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Date End month level of yield from British Government Securities, 5 year Inflation Implied Forward
[a] [b]
IUMSIIF
31 Jan 203.1236
29 Feb 203.1226
31 Mar 203.0587
30 Apr 202.9716
31 May 203.125
30 Jun 203.2033
31 Jul 203.2405
31 Aug 203.3332
30 Sep 203.2556
31 Oct 203.3218
30 Nov 203.2549
31 Dec 203.1839
31 Jan 213.2338
28 Feb 213.3906
31 Mar 213.5596
30 Apr 213.5219
31 May 213.4888
30 Jun 213.4786
31 Jul 213.5672
31 Aug 213.5956
30 Sep 213.5993
31 Oct 213.7522
30 Nov 213.8782
31 Dec 213.6184
31 Jan 223.8233
28 Feb 223.8032
31 Mar 223.7091
30 Apr 223.7114
31 May 223.3117
30 Jun 223.1265
31 Jul 223.1661
31 Aug 223.269
30 Sep 223.6214
31 Oct 223.0315
30 Nov 223.2813
31 Dec 223.2039
31 Jan 233.4149
28 Feb 233.4712
31 Mar 233.5209
30 Apr 233.3423
31 May 233.4292
30 Jun 233.6082
31 Jul 233.6525
31 Aug 233.6781
30 Sep 233.6379
31 Oct 233.5099
30 Nov 233.4364
31 Dec 233.2938
31 Jan 243.2738
29 Feb 243.4592
31 Mar 243.3877
30 Apr 243.4362
31 May 243.4676
30 Jun 243.3322
31 Jul 243.3101
31 Aug 243.3068
30 Sep 243.3382
31 Oct 243.444
30 Nov 243.2521
31 Dec 243.2775
31 Jan 253.3246
28 Feb 253.2085
31 Mar 253.1239
30 Apr 253.0251
31 May 252.9027
30 Jun 252.8768
31 Jul 253.0045
31 Aug 252.9974
30 Sep 252.9311
31 Oct 252.7319
30 Nov 252.8007
31 Dec 252.789
31 Jan 262.9623
28 Feb 262.9104
31 Mar 263.0058
30 Apr 263.0431
31 May 262.9429
30 Jun 262.8283

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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