Bank of England | Database Export source data
| Date | Monthly average of yield from British Government Securities, 10 year Nominal Implied Forward [a] IUMAMNIF |
|---|---|
| 31 Jan 20 | 1.2899 |
| 29 Feb 20 | 1.1287 |
| 31 Mar 20 | 0.9617 |
| 30 Apr 20 | 0.8793 |
| 31 May 20 | 0.7908 |
| 30 Jun 20 | 0.8679 |
| 31 Jul 20 | 0.8143 |
| 31 Aug 20 | 0.9359 |
| 30 Sep 20 | 0.9792 |
| 31 Oct 20 | 1.0212 |
| 30 Nov 20 | 1.1023 |
| 31 Dec 20 | 1.0006 |
| 31 Jan 21 | 1.0577 |
| 28 Feb 21 | 1.4489 |
| 31 Mar 21 | 1.7025 |
| 30 Apr 21 | 1.6892 |
| 31 May 21 | 1.7992 |
| 30 Jun 21 | 1.6802 |
| 31 Jul 21 | 1.3985 |
| 31 Aug 21 | 1.2799 |
| 30 Sep 21 | 1.4804 |
| 31 Oct 21 | 1.7323 |
| 30 Nov 21 | 1.4621 |
| 31 Dec 21 | 1.2899 |
| 31 Jan 22 | 1.6119 |
| 28 Feb 22 | 1.8766 |
| 31 Mar 22 | 2.0659 |
| 30 Apr 22 | 2.3214 |
| 31 May 22 | 2.605 |
| 30 Jun 22 | 3.1222 |
| 31 Jul 22 | 3.0977 |
| 31 Aug 22 | 3.0036 |
| 30 Sep 22 | 3.855 |
| 31 Oct 22 | 4.3338 |
| 30 Nov 22 | 3.7508 |
| 31 Dec 22 | 3.9131 |
| 31 Jan 23 | 4.0351 |
| 28 Feb 23 | 4.1246 |
| 31 Mar 23 | 4.0633 |
| 30 Apr 23 | 4.1639 |
| 31 May 23 | 4.4569 |
| 30 Jun 23 | 4.4369 |
| 31 Jul 23 | 4.4545 |
| 31 Aug 23 | 4.7326 |
| 30 Sep 23 | 4.83 |
| 31 Oct 23 | 5.1939 |
| 30 Nov 23 | 4.9137 |
| 31 Dec 23 | 4.5346 |
| 31 Jan 24 | 4.7223 |
| 29 Feb 24 | 4.7737 |
| 31 Mar 24 | 4.5976 |
| 30 Apr 24 | 4.8188 |
| 31 May 24 | 4.8042 |
| 30 Jun 24 | 4.7414 |
| 31 Jul 24 | 4.7743 |
| 31 Aug 24 | 4.6027 |
| 30 Sep 24 | 4.5732 |
| 31 Oct 24 | 4.8299 |
| 30 Nov 24 | 5.0402 |
| 31 Dec 24 | 5.1391 |
| 31 Jan 25 | 5.4905 |
| 28 Feb 25 | 5.377 |
| 31 Mar 25 | 5.5707 |
| 30 Apr 25 | 5.7348 |
| 31 May 25 | 5.8367 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.