--- ECONSTATS --- ,EconStats File : INTEREST RATES - UK TERM STRUCTURE - GOVT DEBT - 1M TO 12M - AVG OVER QUARTER ,http://www.EconStats.com , From daily data , , Yields as calculated by the Bank of England. , Notes : , See Bank of England website at www.bankofengland.co.uk http://www.bankofengland.co.uk/statistics/yieldcurve/uknom05.xls | Yields as calculated by the Bank of England. | ,,Column (1) : 1 month yield 1 ,,Column (2) : 2 month yield 2 ,,Column (3) : 3 month yield 3 ,,Column (4) : 4 month yield 4 ,,Column (5) : 5 month yield 5 ,,Column (6) : 6 month yield 6 ,,Column (7) : 7 month yield 7 ,,Column (8) : 8 month yield 8 ,,Column (9) : 9 month yield 9 ,,Column (10) : 10 month yield 10 ,,Column (11) : 11 month yield 11 ,,Column (12) : 12 month yield 12 EconStats does not guarantee the accuracy of this data. 20081120 , , Col (1), Col (2), Col (3), Col (4), Col (5), Col (6), Col (7), Col (8), Col (9), Col (10), Col (11), Col (12) ,, 1 mon yield, 2 mon yield, 3 mon yield, 4 mon yield, 5 mon yield, 6 mon yield, 7 mon yield, 8 mon yield, 9 mon yield, 10 mon yield, 11 mon yield, 12 mon yield ,, , , , , , , , , , , , yr qtr (avg over), , 1997q1 -2008q4, 1997q1 -2008q4, 1985q2 -2008q4, 1985q1 -2008q4, 1985q1 -2008q4, 1985q1 -2008q4, 1985q1 -2008q4, 1985q1 -2008q4, 1985q1 -2008q4, 1985q1 -2008q4, 1985q1 -2008q4, 1985q1 -2008q4 2008.4, , 3.8826, 3.6578, 3.4459, 3.2836, 3.1768, 3.1097, 3.0663, 3.0366, 3.0158, 3.0020, 2.9943, 2.9921, 2008.3, , 5.1178, 5.1130, 5.0754, 5.0341, 4.9965, 4.9634, 4.9333, 4.9043, 4.8767, 4.8497, 4.8235, 4.7984, 2008.2, , 5.0713, 5.0531, 5.0378, 5.0196, 4.9973, 4.9716, 4.9440, 4.9157, 4.8878, 4.8608, 4.8352, 4.8113, 2008.1, , 5.2974, 5.2375, 5.1805, 5.1158, 5.0411, 4.9588, 4.8729, 4.7869, 4.7035, 4.6246, 4.5517, 4.4855, 2007.4, , 5.6703, 5.6035, 5.5546, 5.5137, 5.4728, 5.4276, 5.3771, 5.3221, 5.2646, 5.2066, 5.1501, 5.0966, 2007.3, , 5.8282, 5.8106, 5.7914, 5.7739, 5.7582, 5.7428, 5.7262, 5.7074, 5.6863, 5.6633, 5.6393, 5.6150, 2007.2, , 5.4959, 5.5503, 5.5825, 5.6055, 5.6218, 5.6329, 5.6400, 5.6439, 5.6454, 5.6448, 5.6425, 5.6390, 2007.1, , 5.2820, 5.3206, 5.3469, 5.3685, 5.3859, 5.3983, 5.4057, 5.4085, 5.4074, 5.4034, 5.3973, 5.3897, 2006.4, , 4.9864, 5.0074, 5.0294, 5.0497, 5.0662, 5.0772, 5.0827, 5.0833, 5.0800, 5.0738, 5.0657, 5.0565, 2006.3, , 4.6874, 4.7027, 4.7259, 4.7500, 4.7722, 4.7912, 4.8064, 4.8177, 4.8256, 4.8307, 4.8336, 4.8350, 2006.2, , 4.5027, 4.5054, 4.5178, 4.5316, 4.5444, 4.5558, 4.5657, 4.5743, 4.5817, 4.5883, 4.5942, 4.5998, 2006.1, , 4.4484, 4.4346, 4.4236, 4.4113, 4.3972, 4.3820, 4.3664, 4.3514, 4.3374, 4.3248, 4.3135, 4.3038, 2005.4, , 4.4761, 4.4629, 4.4513, 4.4374, 4.4209, 4.4024, 4.3831, 4.3639, 4.3455, 4.3284, 4.3132, 4.2997, 2005.3, , 4.5342, 4.4825, 4.4415, 4.4081, 4.3797, 4.3540, 4.3300, 4.3070, 4.2851, 4.2645, 4.2454, 4.2281, 2005.2, , 4.7368, 4.7235, 4.6982, 4.6697, 4.6417, 4.6154, 4.5908, 4.5676, 4.5454, 4.5240, 4.5034, 4.4838, 2005.1, , 4.7284, 4.7303, 4.7307, 4.7274, 4.7193, 4.7070, 4.6923, 4.6766, 4.6609, 4.6459, 4.6318, 4.6190, 2004.4, , 4.7145, 4.6763, 4.6392, 4.6136, 4.5991, 4.5902, 4.5824, 4.5733, 4.5624, 4.5503, 4.5378, 4.5255, 2004.3, , 4.6616, 4.6927, 4.7170, 4.7346, 4.7469, 4.7555, 4.7619, 4.7671, 4.7713, 4.7747, 4.7776, 4.7802, 2004.2, , 4.2645, 4.3167, 4.3604, 4.4019, 4.4433, 4.4838, 4.5220, 4.5570, 4.5881, 4.6154, 4.6394, 4.6605, 2004.1, , 3.9240, 3.9509, 3.9721, 3.9952, 4.0199, 4.0445, 4.0679, 4.0900, 4.1106, 4.1299, 4.1481, 4.1654, 2003.4, , 3.6619, 3.7048, 3.7449, 3.7857, 3.8282, 3.8717, 3.9152, 3.9575, 3.9981, 4.0367, 4.0733, 4.1078, 2003.3, , 3.4171, 3.4073, 3.4004, 3.3997, 3.4053, 3.4165, 3.4321, 3.4510, 3.4724, 3.4956, 3.5199, 3.5448, 2003.2, , 3.5678, 3.5118, 3.4652, 3.4252, 3.3923, 3.3664, 3.3467, 3.3323, 3.3225, 3.3167, 3.3144, 3.3151, 2003.1, , 3.6886, 3.6441, 3.6021, 3.5647, 3.5328, 3.5061, 3.4844, 3.4672, 3.4542, 3.4451, 3.4395, 3.4369, 2002.4, , 3.8400, 3.8121, 3.7890, 3.7673, 3.7482, 3.7327, 3.7217, 3.7154, 3.7137, 3.7159, 3.7217, 3.7304, 2002.3, , 3.8277, 3.8343, 3.8312, 3.8235, 3.8151, 3.8088, 3.8064, 3.8092, 3.8170, 3.8295, 3.8459, 3.8653, 2002.2, , 3.8404, 3.8922, 3.9460, 4.0040, 4.0648, 4.1260, 4.1862, 4.2442, 4.2997, 4.3524, 4.4021, 4.4489, 2002.1, , 3.8464, 3.8440, 3.8609, 3.8955, 3.9438, 4.0005, 4.0609, 4.1216, 4.1807, 4.2372, 4.2906, 4.3406, 2001.4, , 4.0188, 3.9658, 3.9322, 3.9134, 3.9085, 3.9152, 3.9309, 3.9527, 3.9786, 4.0069, 4.0363, 4.0661, 2001.3, , 4.8249, 4.7820, 4.7550, 4.7388, 4.7321, 4.7331, 4.7400, 4.7508, 4.7643, 4.7795, 4.7956, 4.8120, 2001.2, , 5.1122, 5.0750, 5.0474, 5.0267, 5.0120, 5.0027, 4.9980, 4.9970, 4.9987, 5.0024, 5.0076, 5.0139, 2001.1, , 5.5752, 5.5009, 5.4350, 5.3731, 5.3168, 5.2677, 5.2267, 5.1935, 5.1671, 5.1461, 5.1294, 5.1160, 2000.4, , 5.7576, 5.7293, 5.7085, 5.6899, 5.6726, 5.6566, 5.6422, 5.6295, 5.6185, 5.6091, 5.6009, 5.5936, 2000.3, , 5.8083, 5.8226, 5.8419, 5.8627, 5.8806, 5.8979, 5.9133, 5.9267, 5.9379, 5.9468, 5.9536, 5.9583, 2000.2, , 5.8296, 5.8710, 5.9096, 5.9449, 5.9774, 6.0071, 6.0337, 6.0572, 6.0776, 6.0950, 6.1095, 6.1213, 2000.1, , 5.7759, 5.8358, 5.8938, 5.9504, 6.0047, 6.0555, 6.1016, 6.1425, 6.1782, 6.2090, 6.2354, 6.2578, 1999.4, , 5.2327, 5.2881, 5.3596, 5.4349, 5.5106, 5.5830, 5.6684, 5.7294, 5.7844, 5.8337, 5.8779, 5.9174, 1999.3, , 4.9042, 4.9146, 4.9203, 4.9305, 4.9500, 4.9794, 5.0168, 5.0594, 5.1048, 5.1515, 5.1981, 5.2438, 1999.2, , 4.9846, 4.9440, 4.9141, 4.8905, 4.8727, 4.8604, 4.8532, 4.8504, 4.8513, 4.8550, 4.8609, 4.8684, 1999.1, , 5.3889, 5.2639, 5.1704, 5.0990, 5.0451, 5.0040, 4.9720, 4.9463, 4.9252, 4.9071, 4.8911, 4.8766, 1998.4, , 6.5690, 6.4376, 6.3227, 6.2207, 6.1539, 6.0764, 6.0051, 5.9386, 5.8761, 5.8170, 5.7611, 5.7081, 1998.3, , 7.3095, 7.2843, 7.2480, 7.2005, 7.1574, 7.1123, 7.0669, 7.0216, 6.9768, 6.9328, 6.8899, 6.8481, 1998.2, , 7.2072, 7.1966, 7.1639, 7.1186, 7.0746, 7.0316, 6.9908, 6.9523, 6.9160, 6.8818, 6.8495, 6.8186, 1998.1, , 7.2051, 7.1998, 7.1727, 7.1312, 7.0820, 7.0300, 6.9779, 6.9303, 6.8866, 6.8467, 6.8103, 6.7770, 1997.4, , 7.0961, 7.1072, 7.1099, 7.1124, 7.1079, 7.0994, 7.0885, 7.0760, 7.0623, 7.0480, 7.0335, 7.0191, 1997.3, , 6.8094, 6.8217, 6.8321, 6.8398, 6.8546, 6.8692, 6.8827, 6.8943, 6.9041, 6.9120, 6.9184, 6.9233, 1997.2, , 6.1641, 6.2044, 6.2354, 6.2663, 6.2992, 6.3377, 6.3778, 6.4176, 6.4562, 6.4927, 6.5269, 6.5588, 1997.1, , 5.9238, 5.9286, 5.9515, 5.9856, 6.0258, 6.0489, 6.0568, 6.1453, 6.1870, 6.2269, 6.2647, 6.3005, 1996.4, , , , 5.8577, 5.8974, 5.9250, 5.9563, 5.9906, 6.0341, 6.1575, 6.2103, 6.2476, 6.2839, 1996.3, , , , 5.5860, 5.5751, 5.5600, 5.5684, 5.5860, 5.6123, 5.6455, 5.6840, 5.7265, 5.7720, 1996.2, , , , , , 5.5715, 5.7237, 5.7904, 5.8421, 5.8903, 5.9412, 5.9938, 6.0473, 1996.1, , , , 5.9219, 5.9925, 5.9466, 5.9131, 5.8912, 5.8861, 5.8891, 5.9130, 5.9401, 5.9695, 1995.4, , , , 6.4713, 6.4057, 6.2645, 6.2307, 6.2319, 6.2218, 6.2187, 6.2217, 6.2302, 6.2430, 1995.3, , , , 6.3460, 6.3010, 6.3412, 6.3575, 6.3802, 6.4084, 6.4415, 6.4782, 6.5175, 6.5583, 1995.2, , , , 6.2285, 6.2932, 6.3513, 6.3862, 6.4929, 6.5568, 6.6230, 6.6900, 6.7566, 6.8220, 1995.1, , , , , 6.2570, 6.4774, 6.5616, 6.6135, 6.7013, 6.7928, 6.8861, 6.9794, 7.0711, 1994.4, , , , 5.6721, 5.7239, 5.8772, 6.0255, 6.2533, 6.3592, 6.4400, 6.5543, 6.6652, 6.7723, 1994.3, , , , 5.3076, 5.4005, 5.4665, 5.5848, 5.7054, 5.8273, 5.9489, 6.0692, 6.1871, 6.3020, 1994.2, , , , 4.7656, 4.9035, 4.9909, 5.0203, 5.0861, 5.1641, 5.2512, 5.3447, 5.4425, 5.5428, 1994.1, , , , 5.0438, 4.9761, 4.9541, 4.9263, 4.9180, 4.9187, 4.9275, 4.9434, 4.9652, 4.9919, 1993.4, , , , 5.2003, 5.2913, 5.2041, 5.1720, 5.1475, 5.1297, 5.1182, 5.1123, 5.1117, 5.1158, 1993.3, , , , 5.5280, 5.4579, 5.4678, 5.4413, 5.4224, 5.4102, 5.4048, 5.4059, 5.4129, 5.4252, 1993.2, , , , 5.6445, 5.6023, 5.5945, 5.5767, 5.5786, 5.5920, 5.6149, 5.6452, 5.6811, 5.7211, 1993.1, , , , 6.5747, 5.9997, 5.7632, 5.7280, 5.6975, 5.6795, 5.6722, 5.6737, 5.6824, 5.6968, 1992.4, , , , 6.7834, 6.6841, 6.8280, 6.7365, 6.6708, 6.6279, 6.6041, 6.5956, 6.5990, 6.6112, 1992.3, , , , , , 8.0615, 9.2354, 9.3429, 9.2851, 9.2605, 9.2425, 9.2303, 9.2235, 1992.2, , , , 9.5649, 9.5536, 9.6165, 9.5254, 9.4505, 9.3805, 9.3335, 9.2971, 9.2694, 9.2489, 1992.1, , , , 10.1259, 10.2076, 10.2943, 10.0106, 9.8109, 9.7481, 9.6765, 9.6175, 9.5698, 9.5320, 1991.4, , , , 10.0673, 9.9288, 9.9045, 9.8490, 9.7958, 9.7453, 9.6986, 9.6565, 9.6195, 9.5879, 1991.3, , , , 9.9476, 10.0866, 10.0066, 9.9511, 9.9028, 9.8606, 9.8238, 9.7920, 9.7646, 9.7414, 1991.2, , , , , 10.5538, 10.4636, 10.4853, 10.5294, 10.4468, 10.3756, 10.3141, 10.2608, 10.2144, 1991.1, , , , , , , , 10.9392, 10.9195, 11.1041, 11.1496, 11.0664, 10.9897, 1990.4, , , , 13.0173, 13.2841, 13.0890, 12.9108, 12.7488, 12.6021, 12.4696, 12.1249, 11.5490, 11.4405, 1990.3, , , , , 13.9762, 13.8038, 13.6972, 13.5715, 13.4260, 13.2900, 13.1633, 13.0454, 12.9358, 1990.2, , , , , , , , 13.8355, 13.8623, 13.9499, 13.8902, 13.8022, 13.7174, 1990.1, , , , , , , , , , , 14.3597, 14.0309, 13.8064, 1989.4, , , , 14.2590, 13.9936, 13.8810, 13.7509, 13.6181, 13.4854, 13.3542, 13.2256, 13.1002, 12.9785, 1989.3, , , , , 12.8289, 12.4745, 12.3113, 12.2488, 12.2017, 12.1415, 12.0732, 11.9999, 11.9240, 1989.2, , , , 12.3838, 12.6844, 12.4574, 12.3537, 12.2625, 12.1811, 12.1067, 12.0375, 11.9722, 11.9099, 1989.1, , , , 12.2970, 12.2629, 12.1052, 11.9738, 11.8340, 11.7043, 11.5856, 11.4782, 11.3814, 11.2942, 1988.4, , , , 11.8570, 11.5626, 11.3643, 11.4625, 11.4836, 11.3632, 11.2486, 11.1418, 11.0439, 10.9555, 1988.3, , , , 10.2203, 10.0601, 10.2746, 10.6860, 10.5542, 10.5036, 10.4540, 10.4061, 10.3607, 10.3181, 1988.2, , , , , 9.3375, 8.5625, 8.4218, 8.4061, 8.4554, 8.4984, 8.5356, 8.5675, 8.5947, 1988.1, , , , 9.0423, 8.8268, 8.8567, 8.9024, 8.8744, 8.8632, 8.9125, 8.9301, 8.9446, 8.9564, 1987.4, , , , , , 8.5553, 8.4789, 8.8056, 8.9336, 8.9524, 8.9686, 8.9823, 8.9939, 1987.3, , , , 9.3819, 9.0567, 9.0684, 9.0916, 9.1105, 9.4548, 9.6559, 9.6645, 9.6708, 9.6754, 1987.2, , , , , , 8.4144, 8.3284, 8.5512, 8.5828, 8.5959, 8.6077, 8.6182, 8.6275, 1987.1, , , , 9.9403, 10.0332, 10.1483, 10.1302, 10.0910, 9.8314, 9.8096, 9.7922, 9.7780, 9.7662, 1986.4, , , , 10.8667, 10.8584, 10.8784, 10.8644, 10.8564, 10.8524, 10.8517, 10.8534, 10.8569, 10.8616, 1986.3, , , , 9.7345, 9.8409, 9.7556, 9.6703, 9.6612, 9.6551, 9.6506, 9.6466, 9.6425, 9.6380, 1986.2, , , , , 9.2456, 9.2551, 9.2808, 9.2990, 9.2424, 9.1907, 9.1436, 9.1009, 9.0621, 1986.1, , , , 11.5117, 11.7950, 12.0725, 11.9723, 11.8675, 11.5934, 11.5347, 11.4797, 11.4285, 11.3810, 1985.4, , , , 11.1385, 11.1137, 10.9446, 10.9848, 10.9563, 10.9191, 10.8844, 10.8520, 10.8219, 10.7938, 1985.3, , , , 11.1521, 10.8946, 11.0034, 10.8716, 10.8035, 10.7474, 10.7014, 10.6638, 10.6332, 10.6083, 1985.2, , , , 12.8511, 12.5585, 12.0627, 11.7529, 11.6713, 11.5573, 11.4882, 11.4307, 11.3829, 11.3431, 1985.1, , , , , 12.6342, 12.6900, 12.1555, 11.8394, 11.7716, 11.7138, 11.6644, 11.6222, 11.5860, 1984.4, , , , , , , , , , , , , ,