Bank of England | Database Export source data
| Date | End month level of yield from British Government Securities, 5 year Real Implied Forward [a] [b] IUMSRIF |
|---|---|
| 31 Jan 10 | 1.4698 |
| 28 Feb 10 | 1.5526 |
| 31 Mar 10 | 1.4385 |
| 30 Apr 10 | 1.2791 |
| 31 May 10 | 1.392 |
| 30 Jun 10 | 1.3215 |
| 31 Jul 10 | 1.5622 |
| 31 Aug 10 | 1.0872 |
| 30 Sep 10 | 1.0133 |
| 31 Oct 10 | 0.9913 |
| 30 Nov 10 | 1.1867 |
| 31 Dec 10 | 1.1769 |
| 31 Jan 11 | 1.3494 |
| 28 Feb 11 | 1.2901 |
| 31 Mar 11 | 1.3179 |
| 30 Apr 11 | 1.0273 |
| 31 May 11 | 0.9075 |
| 30 Jun 11 | 1.0442 |
| 31 Jul 11 | 0.5037 |
| 31 Aug 11 | 0.5764 |
| 30 Sep 11 | 0.1254 |
| 31 Oct 11 | 0.2729 |
| 30 Nov 11 | -0.0365 |
| 31 Dec 11 | -0.4375 |
| 31 Jan 12 | -0.3721 |
| 29 Feb 12 | -0.4116 |
| 31 Mar 12 | -0.2836 |
| 30 Apr 12 | -0.3175 |
| 31 May 12 | -0.4799 |
| 30 Jun 12 | -0.3641 |
| 31 Jul 12 | -0.5259 |
| 31 Aug 12 | -0.5648 |
| 30 Sep 12 | -0.3823 |
| 31 Oct 12 | -0.4104 |
| 30 Nov 12 | -0.5447 |
| 31 Dec 12 | -0.5927 |
| 31 Jan 13 | -0.7565 |
| 28 Feb 13 | -0.8809 |
| 31 Mar 13 | -1.174 |
| 30 Apr 13 | -1.0626 |
| 31 May 13 | -0.7722 |
| 30 Jun 13 | -0.0266 |
| 31 Jul 13 | -0.2386 |
| 31 Aug 13 | 0.1029 |
| 30 Sep 13 | 0.1546 |
| 31 Oct 13 | 0.0132 |
| 30 Nov 13 | 0.1569 |
| 31 Dec 13 | 0.4667 |
| 31 Jan 14 | 0.2342 |
| 28 Feb 14 | 0.2585 |
| 31 Mar 14 | 0.1732 |
| 30 Apr 14 | 0.1128 |
| 31 May 14 | 0.0456 |
| 30 Jun 14 | 0.117 |
| 31 Jul 14 | 0.1026 |
| 31 Aug 14 | -0.3249 |
| 30 Sep 14 | -0.1504 |
| 31 Oct 14 | -0.2983 |
| 30 Nov 14 | -0.6806 |
| 31 Dec 14 | -0.7754 |
| 31 Jan 15 | -0.9849 |
| 28 Feb 15 | -0.6776 |
| 31 Mar 15 | -0.8617 |
| 30 Apr 15 | -0.6992 |
| 31 May 15 | -0.6899 |
| 30 Jun 15 | -0.5349 |
| 31 Jul 15 | -0.6902 |
| 31 Aug 15 | -0.6242 |
| 30 Sep 15 | -0.6606 |
| 31 Oct 15 | -0.5282 |
| 30 Nov 15 | -0.6915 |
| 31 Dec 15 | -0.4164 |
| 31 Jan 16 | -0.7151 |
| 29 Feb 16 | -0.8857 |
| 31 Mar 16 | -0.8551 |
| 30 Apr 16 | -0.6272 |
| 31 May 16 | -0.7406 |
| 30 Jun 16 | -1.3149 |
| 31 Jul 16 | -1.4448 |
| 31 Aug 16 | -2.018 |
| 30 Sep 16 | -1.9602 |
| 31 Oct 16 | -1.7876 |
| 30 Nov 16 | -1.4387 |
| 31 Dec 16 | -1.6985 |
| 31 Jan 17 | -1.5751 |
| 28 Feb 17 | -1.7045 |
| 31 Mar 17 | -1.6535 |
| 30 Apr 17 | -1.7331 |
| 31 May 17 | -1.7235 |
| 30 Jun 17 | -1.5421 |
| 31 Jul 17 | -1.5051 |
| 31 Aug 17 | -1.7775 |
| 30 Sep 17 | -1.473 |
| 31 Oct 17 | -1.5323 |
| 30 Nov 17 | -1.5168 |
| 31 Dec 17 | -1.7146 |
| 31 Jan 18 | -1.4606 |
| 28 Feb 18 | -1.4261 |
| 31 Mar 18 | -1.4662 |
| 30 Apr 18 | -1.4137 |
| 31 May 18 | -1.5813 |
| 30 Jun 18 | -1.57 |
| 31 Jul 18 | -1.5529 |
| 31 Aug 18 | -1.5555 |
| 30 Sep 18 | -1.4473 |
| 31 Oct 18 | -1.7085 |
| 30 Nov 18 | -1.9267 |
| 31 Dec 18 | -1.9038 |
| 31 Jan 19 | -1.8717 |
| 28 Feb 19 | -1.7833 |
| 31 Mar 19 | -2.2071 |
| 30 Apr 19 | -2.0216 |
| 31 May 19 | -2.362 |
| 30 Jun 19 | -2.3716 |
| 31 Jul 19 | -2.7396 |
| 31 Aug 19 | -3.0048 |
| 30 Sep 19 | -2.9998 |
| 31 Oct 19 | -2.6284 |
| 30 Nov 19 | -2.6279 |
| 31 Dec 19 | -2.492 |
| 31 Jan 20 | -2.7489 |
| 29 Feb 20 | -2.8304 |
| 31 Mar 20 | -2.8302 |
| 30 Apr 20 | -2.8197 |
| 31 May 20 | -3.067 |
| 30 Jun 20 | -3.1283 |
| 31 Jul 20 | -3.2494 |
| 31 Aug 20 | -3.07 |
| 30 Sep 20 | -3.1315 |
| 31 Oct 20 | -3.1421 |
| 30 Nov 20 | -2.9959 |
| 31 Dec 20 | -3.0463 |
| 31 Jan 21 | -2.9294 |
| 28 Feb 21 | -2.4615 |
| 31 Mar 21 | -2.5718 |
| 30 Apr 21 | -2.5133 |
| 31 May 21 | -2.5414 |
| 30 Jun 21 | -2.625 |
| 31 Jul 21 | -2.9029 |
| 31 Aug 21 | -2.8925 |
| 30 Sep 21 | -2.5312 |
| 31 Oct 21 | -2.7204 |
| 30 Nov 21 | -3.0898 |
| 31 Dec 21 | -2.689 |
| 31 Jan 22 | -2.5464 |
| 28 Feb 22 | -2.5114 |
| 31 Mar 22 | -2.1871 |
| 30 Apr 22 | -1.8771 |
| 31 May 22 | -1.2927 |
| 30 Jun 22 | -1.0063 |
| 31 Jul 22 | -1.507 |
| 31 Aug 22 | -0.7114 |
| 30 Sep 22 | 0.426 |
| 31 Oct 22 | 0.6492 |
| 30 Nov 22 | -0.1297 |
| 31 Dec 22 | 0.398 |
| 31 Jan 23 | -0.1438 |
| 28 Feb 23 | 0.1095 |
| 31 Mar 23 | -0.3341 |
| 30 Apr 23 | 0.0312 |
| 31 May 23 | 0.3465 |
| 30 Jun 23 | 0.2163 |
| 31 Jul 23 | 0.1416 |
| 31 Aug 23 | 0.265 |
| 30 Sep 23 | 0.4574 |
| 31 Oct 23 | 0.7351 |
| 30 Nov 23 | 0.4137 |
| 31 Dec 23 | -0.0554 |
| 31 Jan 24 | 0.2197 |
| 29 Feb 24 | 0.3059 |
| 31 Mar 24 | 0.1537 |
| 30 Apr 24 | 0.5606 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.
[b] Users should note that on 15/02/2018 these yields were revised to the beginning of 2015