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Gilt Market

Gilt Market

Yields

This section includes data on the returns available from gilts as measured by redemption yields. The redemption yield of a gilt is a measure of the return implicit in its prevailing market price, assuming that the gilt is held to maturity and that all cash flows are reinvested back into the gilt.

The price and yields report includes daily close of business reference yields on all gilts since November 2002. In addition, historical average conventional gilt yields are provided, these being calculated as the average daily close of business yields for the prevailing short, medium, long and ultra-long dated benchmark gilts for each month since April 1998. Average daily yields for 2½% Consolidated Stock are available on an annual basis from 1727.

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