Bank of England | Database Export source data
| Date | Monthly average of yield from British Government Securities, 5 year Real Implied Forward [a] [b] IUMASRIF |
|---|---|
| 31 Jan 10 | 1.3887 |
| 28 Feb 10 | 1.6356 |
| 31 Mar 10 | 1.5293 |
| 30 Apr 10 | 1.4504 |
| 31 May 10 | 1.3857 |
| 30 Jun 10 | 1.4081 |
| 31 Jul 10 | 1.5384 |
| 31 Aug 10 | 1.3186 |
| 30 Sep 10 | 1.0666 |
| 31 Oct 10 | 0.921 |
| 30 Nov 10 | 1.0612 |
| 31 Dec 10 | 1.3794 |
| 31 Jan 11 | 1.3526 |
| 28 Feb 11 | 1.4876 |
| 31 Mar 11 | 1.2606 |
| 30 Apr 11 | 1.2161 |
| 31 May 11 | 0.9703 |
| 30 Jun 11 | 0.8435 |
| 31 Jul 11 | 0.7983 |
| 31 Aug 11 | 0.317 |
| 30 Sep 11 | 0.2174 |
| 31 Oct 11 | 0.3453 |
| 30 Nov 11 | -0.012 |
| 31 Dec 11 | -0.2617 |
| 31 Jan 12 | -0.3443 |
| 29 Feb 12 | -0.3872 |
| 31 Mar 12 | -0.1816 |
| 30 Apr 12 | -0.3149 |
| 31 May 12 | -0.43 |
| 30 Jun 12 | -0.355 |
| 31 Jul 12 | -0.4669 |
| 31 Aug 12 | -0.4917 |
| 30 Sep 12 | -0.4238 |
| 31 Oct 12 | -0.4344 |
| 30 Nov 12 | -0.4949 |
| 31 Dec 12 | -0.587 |
| 31 Jan 13 | -0.6786 |
| 28 Feb 13 | -0.7472 |
| 31 Mar 13 | -1.0114 |
| 30 Apr 13 | -1.098 |
| 31 May 13 | -0.922 |
| 30 Jun 13 | -0.3932 |
| 31 Jul 13 | -0.2726 |
| 31 Aug 13 | 0.0182 |
| 30 Sep 13 | 0.2861 |
| 31 Oct 13 | 0.1097 |
| 30 Nov 13 | 0.2052 |
| 31 Dec 13 | 0.3386 |
| 31 Jan 14 | 0.3474 |
| 28 Feb 14 | 0.3222 |
| 31 Mar 14 | 0.2005 |
| 30 Apr 14 | 0.1153 |
| 31 May 14 | 0.0742 |
| 30 Jun 14 | 0.1452 |
| 31 Jul 14 | 0.0797 |
| 31 Aug 14 | -0.113 |
| 30 Sep 14 | -0.1771 |
| 31 Oct 14 | -0.3164 |
| 30 Nov 14 | -0.4704 |
| 31 Dec 14 | -0.7125 |
| 31 Jan 15 | -0.9808 |
| 28 Feb 15 | -0.7148 |
| 31 Mar 15 | -0.7318 |
| 30 Apr 15 | -0.8461 |
| 31 May 15 | -0.6151 |
| 30 Jun 15 | -0.527 |
| 31 Jul 15 | -0.5737 |
| 31 Aug 15 | -0.686 |
| 30 Sep 15 | -0.7005 |
| 31 Oct 15 | -0.6407 |
| 30 Nov 15 | -0.56 |
| 31 Dec 15 | -0.5502 |
| 31 Jan 16 | -0.6204 |
| 29 Feb 16 | -0.784 |
| 31 Mar 16 | -0.8374 |
| 30 Apr 16 | -0.7534 |
| 31 May 16 | -0.7193 |
| 30 Jun 16 | -0.9801 |
| 31 Jul 16 | -1.3889 |
| 31 Aug 16 | -1.7826 |
| 30 Sep 16 | -1.9157 |
| 31 Oct 16 | -1.891 |
| 30 Nov 16 | -1.5629 |
| 31 Dec 16 | -1.512 |
| 31 Jan 17 | -1.57 |
| 28 Feb 17 | -1.6017 |
| 31 Mar 17 | -1.577 |
| 30 Apr 17 | -1.7633 |
| 31 May 17 | -1.662 |
| 30 Jun 17 | -1.6915 |
| 31 Jul 17 | -1.4965 |
| 31 Aug 17 | -1.6769 |
| 30 Sep 17 | -1.6049 |
| 31 Oct 17 | -1.5125 |
| 30 Nov 17 | -1.5921 |
| 31 Dec 17 | -1.6608 |
| 31 Jan 18 | -1.6027 |
| 28 Feb 18 | -1.3779 |
| 31 Mar 18 | -1.4172 |
| 30 Apr 18 | -1.3752 |
| 31 May 18 | -1.4228 |
| 30 Jun 18 | -1.5251 |
| 31 Jul 18 | -1.5668 |
| 31 Aug 18 | -1.6086 |
| 30 Sep 18 | -1.4712 |
| 31 Oct 18 | -1.529 |
| 30 Nov 18 | -1.7665 |
| 31 Dec 18 | -2.018 |
| 31 Jan 19 | -1.8765 |
| 28 Feb 19 | -1.902 |
| 31 Mar 19 | -2.0633 |
| 30 Apr 19 | -2.0588 |
| 31 May 19 | -2.1656 |
| 30 Jun 19 | -2.4098 |
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