Estimates of UK Yield Curves
We publish three kinds of estimated yield curve every day, which are based on:
- UK government bonds (gilts)
- Sterling interbank rates (LIBOR) and yields on instruments linked to LIBOR, short sterling futures, forward rate agreements and LIBOR-based interest rate swaps
- Sterling overnight index swap (OIS) rates
Option-Implied Probability Density Functions for Short Sterling Interest Rates and the FTSE 100
We publish daily estimates of implied probability density functions for short sterling interest rates and the FTSE 100.