Bank of England | Database Export source data
| Date |
Monthly average of yield from British Government Securities, 20 year Nominal Implied Forward [a] IUMALNIF |
|---|---|
| 31 Jan 21 | 1.3586 |
| 28 Feb 21 | 1.613 |
| 31 Mar 21 | 1.6853 |
| 30 Apr 21 | 1.6777 |
| 31 May 21 | 1.7029 |
| 30 Jun 21 | 1.5993 |
| 31 Jul 21 | 1.4165 |
| 31 Aug 21 | 1.2424 |
| 30 Sep 21 | 1.3982 |
| 31 Oct 21 | 1.5578 |
| 30 Nov 21 | 1.14 |
| 31 Dec 21 | 1.0946 |
| 31 Jan 22 | 1.4275 |
| 28 Feb 22 | 1.6102 |
| 31 Mar 22 | 1.7999 |
| 30 Apr 22 | 1.9725 |
| 31 May 22 | 2.2107 |
| 30 Jun 22 | 2.6567 |
| 31 Jul 22 | 2.7708 |
| 31 Aug 22 | 2.795 |
| 30 Sep 22 | 3.8131 |
| 31 Oct 22 | 4.2613 |
| 30 Nov 22 | 3.6082 |
| 31 Dec 22 | 3.927 |
| 31 Jan 23 | 3.9763 |
| 28 Feb 23 | 4.1575 |
| 31 Mar 23 | 4.3085 |
| 30 Apr 23 | 4.2364 |
| 31 May 23 | 4.6677 |
| 30 Jun 23 | 4.5864 |
| 31 Jul 23 | 4.5579 |
| 31 Aug 23 | 4.8104 |
| 30 Sep 23 | 5.0295 |
| 31 Oct 23 | 5.3459 |
| 30 Nov 23 | 5.009 |
| 31 Dec 23 | 4.6904 |
| 31 Jan 24 | 4.9555 |
| 29 Feb 24 | 5.0216 |
| 31 Mar 24 | 4.8482 |
| 30 Apr 24 | 5.0811 |
| 31 May 24 | 5.0851 |
| 30 Jun 24 | 5.0222 |
| 31 Jul 24 | 5.0847 |
| 31 Aug 24 | 4.9779 |
| 30 Sep 24 | 5.0194 |
| 31 Oct 24 | 5.2073 |
| 30 Nov 24 | 5.306 |
| 31 Dec 24 | 5.463 |
| 31 Jan 25 | 5.6753 |
| 28 Feb 25 | 5.5897 |
| 31 Mar 25 | 5.7966 |
| 30 Apr 25 | 6.0098 |
| 31 May 25 | 6.1079 |
| 30 Jun 25 | 5.9312 |
| 31 Jul 25 | 6.2088 |
| 31 Aug 25 | 6.3416 |
| 30 Sep 25 | 6.3399 |
| 31 Oct 25 | 6.1048 |
| 30 Nov 25 | 5.989 |
| 31 Dec 25 | 5.8202 |
| 31 Jan 26 | 5.8136 |
| 28 Feb 26 | 5.8835 |
| 31 Mar 26 | 6.0141 |
| 30 Apr 26 | 6.1786 |
| 31 May 26 | 6.2804 |
| 30 Jun 26 | 6.1902 |
| 31 Jul 26 | 6.3364 |
Notes:
[a] Calculated using the Variable Roughness Penalty (VRP) model.