FTSE Gilt Yields

Aug 15, 2005 1 Replies

Hi,



I need to work out a financial formula, where one of the factors, "Y" is defined as:



Y=0.5 *(ILG5 +ILG0)and rounded to the nearest 0.2%,with an exact 0.1%rounded down.



Where:ILG5 is the real yield on the FTSE Actuaries Government Securities Index-linked Real Yields over 5 years assuming 5%inflation,and ILG0 is the real yield on the FTSE Actuaries Government Securities Index-linked Real Yields over 5 years assuming 0%inflation. The ILG0 and ILG5 yields to be used in the calculation of Y are the yields on the 15 February,or,where necessary,the previous working day.The rate of return Y must be updated on the following 6 April each year and used up to and including 5 April of the next year.


Now, does anyone know where you can find these yields dated 15 Feb



2005.

IS it the case that I need a subscription to a service such as FT or a FTSE feed, as this does not seem to be available anywhere.



Thanks SS.



Join the Discussion

Have something to add? Share your thoughts — no account required.

Didn't find your answer?

Ask the community — no account required