Index Ratio Data for Index-linked Gilts with a 3-month Indexation Lag

Report Overview

The Reference RPI series and Index Ratio series shown on the following pages should not be taken as definitive and the DMO accepts no responsibility for the accuracy of the values shown. If users need the Reference RPI or Index Ratio for a specific date they are strongly advised to calculate their own values using the definitive methodology described in the latest version of the DMO publication “Formulae for Calculating Gilt Prices from Yields”, an electronic copy of which is available on this website.

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Note:

1 The Reference RPI series and Index Ratio series shown above should not be taken as definitive and the DMO accepts no responsibility for the accuracy of the values shown. If users need the Reference Index or Index Ratio for a specific date they are strongly advised to calculate their own values using the definitive methodology described in the latest version of the DMO publication “Formulae for Calculating Gilt Prices from Yields”, an electronic copy of which is available on this website.

2 This data set is extended each time a new index-linked gilt is issued and also when a new RPI figure is published by the Office for National Statistics.

3 If two successive monthly RPI values are identical, the daily index-ratios for 3-month lag gilts, as fixed by the second RPI value, will be unchanged and constant from the last of those fixed by the previous RPI value (e.g. if the June RPI is the same as that in May, the index ratios from 1 August to 1 September will be constant.