FTSE Gilt Yields

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.

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sylvian stone
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Terry Harper

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