IUMAMIIF

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Date Monthly average of yield from British Government Securities, 10 year Inflation Implied Forward
[a] [b]
IUMAMIIF
31 Jan 20 3.5204
29 Feb 20 3.4542
31 Mar 20 3.2311
30 Apr 20 3.2675
31 May 20 3.3538
30 Jun 20 3.5341
31 Jul 20 3.5216
31 Aug 20 3.5304
30 Sep 20 3.5647
31 Oct 20 3.621
30 Nov 20 3.5336
31 Dec 20 3.5854
31 Jan 21 3.5116
28 Feb 21 3.6549
31 Mar 21 3.7514
30 Apr 21 3.7802
31 May 21 3.818
30 Jun 21 3.7927
31 Jul 21 3.7262
31 Aug 21 3.7433
30 Sep 21 3.7973
31 Oct 21 3.9668
30 Nov 21 3.8878
31 Dec 21 3.7015
31 Jan 22 3.8547
28 Feb 22 3.9842
31 Mar 22 4.0012
30 Apr 22 3.9928
31 May 22 3.9167
30 Jun 22 4.0021
31 Jul 22 3.8434
31 Aug 22 3.772
30 Sep 22 3.7502
31 Oct 22 3.5051
30 Nov 22 3.5392
31 Dec 22 3.5507
31 Jan 23 3.6237
28 Feb 23 3.5896
31 Mar 23 3.5377
30 Apr 23 3.6114
31 May 23 3.5499
30 Jun 23 3.5516
31 Jul 23 3.5317
31 Aug 23 3.5827
30 Sep 23 3.5885
31 Oct 23 3.6128
30 Nov 23 3.6007
31 Dec 23 3.4196
31 Jan 24 3.3579
29 Feb 24 3.3769
31 Mar 24 3.3893
30 Apr 24 3.4749
31 May 24 3.4492
30 Jun 24 3.407
31 Jul 24 3.3691
31 Aug 24 3.2861
30 Sep 24 3.2243
31 Oct 24 3.3192
30 Nov 24 3.3535
31 Dec 24 3.3233
31 Jan 25 3.3781
28 Feb 25 3.3285
31 Mar 25 3.3084
30 Apr 25 3.2653
31 May 25 3.2303
30 Jun 25 3.2465

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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