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UK Market Monitor Q3 2024

There was little change in nominal and real gilt yields over the quarter. The average reduction was c14 bps for the nominal yield curve, and c8 bps for the real yield curve.

European Market Monitor Q3 2024

Inflation has fallen over 2024 to a level where the European Central Bank has started cutting policy rates – two 25bps cuts in June and September so far this year.

UK Market Monitor Q2 2024

We saw an upward move in both nominal and real gilt yields over the quarter. The nominal curve increased by an average of 26 basis points (bps), while the real curve increased by 31 bps.

UK Market Monitor Q1 2024

Real and nominal Gilt yields both increased over the quarter. Real yields averaged an increase of circa 15 bps, while nominal yields increased by circa 30bps. This led to a commensurately higher break-even inflation rate.

European Market Monitor Q4 2023

Higher interest rates have had the desired effect of reducing inflation prints, while also reducing economic growth. Secure income real assets remain attractive to investors seeking long-dated inflation-linked income to meet liabilities and diversify their portfolios.

UK Market Monitor Q4 2023

Both Real and Nominal gilt yields decreased across all tenors. The nominal curve has dropped by almost one point percent, whereas the real curve by c.50bps.

UK Market Monitor Q3 2023

Over the quarter, long dated Real and Nominal Gilt yields increased by at least c.30bps, for the longest maturities the increase was as high as c.50bps.

European Market Monitor Q2 2023

We continue to observe higher inflation prints and the economic outlook remains uncertain. In this environment, secure income real assets are increasingly attractive to investors seeking long-dated, inflation-linked income to meet liabilities and diversify their portfolios.

UK Market Monitor Q2 2023

Yields on Nominal and Real Gilts substantially increased across all maturities over Q2 2023. Nominal rates increased by c130bps at 5Y maturity while at longer maturities increases were between 60 to 80bps.

UK Market Monitor Q1 2023

Real Gilt yields decreased c.26bps across the curve. The change in Nominal Gilts yields was more varied across maturities. The short end (3Y) remained broadly unchanged.