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Date End month level of yield from British Government Securities, 20 year Inflation Implied Forward
[a] [b]
IUMLIIF
31 Jan 20 3.0698
29 Feb 20 3.1044
31 Mar 20 2.537
30 Apr 20 2.5807
31 May 20 2.7751
30 Jun 20 2.8918
31 Jul 20 2.8784
31 Aug 20 2.8525
30 Sep 20 2.7873
31 Oct 20 2.9461
30 Nov 20 3.0995
31 Dec 20 3.0515
31 Jan 21 2.9471
28 Feb 21 3.176
31 Mar 21 3.2643
30 Apr 21 3.2958
31 May 21 3.3659
30 Jun 21 3.2484
31 Jul 21 3.2782
31 Aug 21 3.3529
30 Sep 21 3.3358
31 Oct 21 3.1532
30 Nov 21 3.0081
31 Dec 21 3.1489
31 Jan 22 3.2456
28 Feb 22 3.1425
31 Mar 22 3.2588
30 Apr 22 3.0296
31 May 22 2.9546
30 Jun 22 2.9251
31 Jul 22 3.0195
31 Aug 22 3.0103
30 Sep 22 3.5135
31 Oct 22 3.1143
30 Nov 22 2.9775
31 Dec 22 3.2951
31 Jan 23 3.3766
28 Feb 23 3.3026
31 Mar 23 3.2225
30 Apr 23 3.3076
31 May 23 3.1998
30 Jun 23 3.1245
31 Jul 23 3.0447
31 Aug 23 3.1537
30 Sep 23 3.1653
31 Oct 23 3.1888
30 Nov 23 3.1459
31 Dec 23 2.9537
31 Jan 24 2.9812
29 Feb 24 3.1171
31 Mar 24 3.049
30 Apr 24 3.1095
31 May 24 3.1318
30 Jun 24 3.0999
31 Jul 24 3.1292
31 Aug 24 3.107
30 Sep 24 3.1922
31 Oct 24 3.2466
30 Nov 24 3.0938
31 Dec 24 3.1199
31 Jan 25 3.0859
28 Feb 25 3.0341
31 Mar 25 3.1363
30 Apr 25 3.0691
31 May 25 3.1753
30 Jun 25 3.3092
31 Jul 25 3.2744
31 Aug 25 3.3082
30 Sep 25 3.3498
31 Oct 25 3.4118
30 Nov 25 3.25
31 Dec 25 3.3628
31 Jan 26 3.3856
28 Feb 26 3.4324
31 Mar 26 3.4569
30 Apr 26 3.4199

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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