IUMALNIF

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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

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Notes:

[a] Calculated using the Variable Roughness Penalty (VRP) model.