What are Yield Curves?
The Macro Financial Analysis Division of the Bank of England estimates yield curves for the UK on a daily basis. They are of two kinds. One set is based on yields on UK government bonds (gilts) and includes nominal and real yield curves and the inflation term structure for the United Kingdom. The other set is based on sterling interbank rates (LIBOR) and on yields on instruments linked to LIBOR, short sterling futures, forward rate agreements and LIBOR-based interest rate swaps. These commercial bank liability curves are nominal only.
For queries relating to data quality or technical issues, please contact yieldcurve@bankofengland.co.uk, where we endeavour to respond within five working days of receipt. You may wish to visit frequently asked questions before emailing, as our most common enquiries are dealt with there.
Page Last Updated: 22 May 2013
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Please address wider queries about the nature of the Bank's work (not related to statistics) to enquiries@bankofengland.co.uk
Latest data (current month)
(click here for archive data)
| UK instantaneous commercial bank liability forward curve |
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| * The curve on the day of the previous MPC meeting is provided as reference point |
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| UK instantaneous implied inflation forward curve |
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| * The curve on the day of the previous MPC meeting is provided as reference point |
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| UK instantaneous nominal forward curve |
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| * The curve on the day of the previous MPC meeting is provided as reference point |
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| UK instantaneous implied real forward curve |
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| * The curve on the day of the previous MPC meeting is provided as reference point |
