Historical Average Daily Conventional Gilt Yields

Report Overview

This report provides average daily conventional gilt yields that have been calculated at benchmark maturities on a monthly basis since April 1998.

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Use of these data assumes compliance with the DMO's terms of use

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1 The historical monthly average gilt yields quoted on this page are simple averages of the close of business redemption yields for each month of the prevailing 5 (short), 10 (medium) and 30 year (long) benchmark gilts. From June 2005, ultra-long yields are reported - these are the simple averages of the close of business yields of the 50-year benchmark gilt. The DMO regards all gilts with a maturity of over 15 years as long - the distinction between long and ultra-long in this report is simply to distinguish between 30- and 50-year yields. Before April 1999, the long yields reported are simple averages of the close of business yields on the prevailing 20-year benchmark gilt.

2 Since 24 July 2017 the daily yields used in these calculations have been derived by the DMO from the Tradeweb FTSE Gilt Closing Prices. Prior to that, the yields were derived from the GEMMA reference prices.

3 The formulae used by the DMO to calculate these redemption yields appear in the paper "Formulae for Calculating Gilt Prices from Yields", an electronic copy of which is available on this website.

4 Although the DMO does not publish historical rates from its yield curve model, rates from the Bank of England's model are available. These can be accessed at: www.bankofengland.co.uk/statistics/yield-curves.