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Date | End month level of yield from British Government Securities, 20 year Nominal Implied Forward [a] IUMLNIF |
---|---|
31 Jan 10 | 4.431 |
28 Feb 10 | 4.7775 |
31 Mar 10 | 4.6725 |
30 Apr 10 | 4.6771 |
31 May 10 | 4.6699 |
30 Jun 10 | 4.7388 |
31 Jul 10 | 5.0968 |
31 Aug 10 | 4.6003 |
30 Sep 10 | 4.6162 |
31 Oct 10 | 5.0096 |
30 Nov 10 | 4.9202 |
31 Dec 10 | 4.6684 |
31 Jan 11 | 4.9801 |
28 Feb 11 | 4.8802 |
31 Mar 11 | 4.7695 |
30 Apr 11 | 4.6235 |
31 May 11 | 4.6156 |
30 Jun 11 | 4.8119 |
31 Jul 11 | 4.8812 |
31 Aug 11 | 4.9395 |
30 Sep 11 | 4.6852 |
31 Oct 11 | 4.2883 |
30 Nov 11 | 3.8783 |
31 Dec 11 | 4.0851 |
31 Jan 12 | 3.9679 |
29 Feb 12 | 4.3142 |
31 Mar 12 | 4.5961 |
30 Apr 12 | 4.704 |
31 May 12 | 4.4781 |
30 Jun 12 | 4.4101 |
31 Jul 12 | 4.3976 |
31 Aug 12 | 4.5636 |
30 Sep 12 | 4.7277 |
31 Oct 12 | 4.545 |
30 Nov 12 | 4.5268 |
31 Dec 12 | 4.5737 |
31 Jan 13 | 4.7143 |
28 Feb 13 | 4.6233 |
31 Mar 13 | 4.4629 |
30 Apr 13 | 4.3519 |
31 May 13 | 4.4931 |
30 Jun 13 | 4.453 |
31 Jul 13 | 4.4123 |
31 Aug 13 | 4.1691 |
30 Sep 13 | 4.1022 |
31 Oct 13 | 4.1112 |
30 Nov 13 | 4.1511 |
31 Dec 13 | 3.9713 |
31 Jan 14 | 4.1369 |
28 Feb 14 | 4.0935 |
31 Mar 14 | 4.0991 |
30 Apr 14 | 4.0452 |
31 May 14 | 4.0534 |
30 Jun 14 | 4.0108 |
31 Jul 14 | 3.8013 |
31 Aug 14 | 3.4962 |
30 Sep 14 | 3.6587 |
31 Oct 14 | 3.6917 |
30 Nov 14 | 3.423 |
31 Dec 14 | 3.2584 |
31 Jan 15 | 2.8127 |
28 Feb 15 | 3.2171 |
31 Mar 15 | 3.0903 |
30 Apr 15 | 3.2156 |
31 May 15 | 3.1638 |
30 Jun 15 | 3.3376 |
31 Jul 15 | 3.161 |
31 Aug 15 | 3.2518 |
30 Sep 15 | 3.2986 |
31 Oct 15 | 3.4407 |
30 Nov 15 | 3.342 |
31 Dec 15 | 3.4669 |
31 Jan 16 | 3.2138 |
29 Feb 16 | 3.2936 |
31 Mar 16 | 3.1476 |
30 Apr 16 | 3.1742 |
31 May 16 | 2.9793 |
30 Jun 16 | 2.5 |
31 Jul 16 | 2.4089 |
31 Aug 16 | 1.9188 |
30 Sep 16 | 2.258 |
31 Oct 16 | 2.4703 |
30 Nov 16 | 2.5384 |
31 Dec 16 | 2.3947 |
31 Jan 17 | 2.543 |
28 Feb 17 | 2.4239 |
31 Mar 17 | 2.3786 |
30 Apr 17 | 2.3931 |
31 May 17 | 2.374 |
30 Jun 17 | 2.4665 |
31 Jul 17 | 2.4854 |
31 Aug 17 | 2.3537 |
30 Sep 17 | 2.4604 |
31 Oct 17 | 2.4509 |
30 Nov 17 | 2.403 |
31 Dec 17 | 2.3005 |
31 Jan 18 | 2.3227 |
28 Feb 18 | 2.2036 |
31 Mar 18 | 1.9573 |
30 Apr 18 | 2.1049 |
31 May 18 | 1.9986 |
30 Jun 18 | 2.064 |
31 Jul 18 | 2.0915 |
31 Aug 18 | 2.1449 |
30 Sep 18 | 2.2664 |
31 Oct 18 | 2.2863 |
30 Nov 18 | 2.7989 |
31 Dec 18 | 2.3498 |
31 Jan 19 | 2.1657 |
28 Feb 19 | 2.296 |
31 Mar 19 | 2.0742 |
30 Apr 19 | 2.146 |
31 May 19 | 2.0326 |
30 Jun 19 | 2.0941 |
31 Jul 19 | 1.9899 |
31 Aug 19 | 1.663 |
30 Sep 19 | 1.4938 |
31 Oct 19 | 1.6656 |
30 Nov 19 | 1.731 |
31 Dec 19 | 1.8336 |
31 Jan 20 | 1.5521 |
29 Feb 20 | 1.4863 |
31 Mar 20 | 1.2891 |
30 Apr 20 | 0.8897 |
31 May 20 | 0.9777 |
30 Jun 20 | 1.0471 |
31 Jul 20 | 1.0984 |
31 Aug 20 | 1.4073 |
30 Sep 20 | 1.247 |
31 Oct 20 | 1.3116 |
30 Nov 20 | 1.3269 |
31 Dec 20 | 1.2476 |
31 Jan 21 | 1.3862 |
28 Feb 21 | 1.7826 |
31 Mar 21 | 1.7795 |
30 Apr 21 | 1.6687 |
31 May 21 | 1.6223 |
30 Jun 21 | 1.5678 |
31 Jul 21 | 1.2795 |
31 Aug 21 | 1.3523 |
30 Sep 21 | 1.6666 |
31 Oct 21 | 1.1927 |
30 Nov 21 | 0.8996 |
31 Dec 21 | 1.2991 |
31 Jan 22 | 1.6078 |
28 Feb 22 | 1.6399 |
31 Mar 22 | 1.8355 |
30 Apr 22 | 2.086 |
31 May 22 | 2.5134 |
30 Jun 22 | 2.726 |
31 Jul 22 | 2.8119 |
31 Aug 22 | 3.1826 |
30 Sep 22 | 3.3039 |
31 Oct 22 | 3.5795 |
30 Nov 22 | 3.5968 |
31 Dec 22 | 4.0581 |
31 Jan 23 | 3.9516 |
28 Feb 23 | 4.3846 |
31 Mar 23 | 4.1319 |
30 Apr 23 | 4.3866 |
31 May 23 | 4.7622 |
30 Jun 23 | 4.4412 |
31 Jul 23 | 4.5283 |
31 Aug 23 | 4.7873 |
30 Sep 23 | 5.2672 |
31 Oct 23 | 5.3213 |
30 Nov 23 | 5.0558 |
31 Dec 23 | 4.5478 |
31 Jan 24 | 4.9804 |
29 Feb 24 | 4.9474 |
31 Mar 24 | 4.8377 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.