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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=2006 }8 UK National Statistics titles: [ fsf_doc.txt| ES mirror ] data: [ fsf (index ) | mirror fsf ] | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Code | Variable ( skkd ) | Mthly | Qtrly | Yrly | Quarterly Range | 1997 iv | 1998 i | 1998 ii | 1998 iii | 1998 iv | 1999 i | 1999 ii | 1999 iii | 1999 iv | 2000 i | 2000 ii | 2000 iii | 2000 iv | 2001 i | 2001 ii | 2001 iii | 2001 iv | 2002 i | 2002 ii | 2002 iii | 2002 iv | 2003 i | 2003 ii | 2003 iii | 2003 iv | 2004 i | 2004 ii | 2004 iii | 2004 iv | 2005 i | 2005 ii | 2005 iii | 2005 iv | 2006 i | 2006 ii | 2006 iii | 2006 iv | 2007 i | 2007 ii | 2007 iii | 2007 iv | 2008 i | 2008 ii | 2008 iii | 2008 iv | 2009 i | 2009 ii | 2009 iii | 2009 iv | 2010 i | 2010 ii | 2010 iii | 2010 iv | 2011 i | 2011 ii | ||
1 | SNZC | 5622. Nominal zero coupon yields 5 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2011 II | 6.400 | 6.040 | 6.160 | 5.040 | 4.390 | 4.590 | 5.380 | 6.130 | 6.030 | 5.860 | 5.590 | 5.530 | 5.080 | 4.850 | 5.420 | 4.860 | 5.090 | 5.320 | 5.010 | 4.170 | 4.170 | 3.970 | 3.830 | 4.330 | 4.610 | 4.610 | 5.020 | 4.740 | 4.430 | 4.610 | 4.040 | 4.190 | 4.100 | 4.390 | 4.740 | 4.640 | 4.910 | 5.130 | 5.630 | 4.980 | 4.410 | 3.950 | 5.170 | 4.210 | 2.710 | 2.450 | 2.970 | 2.680 | 2.980 | 2.790 | 2.210 | 1.8100 | 2.310 | 2.660 | 2.200 |
2 | MNZC | 5623. Nominal zero coupon yields 10 years | NSA nominal { 2nd } | 2595 obs | 1416 obs | 346 obs | 0 to 2011 II | 6.180 | 5.780 | 5.650 | 4.790 | 4.320 | 4.540 | 5.100 | 5.600 | 5.360 | 5.150 | 5.070 | 5.140 | 4.780 | 4.740 | 5.240 | 4.900 | 5.030 | 5.260 | 4.980 | 4.400 | 4.400 | 4.360 | 4.270 | 4.570 | 4.770 | 4.710 | 5.040 | 4.790 | 4.490 | 4.640 | 4.150 | 4.250 | 4.050 | 4.340 | 4.650 | 4.450 | 4.630 | 4.850 | 5.360 | 4.950 | 4.520 | 4.420 | 5.170 | 4.510 | 3.410 | 3.310 | 3.700 | 3.710 | 4.200 | 4.180 | 3.590 | 3.150 | 3.620 | 3.900 | 3.670 |
3 | LNZC | 5624. Nominal zero coupon yields 20 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2011 II | 6.120 | 5.670 | 5.430 | 4.660 | 4.380 | 4.570 | 4.590 | 4.640 | 4.350 | 4.350 | 4.380 | 4.620 | 4.290 | 4.610 | 5.010 | 5.080 | 4.780 | 5.080 | 4.800 | 4.380 | 4.480 | 4.600 | 4.590 | 4.670 | 4.690 | 4.630 | 4.820 | 4.630 | 4.410 | 4.560 | 4.210 | 4.230 | 3.960 | 4.140 | 4.420 | 4.150 | 4.250 | 4.470 | 4.890 | 4.640 | 4.390 | 4.600 | 4.900 | 4.690 | 4.070 | 4.260 | 4.570 | 4.150 | 4.590 | 4.660 | 4.380 | 4.010 | 4.330 | 4.510 | 4.5 |
4 | AJRM | 5625. Nominal forward rates 5 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2011 II | 6.030 | 5.520 | 5.290 | 4.550 | 4.090 | 4.480 | 5.260 | 5.850 | 5.380 | 5.090 | 5.020 | 5.110 | 4.880 | 4.780 | 5.260 | 5.080 | 5.200 | 5.400 | 5.130 | 4.650 | 4.590 | 4.560 | 4.440 | 4.710 | 4.930 | 4.810 | 5.160 | 4.900 | 4.520 | 4.640 | 4.180 | 4.300 | 4.070 | 4.370 | 4.670 | 4.410 | 4.600 | 4.840 | 5.400 | 5.040 | 4.660 | 4.430 | 5.190 | 4.550 | 3.940 | 3.570 | 3.910 | 4.170 | 4.860 | 4.850 | 4.100 | 3.540 | 4.150 | 4.420 | 4.120 |
5 | AJRN | 5626. Nominal forward rates 10 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2011 II | 5.990 | 5.580 | 5.170 | 4.590 | 4.420 | 4.540 | 4.410 | 4.350 | 3.990 | 3.910 | 4.130 | 4.460 | 4.140 | 4.550 | 4.940 | 4.880 | 4.790 | 5.090 | 4.820 | 4.590 | 4.630 | 4.880 | 4.870 | 4.870 | 4.870 | 4.760 | 4.920 | 4.730 | 4.540 | 4.630 | 4.290 | 4.320 | 3.980 | 4.200 | 4.470 | 4.150 | 4.190 | 4.370 | 4.810 | 4.740 | 4.510 | 5.210 | 5.110 | 5.040 | 4.350 | 4.830 | 5.130 | 5 | 5.580 | 5.780 | 5.400 | 4.980 | 5.310 | 5.440 | 5.660 |
6 | AJRO | 5627. Nominal forward rates 20 years | NSA nominal | 354 obs | 118 obs | 29 obs | 1982 to 2011 II | 5.970 | 5.350 | 4.980 | 4.160 | 4.060 | 4.340 | 3.920 | 3.490 | 3.400 | 3.530 | 3.530 | 3.820 | 3.5 | 4.260 | 4.530 | 4.510 | 4.220 | 4.580 | 4.380 | 4.050 | 4.390 | 4.580 | 4.770 | 4.560 | 4.360 | 4.340 | 4.330 | 4.220 | 4.080 | 4.330 | 4.190 | 4.080 | 3.720 | 3.630 | 3.830 | 3.520 | 3.520 | 3.760 | 4.020 | 4 | 4 | 4.090 | 3.990 | 4.450 | 4.320 | 5.100 | 5.120 | 4.270 | 4.380 | 4.670 | 4.740 | 4.620 | 4.670 | 4.770 | 4.810 |
Abbreviations: | 4365 obs | 2006 obs | 491 obs |