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| Date | Monthly average yield from British Government Securities, 20 year Inflation Zero Coupon [a] [b] IUMALIZC |
|---|---|
| 31 Jan 20 | 3.3426 |
| 29 Feb 20 | 3.2916 |
| 31 Mar 20 | 3.0211 |
| 30 Apr 20 | 2.9893 |
| 31 May 20 | 3.0462 |
| 30 Jun 20 | 3.1996 |
| 31 Jul 20 | 3.221 |
| 31 Aug 20 | 3.2479 |
| 30 Sep 20 | 3.2802 |
| 31 Oct 20 | 3.3073 |
| 30 Nov 20 | 3.2898 |
| 31 Dec 20 | 3.3518 |
| 31 Jan 21 | 3.2723 |
| 28 Feb 21 | 3.3972 |
| 31 Mar 21 | 3.5304 |
| 30 Apr 21 | 3.5595 |
| 31 May 21 | 3.602 |
| 30 Jun 21 | 3.6 |
| 31 Jul 21 | 3.5412 |
| 31 Aug 21 | 3.6095 |
| 30 Sep 21 | 3.7096 |
| 31 Oct 21 | 3.8799 |
| 30 Nov 21 | 3.8285 |
| 31 Dec 21 | 3.7237 |
| 31 Jan 22 | 3.7791 |
| 28 Feb 22 | 3.8789 |
| 31 Mar 22 | 3.9764 |
| 30 Apr 22 | 3.9493 |
| 31 May 22 | 3.8367 |
| 30 Jun 22 | 3.6937 |
| 31 Jul 22 | 3.4866 |
| 31 Aug 22 | 3.6585 |
| 30 Sep 22 | 3.7493 |
| 31 Oct 22 | 3.5697 |
| 30 Nov 22 | 3.5504 |
| 31 Dec 22 | 3.4692 |
| 31 Jan 23 | 3.4275 |
| 28 Feb 23 | 3.4637 |
| 31 Mar 23 | 3.4509 |
| 30 Apr 23 | 3.4768 |
| 31 May 23 | 3.4145 |
| 30 Jun 23 | 3.4993 |
| 31 Jul 23 | 3.4596 |
| 31 Aug 23 | 3.4891 |
| 30 Sep 23 | 3.531 |
| 31 Oct 23 | 3.5256 |
| 30 Nov 23 | 3.498 |
| 31 Dec 23 | 3.3585 |
| 31 Jan 24 | 3.3252 |
| 29 Feb 24 | 3.3646 |
| 31 Mar 24 | 3.4076 |
| 30 Apr 24 | 3.5129 |
| 31 May 24 | 3.4936 |
| 30 Jun 24 | 3.4505 |
| 31 Jul 24 | 3.4065 |
| 31 Aug 24 | 3.3402 |
| 30 Sep 24 | 3.3092 |
| 31 Oct 24 | 3.4331 |
| 30 Nov 24 | 3.4346 |
| 31 Dec 24 | 3.3797 |
| 31 Jan 25 | 3.437 |
| 28 Feb 25 | 3.3827 |
| 31 Mar 25 | 3.3476 |
| 30 Apr 25 | 3.2689 |
| 31 May 25 | 3.232 |
| 30 Jun 25 | 3.2353 |
| 31 Jul 25 | 3.2306 |
| 31 Aug 25 | 3.1889 |
| 30 Sep 25 | 3.1923 |
| 31 Oct 25 | 3.1722 |
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