Bank of England Yield Curve
Retrieves the UK yield curves the Bank of England estimates daily from 1985, for maturities from 0.5 years to 40 years (25 years for OIS): the nominal spot curve of UK government bonds (gilts) and the spot curve of overnight index swaps on SONIA (OIS, from 2009). Unlike the par yields of 5, 10 and 20 years in get_government_bond_yield_curve, these are zero-coupon spot rates over the full range of maturities with history back to 1985.
The Bank of England’s real and implied inflation curves are part of economics.get_real_yield_curve and economics.get_breakeven_inflation_expectations (countries=’United Kingdom’).
No API key is needed. The archive is a set of large files, of which only those covering the requested years are read, and they are cached since past years do not change. Weekly and monthly periods take the curve on the last day of each period.
See definition: https://www.bankofengland.co.uk/statistics/yield-curves
Also known as: gilt curve, UK spot curve, SONIA OIS curve.
Bank of England Yield Curve in Python
Install the Finance Toolkit with:
pip install financetoolkit -U
Then call get_bank_of_england_yield_curve as shown below.
from financetoolkit import FixedIncome
fixedincome = FixedIncome(start_date='2026-04-01', end_date='2026-09-30')
fixedincome.get_bank_of_england_yield_curve(period='monthly')[
['1Y', '3Y', '5Y', '10Y', '20Y', '30Y']
]
Which returns:
| 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | |
|---|---|---|---|---|---|---|
| 2026-04 | 0.0426 | 0.0433 | 0.0447 | 0.0506 | 0.0573 | 0.0581 |
| 2026-05 | 0.0403 | 0.0414 | 0.043 | 0.0486 | 0.0555 | 0.0563 |
| 2026-06 | 0.0402 | 0.041 | 0.0427 | 0.0483 | 0.0552 | 0.0561 |
| 2026-07 | 0.0417 | 0.0438 | 0.0456 | 0.051 | 0.058 | 0.0589 |
| 2026-08 | 0.0418 | 0.0441 | 0.046 | 0.0514 | 0.0582 | 0.0591 |
| 2026-09 | 0.0442 | 0.0478 | 0.0494 | 0.054 | 0.0598 | 0.06 |
Parameters
The function accepts the following parameters:
- curve (str, optional): “nominal” or “ois”. Defaults to “nominal”.
- period (str, optional): Whether to return the daily, weekly or monthly data. Defaults to “daily”.
- rounding (int | None, optional): The number of decimals to round the results to. Defaults to None.
- growth (bool, optional): Whether to return the growth data or the actual data. Defaults to False.
- lag (int, optional): The number of periods to lag the growth data by. Defaults to 1.
- standardize (bool, optional): Whether to standardize (Z-Score) the result. When combined with growth=True, standardizes the growth values instead of the raw values. Defaults to False.