We produce three types of estimated yield curves for the UK on a daily basis:
- A set based on yields on UK government bonds (also known as gilts). This includes nominal and real yield curves and the implied inflation term structure for the UK.
- A set based on sterling interbank rates (LIBOR) and on instruments linked to LIBOR (short sterling futures, forward rate agreements and LIBOR-based interest rate swaps). These commercial bank liability curves are nominal only.
- A set based on sterling overnight index swap (OIS) rates. These are instruments that settle on overnight unsecured interest rates (the SONIA rate in the UK). OIS curves are for nominal rates only.
We aim to publish the latest daily yield curves by noon on the following business day.
Archive yield curve data are available by close of business of the second working day of a month, for example, data for the 31/12/10 will be published by close of business 05/01/11.
Due to technical difficulties, data for the BLC curve are not currently available for 27/12/2019. All other data for December 2019 is now available in the updated monthly archive file. We apologise for any inconvenience caused.