7.1E British government securities:yield curve data. { total observations, n=4365 }8
UK National Statistics titles: [ fsf_doc.txt| ES mirror ] data: [ fsf (index ) | mirror fsf ]
|
| Code
| Variable ( skkd )
| Mthly
| Qtrly
| Yrly
| Monthly Range | 2006 dec | 2007 jan | 2007 feb | 2007 mar | 2007 apr | 2007 may | 2007 jun | 2007 jul | 2007 aug | 2007 sep | 2007 oct | 2007 nov | 2007 dec | 2008 jan | 2008 feb | 2008 mar | 2008 apr | 2008 may | 2008 jun | 2008 jul | 2008 aug | 2008 sep | 2008 oct | 2008 nov | 2008 dec | 2009 jan | 2009 feb | 2009 mar | 2009 apr | 2009 may | 2009 jun | 2009 jul | 2009 aug | 2009 sep | 2009 oct | 2009 nov | 2009 dec | 2010 jan | 2010 feb | 2010 mar | 2010 apr | 2010 may | 2010 jun | 2010 jul | 2010 aug | 2010 sep | 2010 oct | 2010 nov | 2010 dec | 2011 jan | 2011 feb | 2011 mar | 2011 apr | 2011 may | 2011 jun
|
1
| SNZC
| 5622. Nominal zero coupon yields 5 years
| NSA nominal
| 354 obs
| 118 obs
| 29 obs
| 1982 to 2011 Jun
| 4.910
| 5.150
| 4.970
| 5.130
| 5.190
| 5.450
| 5.630
| 5.350
| 5.120
| 4.980
| 4.940
| 4.570
| 4.410
| 4.300
| 4.200
| 3.950
| 4.440
| 4.940
| 5.170
| 4.770
| 4.410
| 4.210
| 3.970
| 3.370
| 2.710
| 2.880
| 2.620
| 2.450
| 2.590
| 2.720
| 2.970
| 3.080
| 2.690
| 2.680
| 2.770
| 2.660
| 2.980
| 2.940
| 2.780
| 2.790
| 2.750
| 2.410
| 2.210
| 2.230
| 1.7600
| 1.8100
| 1.8800
| 2.030
| 2.310
| 2.590
| 2.650
| 2.660
| 2.450
| 2.250
| 2.200
|
2
| MNZC
| 5623. Nominal zero coupon yields 10 years
| NSA nominal
{ 2nd }
| 2595 obs
| 1416 obs
| 346 obs
| 0 to 2011 Jun
| 4.630
| 4.860
| 4.680
| 4.850
| 4.930
| 5.130
| 5.360
| 5.120
| 4.930
| 4.950
| 4.870
| 4.640
| 4.520
| 4.490
| 4.530
| 4.420
| 4.730
| 5
| 5.170
| 4.840
| 4.520
| 4.510
| 4.710
| 4.030
| 3.410
| 4.090
| 3.820
| 3.310
| 3.640
| 3.810
| 3.700
| 3.910
| 3.630
| 3.710
| 3.770
| 3.700
| 4.200
| 4.110
| 4.240
| 4.180
| 4.100
| 3.790
| 3.590
| 3.570
| 3.020
| 3.150
| 3.300
| 3.460
| 3.620
| 3.880
| 3.890
| 3.900
| 3.710
| 3.570
| 3.670
|
3
| LNZC
| 5624. Nominal zero coupon yields 20 years
| NSA nominal
| 354 obs
| 118 obs
| 29 obs
| 1982 to 2011 Jun
| 4.250
| 4.420
| 4.310
| 4.470
| 4.550
| 4.700
| 4.890
| 4.660
| 4.550
| 4.640
| 4.590
| 4.520
| 4.390
| 4.420
| 4.5
| 4.600
| 4.710
| 4.830
| 4.900
| 4.740
| 4.600
| 4.690
| 4.930
| 4.570
| 4.070
| 4.700
| 4.720
| 4.260
| 4.580
| 4.710
| 4.570
| 4.740
| 4.110
| 4.150
| 4.280
| 4.240
| 4.590
| 4.530
| 4.770
| 4.660
| 4.630
| 4.480
| 4.380
| 4.5
| 3.940
| 4.010
| 4.300
| 4.400
| 4.330
| 4.580
| 4.520
| 4.510
| 4.340
| 4.310
| 4.5
|
4
| AJRM
| 5625. Nominal forward rates 5 years
| NSA nominal
| 354 obs
| 118 obs
| 29 obs
| 1982 to 2011 Jun
| 4.600
| 4.820
| 4.620
| 4.840
| 4.890
| 5.090
| 5.400
| 5.140
| 4.960
| 5.040
| 4.870
| 4.750
| 4.660
| 4.570
| 4.690
| 4.430
| 4.740
| 4.930
| 5.190
| 4.800
| 4.450
| 4.550
| 5.160
| 4.360
| 3.940
| 4.780
| 4.290
| 3.570
| 3.930
| 4.080
| 3.910
| 4.270
| 4.020
| 4.170
| 4.250
| 4.280
| 4.860
| 4.770
| 4.950
| 4.850
| 4.740
| 4.350
| 4.100
| 4.040
| 3.380
| 3.540
| 3.680
| 3.900
| 4.150
| 4.470
| 4.430
| 4.420
| 4.230
| 4.020
| 4.120
|
5
| AJRN
| 5626. Nominal forward rates 10 years
| NSA nominal
| 354 obs
| 118 obs
| 29 obs
| 1982 to 2011 Jun
| 4.190
| 4.350
| 4.210
| 4.370
| 4.480
| 4.590
| 4.810
| 4.630
| 4.540
| 4.740
| 4.680
| 4.630
| 4.510
| 4.660
| 4.850
| 5.210
| 5.180
| 5.150
| 5.110
| 5.030
| 4.810
| 5.040
| 5.510
| 5
| 4.350
| 5.430
| 5.490
| 4.830
| 5.390
| 5.630
| 5.130
| 5.280
| 4.880
| 5
| 5.070
| 5
| 5.580
| 5.440
| 5.900
| 5.780
| 5.710
| 5.560
| 5.400
| 5.430
| 4.830
| 4.980
| 5.330
| 5.460
| 5.310
| 5.5
| 5.410
| 5.440
| 5.290
| 5.340
| 5.660
|
6
| AJRO
| 5627. Nominal forward rates 20 years
| NSA nominal
| 354 obs
| 118 obs
| 29 obs
| 1982 to 2011 Jun
| 3.520
| 3.650
| 3.600
| 3.760
| 3.840
| 3.890
| 4.020
| 3.770
| 3.800
| 4
| 3.990
| 4.140
| 4
| 4.050
| 4.090
| 4.090
| 4.030
| 3.940
| 3.990
| 3.990
| 4.220
| 4.450
| 4.470
| 4.490
| 4.320
| 4.950
| 5.050
| 5.100
| 5.070
| 5.280
| 5.120
| 5.210
| 4.480
| 4.270
| 4.350
| 4.330
| 4.380
| 4.430
| 4.780
| 4.670
| 4.680
| 4.670
| 4.740
| 5.100
| 4.600
| 4.620
| 5.010
| 4.920
| 4.670
| 4.980
| 4.880
| 4.770
| 4.620
| 4.620
| 4.810
|
| Abbreviations:
| 4365 obs
| 2006 obs
| 491 obs
|
|