Bank of England | Database Export source data
| Date | End month level of yield from British Government Securities, 20 year Nominal Implied Forward [a] IUMLNIF |
|---|---|
| 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 |
| 30 Apr 24 | 5.1756 |
| 31 May 24 | 5.1345 |
| 30 Jun 24 | 5.0873 |
| 31 Jul 24 | 5.0499 |
| 31 Aug 24 | 5.009 |
| 30 Sep 24 | 5.1606 |
| 31 Oct 24 | 5.2681 |
| 30 Nov 24 | 5.2188 |
| 31 Dec 24 | 5.6007 |
| 31 Jan 25 | 5.5849 |
| 28 Feb 25 | 5.5771 |
| 31 Mar 25 | 5.822 |
| 30 Apr 25 | 5.9438 |
| 31 May 25 | 6.0385 |
| 30 Jun 25 | 6.0393 |
| 31 Jul 25 | 6.1484 |
| 31 Aug 25 | 6.481 |
| 30 Sep 25 | 6.2823 |
| 31 Oct 25 | 5.8567 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.