IUMALIZC

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Date Monthly average yield from British Government Securities, 20 year Inflation Zero Coupon
[a] [b]
IUMALIZC
31 Jan 20 3.3426
29 Feb 20 3.2916
31 Mar 20 3.0211
30 Apr 20 2.9893
31 May 20 3.0462
30 Jun 20 3.1996
31 Jul 20 3.221
31 Aug 20 3.2479
30 Sep 20 3.2802
31 Oct 20 3.3073
30 Nov 20 3.2898
31 Dec 20 3.3518
31 Jan 21 3.2723
28 Feb 21 3.3972
31 Mar 21 3.5304
30 Apr 21 3.5595
31 May 21 3.602
30 Jun 21 3.6
31 Jul 21 3.5412
31 Aug 21 3.6095
30 Sep 21 3.7096
31 Oct 21 3.8799
30 Nov 21 3.8285
31 Dec 21 3.7237
31 Jan 22 3.7791
28 Feb 22 3.8789
31 Mar 22 3.9764
30 Apr 22 3.9493
31 May 22 3.8367
30 Jun 22 3.6937
31 Jul 22 3.4866
31 Aug 22 3.6585
30 Sep 22 3.7493
31 Oct 22 3.5697
30 Nov 22 3.5504
31 Dec 22 3.4692
31 Jan 23 3.4275
28 Feb 23 3.4637
31 Mar 23 3.4509
30 Apr 23 3.4768
31 May 23 3.4145
30 Jun 23 3.4993
31 Jul 23 3.4596
31 Aug 23 3.4891
30 Sep 23 3.531
31 Oct 23 3.5256
30 Nov 23 3.498
31 Dec 23 3.3585
31 Jan 24 3.3252
29 Feb 24 3.3646
31 Mar 24 3.4076
30 Apr 24 3.5129
31 May 24 3.4936
30 Jun 24 3.4505
31 Jul 24 3.4065
31 Aug 24 3.3402
30 Sep 24 3.3092
31 Oct 24 3.4331
30 Nov 24 3.4346
31 Dec 24 3.3797
31 Jan 25 3.437
28 Feb 25 3.3827
31 Mar 25 3.3476
30 Apr 25 3.2689
31 May 25 3.232
30 Jun 25 3.2353

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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