IUMGR3M

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Date End month level of Gilt repo interest rate, 3 months
[a] [b] [c]
IUMGR3M
31 Jan 10 0.5
28 Feb 10 0.515
31 Mar 10 0.525
30 Apr 10 0.525
31 May 10 0.525
30 Jun 10 0.535
31 Jul 10 0.545
31 Aug 10 0.53
30 Sep 10 0.535
31 Oct 10 0.55
30 Nov 10 0.555
31 Dec 10 0.575
31 Jan 11 0.575
28 Feb 11 0.595
31 Mar 11 0.625
30 Apr 11 0.585
31 May 11 0.56
30 Jun 11 0.555
31 Jul 11 0.545
31 Aug 11 0.535
30 Sep 11 0.525
31 Oct 11 0.525
30 Nov 11 0.495
31 Dec 11 0.445
31 Jan 12 0.465
29 Feb 12 0.455
31 Mar 12 0.465
30 Apr 12 0.465
31 May 12 0.455
30 Jun 12 0.455
31 Jul 12 0.435
31 Aug 12 0.425
30 Sep 12 0.455
31 Oct 12 0.415
30 Nov 12 0.435
31 Dec 12 0.445
31 Jan 13 0.435
28 Feb 13 0.415
31 Mar 13 0.455
30 Apr 13 0.445
31 May 13 0.445
30 Jun 13 0.455
31 Jul 13 0.445
31 Aug 13 0.425
30 Sep 13 0.435
31 Oct 13 0.44
30 Nov 13 0.425
31 Dec 13 0.43
31 Jan 14 0.425
28 Feb 14 0.425
31 Mar 14 0.435
30 Apr 14 0.42
31 May 14 0.435
30 Jun 14 0.47
31 Jul 14 0.465
31 Aug 14 0.49
30 Sep 14 0.495
31 Oct 14 0.485
30 Nov 14 0.505
31 Dec 14 0.455
31 Jan 15 0.49
28 Feb 15 0.495
31 Mar 15 0.505
30 Apr 15 0.525
31 May 15 0.535
30 Jun 15 0.55
31 Jul 15 0.555
31 Aug 15 0.56
30 Sep 15 0.555
31 Oct 15 0.57
30 Nov 15 0.575
31 Dec 15 0.61
31 Jan 16 0.585
29 Feb 16 0.57
31 Mar 16 0.585
30 Apr 16 0.565
31 May 16 0.555
30 Jun 16 0.515
31 Jul 16 0.385
31 Aug 16 0.3
30 Sep 16 0.275
31 Oct 16 0.31
30 Nov 16 0.305
31 Dec 16 0.315
31 Jan 17 0.32
28 Feb 17 0.3
31 Mar 17 0.275
30 Apr 17 0.265
31 May 17 0.275
30 Jun 17 0.295
31 Jul 17 0.285
31 Aug 17 0.26
30 Sep 17 0.375
31 Oct 17 0.46
30 Nov 17 0.495
31 Dec 17 0.485
31 Jan 18 0.495
28 Feb 18 0.535
31 Mar 18 0.595
30 Apr 18 0.56
31 May 18 0.53
30 Jun 18 0.595

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Notes:

[a] No data available prior to January 1996. GC rates are the repo rates on "general collateral" gilts; unspecified gilts used as "collateral" against cash loans. Rates are collected by the Bank from a cross-section of market participants. Data on outstanding Gilt repo and stock lending are available in Bankstats Table D3.1 

[b] Data provided is for general reference purposes. Every effort is made to ensure that it is up to date and accurate. The Bank of England does not warrant, or accept responsibility/liability for, the accuracy/completeness of content, or loss/damage, whether direct, indirect or consequential, which may arise from reliance on said data. We reserve the right to change information published, including timing and methods used. We give no assurance that data currently published will be in the future.

[c] From 2 July 2018 the Bank ceased publishing these data. Further information can be found at https://www.bankofengland.co.uk/statistics/details/further-details-about-wholesale-discount-data