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英国国债(gilts)收益率曲线:名义、实际与OIS

英格兰银行按月全面呈现英国利率收益率曲线结构:包括自1970年以来的拟合名义国债收益率曲线、自1985年以来由指数挂钩国债拟合的实际收益率曲线、反映两者利差的隐含通胀曲线,以及隔夜指数掉期(OIS)曲线——后者几乎不含信用或期限溢价,是反映市场对央行基准利率(Bank Rate)预期最纯净的指标。英格兰银行自身的数据库仅公布少数几个到期期限;而本数据则是构建这些期限指标的完整收益率曲面。

来源: 英格兰银行 — 统计与研究数据集最后更新: 整理维护 Bui Thanh Phuc

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指标08-202607-202606-202605-202604-202603-202602-202601-202612-202511-202510-202509-202508-202507-202506-202505-202504-202503-202502-202501-202512-202411-202410-202409-202408-202407-202406-202405-202404-202403-202402-202401-202412-202311-202310-202309-202308-2023
名义英国国债(gilts)收益率12
6个月4.054.013.863.823.9543.453.483.643.833.814.144.024.224.464.44.524.384.294.724.634.714.774.964.935.014.96
1年4.184.174.024.034.264.253.423.553.553.643.653.863.833.783.583.743.553.933.964.074.314.224.394.164.224.354.584.74.724.544.624.444.34.724.794.874.97
2年4.324.34.054.094.324.283.423.633.633.623.633.853.793.73.673.853.63.993.954.014.24.074.243.853.964.024.334.474.534.174.323.993.734.374.534.594.8
3年4.414.384.14.144.334.293.493.723.713.673.673.893.833.733.73.913.654.033.974.034.1844.183.743.833.854.154.314.363.954.143.763.464.174.394.424.63
5年4.64.564.274.34.474.413.723.973.943.883.854.094.043.933.874.073.824.164.074.134.223.974.173.723.763.743.994.154.193.753.973.63.314.014.294.274.38
7年4.814.774.494.524.74.623.984.254.24.154.14.364.344.24.124.34.074.354.224.284.344.044.243.83.83.7944.144.183.743.953.633.354.014.334.264.27
10年5.145.14.834.865.064.944.354.634.574.534.484.764.774.64.514.674.454.664.484.544.574.234.413.993.973.974.154.274.323.894.073.843.584.184.514.394.29
15年5.585.555.275.35.55.364.815.085.024.994.955.265.315.125.015.154.955.074.854.914.924.554.74.334.294.324.474.574.624.234.384.253.994.524.844.714.51
20年5.825.85.525.555.735.575.075.325.245.235.215.545.625.415.35.45.235.295.065.115.134.754.874.574.494.534.664.744.84.434.564.494.194.75.014.894.63
25年5.925.95.625.645.825.655.175.415.325.325.315.665.775.525.415.55.335.365.135.175.184.814.914.654.564.64.74.784.834.464.594.534.24.725.024.924.61
30年5.915.895.615.635.815.635.185.415.315.325.315.665.795.525.425.495.325.345.125.145.154.784.884.644.554.584.664.744.784.424.554.494.144.654.954.854.51
40年5.615.595.355.345.535.374.955.165.045.075.065.345.455.225.125.194.975.024.844.854.94.554.644.434.374.384.444.524.554.234.334.283.934.44.74.614.24
实际(指数挂钩)英国国债(gilts)收益率10
2.5年0.420.490.45-0.01-0.31-0.480.080.180.640.460.60.530.510.30.370.16-0.08-0.16-0.010.320.150.250.120.30.130.160.060.620.250.140.840.90.871.55
3年0.570.640.580.19-0.06-0.210.20.330.710.560.650.630.590.390.470.30.0400.1-0.090.30.050.30.110.190.070.270.120.160.010.490.140.020.70.820.751.34
5年1.051.1210.750.610.50.580.761.030.910.940.970.910.730.80.750.450.480.440.290.560.270.410.160.20.10.30.20.25-0.010.340.06-0.110.510.720.570.88
7年1.421.481.341.131.060.950.91.091.31.21.221.271.221.041.081.080.780.820.720.60.790.470.590.320.330.250.410.340.390.090.390.18-0.030.540.780.590.75
10年1.841.881.721.551.541.421.261.461.621.551.561.661.641.441.431.471.191.211.050.961.090.750.840.590.580.510.630.580.630.320.570.450.210.710.950.760.77
15年2.272.32.121.982.031.871.641.861.941.921.912.092.131.911.851.921.71.661.481.411.481.131.180.960.940.880.980.9510.70.90.860.581.031.261.090.97
20年2.472.52.312.212.272.11.832.062.082.112.082.332.412.172.092.182.011.931.751.681.731.381.391.211.181.141.231.211.270.971.141.150.841.251.481.341.14
25年2.532.562.362.282.362.171.892.122.122.172.122.412.532.282.192.282.142.051.881.821.861.511.51.351.31.281.361.351.411.111.251.30.971.361.581.471.21
30年2.492.522.322.262.342.141.862.082.082.152.072.392.522.262.172.272.152.061.911.851.881.541.511.381.341.311.41.391.451.161.281.3411.381.61.491.19
40年2.232.262.082.022.111.911.641.821.871.951.842.132.292.021.942.021.881.851.721.691.721.391.361.261.231.21.271.271.351.051.141.230.871.241.451.340.99
隐含通胀率10
2.5年3.953.853.624.124.644.763.373.493.033.173.053.323.293.413.313.723.74.173.973.893.633.633.83.934.254.283.983.63.613.433.423.553.623.16
3年3.843.743.523.944.394.493.293.433.113.023.263.243.343.233.613.614.033.874.123.873.953.883.633.643.783.884.194.23.943.653.623.453.473.573.673.29
5年3.553.443.273.553.863.913.133.212.912.982.913.123.133.23.073.323.373.683.623.833.663.73.753.563.563.643.693.953.943.763.633.533.423.53.573.73.5
7年3.393.293.153.393.643.663.083.162.92.952.883.083.113.163.043.223.293.533.513.683.553.573.653.483.473.543.593.83.793.653.563.453.383.473.553.663.52
10年3.33.223.113.313.523.533.093.162.962.982.923.113.133.163.083.23.263.453.433.583.483.483.573.43.393.473.523.693.683.573.53.393.373.473.563.633.53
15年3.313.253.153.323.483.483.173.223.083.073.043.173.183.213.163.223.253.43.373.53.453.423.523.373.353.443.493.613.623.533.483.393.43.493.583.623.54
20年3.353.33.213.343.463.483.233.263.163.123.133.213.213.243.213.233.233.363.313.433.43.373.483.353.313.393.433.533.533.463.423.343.353.453.533.553.49
25年3.393.343.263.363.463.483.283.33.23.153.193.253.243.253.233.223.193.313.253.353.323.33.423.33.263.323.343.433.423.353.343.243.243.363.443.453.4
30年3.413.373.293.373.473.493.323.333.233.173.243.273.273.263.253.223.183.283.213.283.273.243.363.263.223.263.273.353.333.273.273.153.143.283.353.363.32
40年3.373.333.273.323.423.463.313.343.173.123.213.213.163.23.183.173.13.173.113.163.173.153.283.173.143.173.173.253.213.183.193.053.063.163.263.273.25
隔夜指数掉期(OIS)利率10
6个月3.93.883.813.843.973.953.463.63.613.673.743.93.93.893.954.13.974.244.284.334.514.54.554.594.694.8755.15.075.035.115.045.075.185.245.315.52
1年4.14.073.913.964.194.13.353.493.493.533.583.793.793.743.733.933.724.14.14.174.384.284.354.214.384.594.784.944.924.764.894.74.635.055.165.35.59
2年4.274.233.984.024.264.163.313.493.453.473.493.733.73.633.583.793.5643.964.024.214.064.23.844.054.214.444.644.694.334.524.163.964.684.95.065.41
3年4.324.273.994.034.234.123.353.573.53.493.493.733.73.623.563.763.523.973.93.944.113.924.113.73.873.954.194.44.474.044.263.853.624.44.684.815.11
5年4.384.344.034.084.254.113.493.733.623.593.573.83.793.73.623.813.573.963.853.883.993.773.993.563.693.683.914.14.173.743.953.583.324.114.424.54.66
7年4.484.444.134.184.344.193.643.893.773.723.73.923.933.833.763.923.74.013.873.893.973.723.943.533.623.63.813.984.043.623.813.53.223.994.324.344.39
10年4.664.634.334.384.534.373.884.1343.953.924.154.194.063.994.123.924.153.953.974.033.743.963.583.643.623.813.954.013.63.773.533.243.964.294.264.19
15年4.954.914.624.664.824.644.214.454.34.264.234.474.544.394.34.44.224.354.124.144.173.844.053.723.753.753.94.024.073.673.823.663.344.014.334.254.07
20年5.125.084.84.834.984.794.44.634.484.444.414.664.754.574.484.554.374.464.224.224.253.94.093.83.813.813.944.044.093.73.843.723.384.014.334.233.99
25年5.185.144.864.895.034.834.474.74.544.54.474.734.834.634.534.594.424.484.234.234.243.884.073.83.83.813.934.024.063.683.813.713.373.984.284.173.9

最新值

本页序列为月度,时间跨度从1970年7月至2026年8月。来源:英格兰银行 — 统计与研究数据集。

常见问题

英国国债(gilts)收益率曲线:名义、实际与OIS的最新值是多少?
6个月在2026年8月为4.05%。较2026年7月持平。
英国国债(gilts)收益率曲线:名义、实际与OIS的数据可追溯至何时?
本页序列为月度,时间跨度从1970年7月至2026年8月。来源:英格兰银行 — 统计与研究数据集。本数据表中的每个序列均可查看全历史图表,并支持下载为CSV或Excel格式。
英国国债收益率曲线表展示了什么?
该表展示了英格兰银行拟合的英国国债收益率曲线,涵盖名义国债(gilts)、实际通胀挂钩国债、隐含通胀率以及隔夜指数掉期(OIS)从6个月到40年各期限的年化收益率。
英国收益率曲线数据集多久更新一次?
英格兰银行按月发布这些拟合的英国收益率曲线序列,历史数据始于1970年。
英国国债收益率曲线包含哪些期限?
该序列涵盖曲线上的基准期限,包括6个月和1年等短期限,5年和10年等中期期限,以及长达40年的长期期限。
英国隐含通胀率曲线是如何推导出来的?
英格兰银行将拟合的名义国债收益率曲线与通胀挂钩国债推导出的实际收益率曲线之间的利差,计算为英国隐含通胀率曲线。