.3556 |
| 31 Aug 13 | 4.5862 |
| 30 Sep 13 | 4.5874 |
| 31 Oct 13 | 4.3784 |
| 30 Nov 13 | 4.5102 |
| 31 Dec 13 | 4.6146 |
| 31 Jan 14 | 4.3934 |
| 28 Feb 14 | 4.2499 |
| 31 Mar 14 | 4.2199 |
| 30 Apr 14 | 4.156 |
| 31 May 14 | 4.0211 |
| 30 Jun 14 | 4.0436 |
| 31 Jul 14 | 3.8651 |
| 31 Aug 14 | 3.6078 |
| 30 Sep 14 | 3.5385 |
| 31 Oct 14 | 3.3259 |
| 30 Nov 14 | 3.2358 |
| 31 Dec 14 | 2.872 |
| 31 Jan 15 | 2.4392 |
| 28 Feb 15 | 2.5724 |
| 31 Mar 15 | 2.6264 |
| 30 Apr 15 | 2.5695 |
| 31 May 15 | 2.9543 |
| 30 Jun 15 | 3.1638 |
| 31 Jul 15 | 3.0568 |
| 31 Aug 15 | 2.81 |
| 30 Sep 15 | 2.7858 |
| 31 Oct 15 | 2.8353 |
| 30 Nov 15 | 2.9642 |
| 31 Dec 15 | 2.9063 |
| 31 Jan 16 | 2.8096 |
| 29 Feb 16 | 2.6431 |
| 31 Mar 16 | 2.7156 |
| 30 Apr 16 | 2.7738 |
| 31 May 16 | 2.691 |
| 30 Jun 16 | 2.4066 |
| 31 Jul 16 | 1.9747 |
| 31 Aug 16 | 1.6774 |
| 30 Sep 16 | 1.817 |
| 31 Oct 16 | 2.1394 |
| 30 Nov 16 | 2.5435 |
| 31 Dec 16 | 2.6701 |
| 31 Jan 17 | 2.6235 |
| 28 Feb 17 | 2.5398 |
| 31 Mar 17 | 2.4098 |
| 30 Apr 17 | 2.2315 |
| 31 May 17 | 2.3203 |
| 30 Jun 17 | 2.2518 |
| 31 Jul 17 | 2.4715 |
| 31 Aug 17 | 2.3057 |
| 30 Sep 17 | 2.3516 |
| 31 Oct 17 | 2.4379 |
| 30 Nov 17 | 2.3208 |
| 31 Dec 17 | 2.2097 |
| 31 Jan 18 | 2.2657 |
| 28 Feb 18 | 2.4371 |
| 31 Mar 18 | 2.2614 |
| 30 Apr 18 | 2.2208 |
| 31 May 18 | 2.2717 |
| 30 Jun 18 | 2.1788 |
| 31 Jul 18 | 2.0734 |
| 31 Aug 18 | 2.0933 |
| 30 Sep 18 | 2.2057 |
| 31 Oct 18 | 2.2879 |
| 30 Nov 18 | 2.2742 |
| 31 Dec 18 | 2.096 |
| 31 Jan 19 | 2.0627 |
| 28 Feb 19 | 2.0001 |
| 31 Mar 19 | 1.9067 |
| 30 Apr 19 | 1.9223 |
| 31 May 19 | 1.8317 |
| 30 Jun 19 | 1.6388 |
| 31 Jul 19 | 1.5151 |
| 31 Aug 19 | 1.1486 |
| 30 Sep 19 | 1.1109 |
| 31 Oct 19 | 1.2268 |
| 30 Nov 19 | 1.396 |
| 31 Dec 19 | 1.4208 |
| 31 Jan 20 | 1.2899 |
| 29 Feb 20 | 1.1287 |
| 31 Mar 20 | 0.9617 |
| 30 Apr 20 | 0.8793 |
| 31 May 20 | 0.7908 |
| 30 Jun 20 | 0.8679 |
| 31 Jul 20 | 0.8143 |
| 31 Aug 20 | 0.9359 |
| 30 Sep 20 | 0.9792 |
| 31 Oct 20 | 1.0212 |
| 30 Nov 20 | 1.1023 |
| 31 Dec 20 | 1.0006 |
| 31 Jan 21 | 1.0577 |
| 28 Feb 21 | 1.4489 |
| 31 Mar 21 | 1.7025 |
| 30 Apr 21 | 1.6892 |
| 31 May 21 | 1.7992 |
| 30 Jun 21 | 1.6802 |
| 31 Jul 21 | 1.3985 |
| 31 Aug 21 | 1.2799 |
| 30 Sep 21 | 1.4804 |
| 31 Oct 21 | 1.7323 |
| 30 Nov 21 | 1.4621 |
| 31 Dec 21 | 1.2899 |
| 31 Jan 22 | 1.6119 |
| 28 Feb 22 | 1.8766 |
| 31 Mar 22 | 2.0659 |
| 30 Apr 22 | 2.3214 |
| 31 May 22 | 2.605 |
| 30 Jun 22 | 3.1222 |
| 31 Jul 22 | 3.0977 |
| 31 Aug 22 | 3.0036 |
| 30 Sep 22 | 3.855 |
| 31 Oct 22 | 4.3338 |
| 30 Nov 22 | 3.8004 |
| 31 Dec 22 | 3.9131 |
| 31 Jan 23 | 4.0351 |
| 28 Feb 23 | 4.1246 |
| 31 Mar 23 | 4.0633 |
| 30 Apr 23 | 4.1639 |
| 31 May 23 | 4.4569 |
| 30 Jun 23 | 4.4369 |
| 31 Jul 23 | 4.4545 |
| 31 Aug 23 | 4.7326 |
| 30 Sep 23 | 4.83 |
| 31 Oct 23 | 5.1939 |
| 30 Nov 23 | 4.9137 |
| 31 Dec 23 | 4.5346 |
| 31 Jan 24 | 4.7223 |
| 29 Feb 24 | 4.7737 |
| 31 Mar 24 | 4.5976 |
| 30 Apr 24 | 4.8188 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.