Bank of England | Database Export source data
| Date |
End month level of yield from British Government Securities, 5 year Real Implied Forward [a] [b] IUMSRIF |
|---|---|
| 31 Jan 20 | -2.7489 |
| 29 Feb 20 | -2.8304 |
| 31 Mar 20 | -2.8302 |
| 30 Apr 20 | -2.8197 |
| 31 May 20 | -3.067 |
| 30 Jun 20 | -3.1283 |
| 31 Jul 20 | -3.2494 |
| 31 Aug 20 | -3.07 |
| 30 Sep 20 | -3.1315 |
| 31 Oct 20 | -3.1421 |
| 30 Nov 20 | -2.9959 |
| 31 Dec 20 | -3.0463 |
| 31 Jan 21 | -2.9294 |
| 28 Feb 21 | -2.4615 |
| 31 Mar 21 | -2.5718 |
| 30 Apr 21 | -2.5133 |
| 31 May 21 | -2.5414 |
| 30 Jun 21 | -2.625 |
| 31 Jul 21 | -2.9029 |
| 31 Aug 21 | -2.8925 |
| 30 Sep 21 | -2.5312 |
| 31 Oct 21 | -2.7204 |
| 30 Nov 21 | -3.0898 |
| 31 Dec 21 | -2.689 |
| 31 Jan 22 | -2.5464 |
| 28 Feb 22 | -2.5114 |
| 31 Mar 22 | -2.1871 |
| 30 Apr 22 | -1.8771 |
| 31 May 22 | -1.2927 |
| 30 Jun 22 | -1.0063 |
| 31 Jul 22 | -1.507 |
| 31 Aug 22 | -0.7114 |
| 30 Sep 22 | 0.426 |
| 31 Oct 22 | 0.6492 |
| 30 Nov 22 | -0.1297 |
| 31 Dec 22 | 0.398 |
| 31 Jan 23 | -0.1438 |
| 28 Feb 23 | 0.1095 |
| 31 Mar 23 | -0.3341 |
| 30 Apr 23 | 0.0312 |
| 31 May 23 | 0.3465 |
| 30 Jun 23 | 0.2163 |
| 31 Jul 23 | 0.1416 |
| 31 Aug 23 | 0.265 |
| 30 Sep 23 | 0.4574 |
| 31 Oct 23 | 0.7351 |
| 30 Nov 23 | 0.4137 |
| 31 Dec 23 | -0.0554 |
| 31 Jan 24 | 0.2197 |
| 29 Feb 24 | 0.3059 |
| 31 Mar 24 | 0.1537 |
| 30 Apr 24 | 0.5606 |
| 31 May 24 | 0.4965 |
| 30 Jun 24 | 0.5166 |
| 31 Jul 24 | 0.3987 |
| 31 Aug 24 | 0.4446 |
| 30 Sep 24 | 0.4937 |
| 31 Oct 24 | 0.8135 |
| 30 Nov 24 | 0.7958 |
| 31 Dec 24 | 1.1616 |
| 31 Jan 25 | 1.1279 |
| 28 Feb 25 | 1.1875 |
| 31 Mar 25 | 1.4584 |
| 30 Apr 25 | 1.3495 |
| 31 May 25 | 1.684 |
| 30 Jun 25 | 1.5554 |
| 31 Jul 25 | 1.5463 |
| 31 Aug 25 | 1.7227 |
| 30 Sep 25 | 1.7822 |
| 31 Oct 25 | 1.6836 |
| 30 Nov 25 | 1.7131 |
| 31 Dec 25 | 1.7778 |
| 31 Jan 26 | 1.6839 |
| 28 Feb 26 | 1.4431 |
| 31 Mar 26 | 1.8506 |
| 30 Apr 26 | 1.9195 |
| 31 May 26 | 1.854 |
| 30 Jun 26 | 1.9437 |
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