IUMLNIF

Browse and export data

Change date range from: to:

Export source data

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

Change date range from: to:

Notes:

[a] Calculated using the Variable Roughness Penalty (VRP) model.