Bank of England | Database Export source data
| Date | End month level of yield from British Government Securities, 10 year Nominal Implied Forward [a] IUMMNIF |
|---|---|
| 31 Jan 10 | 5.4366 |
| 28 Feb 10 | 5.9014 |
| 31 Mar 10 | 5.7761 |
| 30 Apr 10 | 5.7071 |
| 31 May 10 | 5.557 |
| 30 Jun 10 | 5.3989 |
| 31 Jul 10 | 5.4319 |
| 31 Aug 10 | 4.8257 |
| 30 Sep 10 | 4.9813 |
| 31 Oct 10 | 5.3335 |
| 30 Nov 10 | 5.4616 |
| 31 Dec 10 | 5.3068 |
| 31 Jan 11 | 5.4996 |
| 28 Feb 11 | 5.4101 |
| 31 Mar 11 | 5.4425 |
| 30 Apr 11 | 5.2947 |
| 31 May 11 | 5.3355 |
| 30 Jun 11 | 5.6599 |
| 31 Jul 11 | 5.3137 |
| 31 Aug 11 | 4.9315 |
| 30 Sep 11 | 4.2126 |
| 31 Oct 11 | 4.2242 |
| 30 Nov 11 | 3.9133 |
| 31 Dec 11 | 3.731 |
| 31 Jan 12 | 3.8036 |
| 29 Feb 12 | 4.1875 |
| 31 Mar 12 | 4.2864 |
| 30 Apr 12 | 4.0649 |
| 31 May 12 | 3.419 |
| 30 Jun 12 | 3.5498 |
| 31 Jul 12 | 3.3477 |
| 31 Aug 12 | 3.3388 |
| 30 Sep 12 | 3.4186 |
| 31 Oct 12 | 3.5935 |
| 30 Nov 12 | 3.4282 |
| 31 Dec 12 | 3.5072 |
| 31 Jan 13 | 3.9313 |
| 28 Feb 13 | 3.9484 |
| 31 Mar 13 | 3.8128 |
| 30 Apr 13 | 3.5865 |
| 31 May 13 | 3.9978 |
| 30 Jun 13 | 4.3333 |
| 31 Jul 13 | 4.4391 |
| 31 Aug 13 | 4.5434 |
| 30 Sep 13 | 4.4231 |
| 31 Oct 13 | 4.3331 |
| 30 Nov 13 | 4.5501 |
| 31 Dec 13 | 4.591 |
| 31 Jan 14 | 4.2012 |
| 28 Feb 14 | 4.2213 |
| 31 Mar 14 | 4.1912 |
| 30 Apr 14 | 4.1121 |
| 31 May 14 | 3.964 |
| 30 Jun 14 | 3.958 |
| 31 Jul 14 | 3.8119 |
| 31 Aug 14 | 3.3829 |
| 30 Sep 14 | 3.4371 |
| 31 Oct 14 | 3.3689 |
| 30 Nov 14 | 2.9948 |
| 31 Dec 14 | 2.7425 |
| 31 Jan 15 | 2.15 |
| 28 Feb 15 | 2.6783 |
| 31 Mar 15 | 2.4767 |
| 30 Apr 15 | 2.8256 |
| 31 May 15 | 2.8443 |
| 30 Jun 15 | 3.1008 |
| 31 Jul 15 | 2.8749 |
| 31 Aug 15 | 2.8608 |
| 30 Sep 15 | 2.7223 |
| 31 Oct 15 | 2.9116 |
| 30 Nov 15 | 2.8528 |
| 31 Dec 15 | 2.978 |
| 31 Jan 16 | 2.6817 |
| 29 Feb 16 | 2.6519 |
| 31 Mar 16 | 2.6741 |
| 30 Apr 16 | 2.8534 |
| 31 May 16 | 2.6109 |
| 30 Jun 16 | 2.1516 |
| 31 Jul 16 | 1.8175 |
| 31 Aug 16 | 1.5584 |
| 30 Sep 16 | 1.8466 |
| 31 Oct 16 | 2.3555 |
| 30 Nov 16 | 2.6872 |
| 31 Dec 16 | 2.4538 |
| 31 Jan 17 | 2.6683 |
| 28 Feb 17 | 2.3221 |
| 31 Mar 17 | 2.2929 |
| 30 Apr 17 | 2.2861 |
| 31 May 17 | 2.2299 |
| 30 Jun 17 | 2.4247 |
| 31 Jul 17 | 2.4698 |
| 31 Aug 17 | 2.2453 |
| 30 Sep 17 | 2.437 |
| 31 Oct 17 | 2.4042 |
| 30 Nov 17 | 2.3234 |
| 31 Dec 17 | 2.1581 |
| 31 Jan 18 | 2.3667 |
| 28 Feb 18 | 2.3736 |
| 31 Mar 18 | 2.0931 |
| 30 Apr 18 | 2.2501 |
| 31 May 18 | 2.1086 |
| 30 Jun 18 | 2.105 |
| 31 Jul 18 | 2.134 |
| 31 Aug 18 | 2.0867 |
| 30 Sep 18 | 2.2533 |
| 31 Oct 18 | 2.1821 |
| 30 Nov 18 | 2.3155 |
| 31 Dec 18 | 2.1241 |
| 31 Jan 19 | 2.0118 |
| 28 Feb 19 | 2.098 |
| 31 Mar 19 | 1.7975 |
| 30 Apr 19 | 1.9544 |
| 31 May 19 | 1.6714 |
| 30 Jun 19 | 1.6224 |
| 31 Jul 19 | 1.466 |
| 31 Aug 19 | 1.0187 |
| 30 Sep 19 | 1.1077 |
| 31 Oct 19 | 1.2503 |
| 30 Nov 19 | 1.3231 |
| 31 Dec 19 | 1.4776 |
| 31 Jan 20 | 1.0871 |
| 29 Feb 20 | 0.9818 |
| 31 Mar 20 | 0.9969 |
| 30 Apr 20 | 0.7553 |
| 31 May 20 | 0.7745 |
| 30 Jun 20 | 0.8347 |
| 31 Jul 20 | 0.7756 |
| 31 Aug 20 | 1.1239 |
| 30 Sep 20 | 0.9867 |
| 31 Oct 20 | 1.038 |
| 30 Nov 20 | 1.0619 |
| 31 Dec 20 | 0.9012 |
| 31 Jan 21 | 1.1108 |
| 28 Feb 21 | 1.7454 |
| 31 Mar 21 | 1.8019 |
| 30 Apr 21 | 1.7555 |
| 31 May 21 | 1.7348 |
| 30 Jun 21 | 1.6137 |
| 31 Jul 21 | 1.3011 |
| 31 Aug 21 | 1.3936 |
| 30 Sep 21 | 1.7732 |
| 31 Oct 21 | 1.4518 |
| 30 Nov 21 | 1.3016 |
| 31 Dec 21 | 1.4347 |
| 31 Jan 22 | 1.7636 |
| 28 Feb 22 | 2.1074 |
| 31 Mar 22 | 2.1247 |
| 30 Apr 22 | 2.4369 |
| 31 May 22 | 2.9619 |
| 30 Jun 22 | 3.1579 |
| 31 Jul 22 | 2.8846 |
| 31 Aug 22 | 3.5245 |
| 30 Sep 22 | 3.9156 |
| 31 Oct 22 | 3.8963 |
| 30 Nov 22 | 3.6056 |
| 31 Dec 22 | 4.2659 |
| 31 Jan 23 | 4.0302 |
| 28 Feb 23 | 4.3057 |
| 31 Mar 23 | 4.0294 |
| 30 Apr 23 | 4.2131 |
| 31 May 23 | 4.5826 |
| 30 Jun 23 | 4.2759 |
| 31 Jul 23 | 4.4609 |
| 31 Aug 23 | 4.6246 |
| 30 Sep 23 | 5.011 |
| 31 Oct 23 | 5.2213 |
| 30 Nov 23 | 4.8837 |
| 31 Dec 23 | 4.4653 |
| 31 Jan 24 | 4.7011 |
| 29 Feb 24 | 4.6611 |
| 31 Mar 24 | 4.564 |
| 30 Apr 24 | 4.922 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.