IUMASRZC

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Date Monthly average yield from British Government Securities, 5 year Real Zero Coupon
[a] [b]
IUMASRZC
31 Jan 20 -2.6302
29 Feb 20 -2.5995
31 Mar 20 -2.5283
30 Apr 20 -2.5885
31 May 20 -2.7086
30 Jun 20 -2.821
31 Jul 20 -2.9725
31 Aug 20 -3.038
30 Sep 20 -3.2174
31 Oct 20 -3.1268
30 Nov 20 -3.0787
31 Dec 20 -3.1751
31 Jan 21 -3.0789
28 Feb 21 -3.0318
31 Mar 21 -3.0583
30 Apr 21 -3.0684
31 May 21 -3.113
30 Jun 21 -3.0759
31 Jul 21 -3.0791
31 Aug 21 -3.2839
30 Sep 21 -3.4365
31 Oct 21 -3.4401
30 Nov 21 -3.6911
31 Dec 21 -3.7875
31 Jan 22 -3.1702
28 Feb 22 -3.0047
31 Mar 22 -3.4112
30 Apr 22 -3.0431
31 May 22 -2.909
30 Jun 22 -1.7025
31 Jul 22 -1.6092
31 Aug 22 -1.9862
30 Sep 22 -0.6646
31 Oct 22 0.4482
30 Nov 22 -0.4243
31 Dec 22 -0.0677
31 Jan 23 0.3656
28 Feb 23 0.2008
31 Mar 23 0.1218
30 Apr 23 0.1366
31 May 23 0.6454
30 Jun 23 0.9363
31 Jul 23 1.1067
31 Aug 23 1.0625
30 Sep 23 0.6902
31 Oct 23 0.7492
30 Nov 23 0.5043
31 Dec 23 0.215
31 Jan 24 0.1891
29 Feb 24 0.3871
31 Mar 24 0.1847
30 Apr 24 0.1284
31 May 24 0.1803
30 Jun 24 0.1905
31 Jul 24 0.2298
31 Aug 24 0.1179
30 Sep 24 0.121
31 Oct 24 0.1872
30 Nov 24 0.4443
31 Dec 24 0.4783
31 Jan 25 0.4742
28 Feb 25 0.379
31 Mar 25 0.5565
30 Apr 25 0.5498
31 May 25 0.6229
30 Jun 25 0.6867

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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