IUMSRIF

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Date End month level of yield from British Government Securities, 5 year Real Implied Forward
[a] [b]
IUMSRIF
31 Jan 10 1.4698
28 Feb 10 1.5526
31 Mar 10 1.4385
30 Apr 10 1.2791
31 May 10 1.392
30 Jun 10 1.3215
31 Jul 10 1.5622
31 Aug 10 1.0872
30 Sep 10 1.0133
31 Oct 10 0.9913
30 Nov 10 1.1867
31 Dec 10 1.1769
31 Jan 11 1.3494
28 Feb 11 1.2901
31 Mar 11 1.3179
30 Apr 11 1.0273
31 May 11 0.9075
30 Jun 11 1.0442
31 Jul 11 0.5037
31 Aug 11 0.5764
30 Sep 11 0.1254
31 Oct 11 0.2729
30 Nov 11 -0.0365
31 Dec 11 -0.4375
31 Jan 12 -0.3721
29 Feb 12 -0.4116
31 Mar 12 -0.2836
30 Apr 12 -0.3175
31 May 12 -0.4799
30 Jun 12 -0.3641
31 Jul 12 -0.5259
31 Aug 12 -0.5648
30 Sep 12 -0.3823
31 Oct 12 -0.4104
30 Nov 12 -0.5447
31 Dec 12 -0.5927
31 Jan 13 -0.7565
28 Feb 13 -0.8809
31 Mar 13 -1.174
30 Apr 13 -1.0626
31 May 13 -0.7722
30 Jun 13 -0.0266
31 Jul 13 -0.2386
31 Aug 13 0.1029
30 Sep 13 0.1546
31 Oct 13 0.0132
30 Nov 13 0.1569
31 Dec 13 0.4667
31 Jan 14 0.2342
28 Feb 14 0.2585
31 Mar 14 0.1732
30 Apr 14 0.1128
31 May 14 0.0456
30 Jun 14 0.117
31 Jul 14 0.1026
31 Aug 14 -0.3249
30 Sep 14 -0.1504
31 Oct 14 -0.2983
30 Nov 14 -0.6806
31 Dec 14 -0.7754
31 Jan 15 -0.9849
28 Feb 15 -0.6776
31 Mar 15 -0.8617
30 Apr 15 -0.6992
31 May 15 -0.6899
30 Jun 15 -0.5349
31 Jul 15 -0.6902
31 Aug 15 -0.6242
30 Sep 15 -0.6606
31 Oct 15 -0.5282
30 Nov 15 -0.6915
31 Dec 15 -0.4164
31 Jan 16 -0.7151
29 Feb 16 -0.8857
31 Mar 16 -0.8551
30 Apr 16 -0.6272
31 May 16 -0.7406
30 Jun 16 -1.3149
31 Jul 16 -1.4448
31 Aug 16 -2.018
30 Sep 16 -1.9602
31 Oct 16 -1.7876
30 Nov 16 -1.4387
31 Dec 16 -1.6985
31 Jan 17 -1.5751
28 Feb 17 -1.7045
31 Mar 17 -1.6535
30 Apr 17 -1.7331
31 May 17 -1.7235
30 Jun 17 -1.5421
31 Jul 17 -1.5051
31 Aug 17 -1.7775
30 Sep 17 -1.473
31 Oct 17 -1.5323
30 Nov 17 -1.5168
31 Dec 17 -1.7146
31 Jan 18 -1.4606
28 Feb 18 -1.4261
31 Mar 18 -1.4662
30 Apr 18 -1.4137
31 May 18 -1.5813
30 Jun 18 -1.57
31 Jul 18 -1.5529
31 Aug 18 -1.5555
30 Sep 18 -1.4473
31 Oct 18 -1.7085
30 Nov 18 -1.9267
31 Dec 18 -1.9038
31 Jan 19 -1.8717
28 Feb 19 -1.7833
31 Mar 19 -2.2071
30 Apr 19 -2.0216
31 May 19 -2.362
30 Jun 19 -2.3716

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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