These data are available in Bankstats Table B1.7.
From January 2016, this collection was extended to capture additional granularity of gilts holdings by identifying, within each maturity breakdown, the amount that relate to index-linked gilts.
Index-linked gilts differ from conventional gilts in that coupon and principal payments are adjusted in line with movements in inflation. Index-linked gilts are reported as a separate ‘of which’ item, for each residual maturity split. This enhanced granularity will enable users to identify, within residual maturity splits, the proportions that are impacted by changes in the Retail Price Index (RPI).
Chart A utilises the new detail and demonstrates the proportion of index-linked gilts for each residual maturity band.