IUMALIIF

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Date Monthly average of yield from British Government Securities, 20 year Inflation Implied Forward
[a] [b]
IUMALIIF
31 Jan 20 3.1332
29 Feb 20 3.1434
31 Mar 20 2.7702
30 Apr 20 2.6232
31 May 20 2.6763
30 Jun 20 2.8761
31 Jul 20 2.8802
31 Aug 20 2.8442
30 Sep 20 2.7739
31 Oct 20 2.8682
30 Nov 20 2.9558
31 Dec 20 3.0277
31 Jan 21 2.9487
28 Feb 21 3.0696
31 Mar 21 3.2262
30 Apr 21 3.2759
31 May 21 3.3164
30 Jun 21 3.3706
31 Jul 21 3.2946
31 Aug 21 3.3204
30 Sep 21 3.3327
31 Oct 21 3.4127
30 Nov 21 3.1511
31 Dec 21 3.0119
31 Jan 22 3.2088
28 Feb 22 3.2631
31 Mar 22 3.1777
30 Apr 22 3.1409
31 May 22 3.0081
30 Jun 22 3.0479
31 Jul 22 2.8286
31 Aug 22 2.8893
30 Sep 22 3.2382
31 Oct 22 3.4653
30 Nov 22 3.0898
31 Dec 22 3.1604
31 Jan 23 3.3488
28 Feb 23 3.3228
31 Mar 23 3.2355
30 Apr 23 3.1767
31 May 23 3.2689
30 Jun 23 3.2069
31 Jul 23 3.1068
31 Aug 23 3.1395
30 Sep 23 3.1485
31 Oct 23 3.1551
30 Nov 23 3.1242
31 Dec 23 3.0406
31 Jan 24 2.9872
29 Feb 24 3.0495
31 Mar 24 3.0352
30 Apr 24 3.0826
31 May 24 3.1088
30 Jun 24 3.0854
31 Jul 24 3.1031
31 Aug 24 3.0988
30 Sep 24 3.155
31 Oct 24 3.2434
30 Nov 24 3.1941
31 Dec 24 3.1431
31 Jan 25 3.1082
28 Feb 25 3.0729
31 Mar 25 3.1288
30 Apr 25 3.1397
31 May 25 3.1106
30 Jun 25 3.2243

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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