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Date | Monthly average of yield from British Government Securities, 20 year Nominal Implied Forward [a] IUMALNIF |
---|---|
31 Jan 10 | 4.4561 |
28 Feb 10 | 4.6103 |
31 Mar 10 | 4.779 |
30 Apr 10 | 4.6691 |
31 May 10 | 4.6472 |
30 Jun 10 | 4.7562 |
31 Jul 10 | 4.8247 |
31 Aug 10 | 4.8714 |
30 Sep 10 | 4.825 |
31 Oct 10 | 4.9135 |
30 Nov 10 | 5.0177 |
31 Dec 10 | 4.88 |
31 Jan 11 | 4.9465 |
28 Feb 11 | 4.8923 |
31 Mar 11 | 4.8227 |
30 Apr 11 | 4.7208 |
31 May 11 | 4.7298 |
30 Jun 11 | 4.789 |
31 Jul 11 | 4.8576 |
31 Aug 11 | 4.9223 |
30 Sep 11 | 4.7958 |
31 Oct 11 | 4.3172 |
30 Nov 11 | 4.0522 |
31 Dec 11 | 4.1129 |
31 Jan 12 | 4.0101 |
29 Feb 12 | 4.3149 |
31 Mar 12 | 4.4094 |
30 Apr 12 | 4.5991 |
31 May 12 | 4.5473 |
30 Jun 12 | 4.4678 |
31 Jul 12 | 4.446 |
31 Aug 12 | 4.4765 |
30 Sep 12 | 4.6722 |
31 Oct 12 | 4.7137 |
30 Nov 12 | 4.5995 |
31 Dec 12 | 4.6525 |
31 Jan 13 | 4.658 |
28 Feb 13 | 4.6932 |
31 Mar 13 | 4.5679 |
30 Apr 13 | 4.371 |
31 May 13 | 4.4724 |
30 Jun 13 | 4.469 |
31 Jul 13 | 4.4542 |
31 Aug 13 | 4.2509 |
30 Sep 13 | 4.1863 |
31 Oct 13 | 4.0994 |
30 Nov 13 | 4.1417 |
31 Dec 13 | 4.0397 |
31 Jan 14 | 4.0667 |
28 Feb 14 | 4.1437 |
31 Mar 14 | 4.0778 |
30 Apr 14 | 4.0599 |
31 May 14 | 4.0291 |
30 Jun 14 | 4.015 |
31 Jul 14 | 3.9233 |
31 Aug 14 | 3.6112 |
30 Sep 14 | 3.6999 |
31 Oct 14 | 3.6332 |
30 Nov 14 | 3.6053 |
31 Dec 14 | 3.3837 |
31 Jan 15 | 2.961 |
28 Feb 15 | 3.1283 |
31 Mar 15 | 3.2428 |
30 Apr 15 | 3.1003 |
31 May 15 | 3.2046 |
30 Jun 15 | 3.3703 |
31 Jul 15 | 3.3828 |
31 Aug 15 | 3.117 |
30 Sep 15 | 3.282 |
31 Oct 15 | 3.4234 |
30 Nov 15 | 3.4339 |
31 Dec 15 | 3.3689 |
31 Jan 16 | 3.3674 |
29 Feb 16 | 3.2466 |
31 Mar 16 | 3.1669 |
30 Apr 16 | 3.1624 |
31 May 16 | 3.0942 |
30 Jun 16 | 2.7991 |
31 Jul 16 | 2.4664 |
31 Aug 16 | 2.0519 |
30 Sep 16 | 2.1442 |
31 Oct 16 | 2.3767 |
30 Nov 16 | 2.5769 |
31 Dec 16 | 2.5484 |
31 Jan 17 | 2.5522 |
28 Feb 17 | 2.5443 |
31 Mar 17 | 2.46 |
30 Apr 17 | 2.3552 |
31 May 17 | 2.4115 |
30 Jun 17 | 2.384 |
31 Jul 17 | 2.4897 |
31 Aug 17 | 2.3966 |
30 Sep 17 | 2.4327 |
31 Oct 17 | 2.4706 |
30 Nov 17 | 2.4028 |
31 Dec 17 | 2.3423 |
31 Jan 18 | 2.313 |
28 Feb 18 | 2.2747 |
31 Mar 18 | 2.0848 |
30 Apr 18 | 2.1075 |
31 May 18 | 2.1294 |
30 Jun 18 | 2.0944 |
31 Jul 18 | 2.0492 |
31 Aug 18 | 2.1002 |
30 Sep 18 | 2.2453 |
31 Oct 18 | 2.3291 |
30 Nov 18 | 2.4776 |
31 Dec 18 | 2.3721 |
31 Jan 19 | 2.278 |
28 Feb 19 | 2.1856 |
31 Mar 19 | 2.1209 |
30 Apr 19 | 2.1429 |
31 May 19 | 2.1176 |
30 Jun 19 | 2.0259 |
31 Jul 19 | 1.9666 |
31 Aug 19 | 1.7217 |
30 Sep 19 | 1.5799 |
31 Oct 19 | 1.6403 |
30 Nov 19 | 1.8044 |
31 Dec 19 | 1.8019 |
31 Jan 20 | 1.6687 |
29 Feb 20 | 1.5582 |
31 Mar 20 | 1.3301 |
30 Apr 20 | 1.05 |
31 May 20 | 0.9495 |
30 Jun 20 | 1.0623 |
31 Jul 20 | 1.1167 |
31 Aug 20 | 1.2793 |
30 Sep 20 | 1.2655 |
31 Oct 20 | 1.2949 |
30 Nov 20 | 1.3937 |
31 Dec 20 | 1.3152 |
31 Jan 21 | 1.3586 |
28 Feb 21 | 1.613 |
31 Mar 21 | 1.6853 |
30 Apr 21 | 1.6777 |
31 May 21 | 1.7029 |
30 Jun 21 | 1.5993 |
31 Jul 21 | 1.4165 |
31 Aug 21 | 1.2424 |
30 Sep 21 | 1.3982 |
31 Oct 21 | 1.5578 |
30 Nov 21 | 1.14 |
31 Dec 21 | 1.0946 |
31 Jan 22 | 1.4275 |
28 Feb 22 | 1.6102 |
31 Mar 22 | 1.7999 |
30 Apr 22 | 1.9725 |
31 May 22 | 2.2107 |
30 Jun 22 | 2.6567 |
31 Jul 22 | 2.7708 |
31 Aug 22 | 2.795 |
30 Sep 22 | 3.8131 |
31 Oct 22 | 4.2613 |
30 Nov 22 | 3.6082 |
31 Dec 22 | 3.927 |
31 Jan 23 | 3.9763 |
28 Feb 23 | 4.1575 |
31 Mar 23 | 4.3085 |
30 Apr 23 | 4.2364 |
31 May 23 | 4.6677 |
30 Jun 23 | 4.5864 |
31 Jul 23 | 4.5579 |
31 Aug 23 | 4.8104 |
30 Sep 23 | 5.0295 |
31 Oct 23 | 5.3459 |
30 Nov 23 | 5.009 |
31 Dec 23 | 4.6904 |
31 Jan 24 | 4.9555 |
29 Feb 24 | 5.0216 |
31 Mar 24 | 4.8482 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.