Average Gilt Issuance Yields

Report Overview

This report shows the cash weighted average yield of gilt issuance for each financial year that the DMO has been in operation.

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

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Note:

1 In the calculation of the weighted average issue yield the weights used are the cash amounts raised for each issue. The real yields for index-linked issues have been converted into nominal yields using the Fisher Identity and a 3% inflation assumption.

2 Data are updated at the end of each financial year.