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UK Statistics
fsf_Financial Statistics fsf Financial Statistics Freestanding 7.1E_British government securities:yield curve data UK Office of National Statistics (ONS) HM Treasury - Weekly economic indicators HM Treasury - pocket databank (xls) |
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7.1E British government securities:yield curve data. { total observations, n=491 }8 UK National Statistics titles: [ fsf_doc.txt| ES mirror ] data: [ fsf (index ) | mirror fsf ] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Code | Variable ( skkd ) | Mthly | Qtrly | Yrly | Yearly Range | 1956 yr | 1957 yr | 1958 yr | 1959 yr | 1960 yr | 1961 yr | 1962 yr | 1963 yr | 1964 yr | 1965 yr | 1966 yr | 1967 yr | 1968 yr | 1969 yr | 1970 yr | 1971 yr | 1972 yr | 1973 yr | 1974 yr | 1975 yr | 1976 yr | 1977 yr | 1978 yr | 1979 yr | 1980 yr | 1981 yr | 1982 yr | 1983 yr | 1984 yr | 1985 yr | 1986 yr | 1987 yr | 1988 yr | 1989 yr | 1990 yr | 1991 yr | 1992 yr | 1993 yr | 1994 yr | 1995 yr | 1996 yr | 1997 yr | 1998 yr | 1999 yr | 2000 yr | 2001 yr | 2002 yr | 2003 yr | 2004 yr | 2005 yr | 2006 yr | 2007 yr | 2008 yr | 2009 yr | 2010 yr | ||
1 | SNZC | 5622. Nominal zero coupon yields 5 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2010 | 10.52 | 10.68 | 11.06 | 10.84 | 10.46 | 9.140 | 10.24 | 10.57 | 10.85 | 9.820 | 7.540 | 5.780 | 8.640 | 6.840 | 7.210 | 6.400 | 4.390 | 6.030 | 5.080 | 5.090 | 4.170 | 4.610 | 4.430 | 4.100 | 4.910 | 4.410 | 2.710 | 2.980 | 2.310 | ||||||||||||||||||||||||||
2 | MNZC | 5623. Nominal zero coupon yields 10 years | NSA nominal { 2nd } | 2595 obs | 1416 obs | 346 obs | 0 to 2010 | 11.33 | 10.77 | 11.07 | 10.61 | 10.34 | 9.660 | 9.790 | 9.930 | 10.60 | 9.440 | 8.320 | 6.250 | 8.590 | 7.470 | 7.470 | 6.180 | 4.320 | 5.360 | 4.780 | 5.030 | 4.400 | 4.770 | 4.490 | 4.050 | 4.630 | 4.520 | 3.410 | 4.200 | 3.620 | ||||||||||||||||||||||||||
3 | LNZC | 5624. Nominal zero coupon yields 20 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2010 | 0 | 0 | 0 | 0 | 9.330 | 8.880 | 8.250 | 8.650 | 9.520 | 0 | 8.950 | 6.480 | 8.200 | 7.790 | 7.600 | 6.120 | 4.380 | 4.350 | 4.290 | 4.780 | 4.480 | 4.690 | 4.410 | 3.960 | 4.250 | 4.390 | 4.070 | 4.590 | 4.330 | ||||||||||||||||||||||||||
4 | AJRM | 5625. Nominal forward rates 5 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2010 | 12.01 | 11.34 | 11.46 | 10.56 | 10.24 | 9.940 | 9.780 | 9.640 | 10.80 | 9.560 | 8.550 | 6.590 | 8.870 | 7.730 | 7.610 | 6.030 | 4.090 | 5.380 | 4.880 | 5.200 | 4.590 | 4.930 | 4.520 | 4.070 | 4.600 | 4.660 | 3.940 | 4.860 | 4.150 | ||||||||||||||||||||||||||
5 | AJRN | 5626. Nominal forward rates 10 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2010 | 11.29 | 9.970 | 10.36 | 10.02 | 9.930 | 9.710 | 8.510 | 8.720 | 9.760 | 8.730 | 9.460 | 6.770 | 8.200 | 8.250 | 7.850 | 5.990 | 4.420 | 3.990 | 4.140 | 4.790 | 4.630 | 4.870 | 4.540 | 3.980 | 4.190 | 4.510 | 4.350 | 5.580 | 5.310 | ||||||||||||||||||||||||||
6 | AJRO | 5627. Nominal forward rates 20 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2010 | 0 | 0 | 0 | 0 | 6.790 | 7.090 | 5.300 | 6.230 | 7.190 | 0 | 9.660 | 6.440 | 7.590 | 7.860 | 7.400 | 5.970 | 4.060 | 3.400 | 3.5 | 4.220 | 4.390 | 4.360 | 4.080 | 3.720 | 3.520 | 4 | 4.320 | 4.380 | 4.670 | ||||||||||||||||||||||||||
Abbreviations: | 4365 obs | 2006 obs | 491 obs |