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United Kingdom 5-Year Index-Linked Treasury Gilt Auction fell to 1.04% in September 2024, released October 2024, down 0.01% from August's 1.05% reading.
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| GBP/USD | ▲ Direct | +0.50 | FOREX | Moves with | → View |
| EUR/GBP | ▼ Inverse | −0.45 | FOREX | Moves against | → View |
| GBP/JPY | ▲ Direct | +0.40 | FOREX | Moves with | → View |
| FTSE 100 | ▲ Direct | +0.35 | INDEX | Moves with | → View |
| XAU/USD | ▼ Inverse | −0.30 | COMMODITIES | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
5-Year Index-Linked Treasury Gilt Auction (United Kingdom) was reported at 1.04% in October 2024. The reading fell from the previous value of 1.05%.
Historically, this indicator is positively correlated with GBP/USD (Bullish GBP). A secondary relationship exists with EUR/GBP, negatively correlated (Bearish EUR).
Same-country events in the next 14 days include CBI Industrial Trends Orders (Aug 20) and Consumer Confidence (Aug 20).
Auto-generated from current model state · Refreshes on each release · Last update October 2024.
The 5-Year Index-Linked Treasury Gilt Auction is a financial indicator that measures the demand and yield for UK government bonds with a maturity of five years. These bonds are linked to the UK Retail Price Index, providing investors with protection against inflation. The auction process allows the government to raise funds by selling these bonds to investors, while also providing a benchmark for interest rates and inflation expectations in the market. This indicator is closely monitored by investors and analysts as it reflects the confidence in the UK economy and the government's ability to manage inflation.
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. The release is more useful as part of a longer-run signal than as a single-print catalyst. Released monthly.
Latest reading (Oct 2024): actual 1.044 %.
This indicator correlates most strongly with GBP/USD (Bullish GBP, r=0.50) — a useful reference for forex-focused traders.
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| Tuesday, August 18, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 06:00 | HMRC Payrolls Change | -13 | -13 | 5 | -4.00 | Low | |
| 06:00 | Average Earnings excl. Bonus | 3.5 | 3.4 | 3.4 | 3.45 | Low | |
| 06:00 | Employment Change | 83 | 147 | 200 | 141.50 | Medium | |
| 06:00 | Average Earnings incl. Bonus | 4.1 | 4.4 | 4.1 | 4.10 | Medium | |
| 06:00 | Unemployment Rate | 4.9 | 4.9 | 4.8 | 4.85 | High | |
| 06:00 | Claimant Count Change | -11 | -6.4 | 11.2 | 0.10 | Low | |
| 08:30 | Labour Productivity QoQ | -0.8 | 1.1 | -0.5 | -0.65 | Low | |
| Wednesday, August 19, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 06:00 | Core Inflation Rate MoM | 0.2 | 0.3 | 0.1 | 0.10 | Low | |
| 06:00 | PPI Output YoY | 3.1 | 3.5 | 3.2 | 3.48 | Low | |
| 06:00 | Retail Price Index YoY | 3.2 | 3 | 3.3 | 3.13 | Low | |
| 06:00 | PPI Core Output MoM | 0.6 | 0.5 | 0.5 | 0.63 | Low | |
| 06:00 | PPI Output MoM | 0.2 | -0.1 | 0.2 | 0.30 | Low | |
| 06:00 | Inflation Rate MoM | 0.3 | 0.1 | 0.3 | 0.25 | Medium | |
| 06:00 | Inflation Rate YoY | 2.9 | 2.6 | 2.9 | 2.85 | High | |
| 06:00 | PPI Input YoY | 4.9 | 7.4 | 6.6 | 6.63 | Low | |
| 06:00 | PPI Core Output YoY | 2.8 | 2.6 | 2.7 | 2.85 | Low | |
| 06:00 | Retail Price Index MoM | 0.6 | 0.3 | 0.8 | 0.58 | Low | |
| 06:00 | PPI Input MoM | -1.7 | -1.9 | 0 | -0.08 | Low | |
| 06:00 | Core Inflation Rate YoY | 2.6 | 2.6 | 2.5 | 2.50 | Medium | |
| 06:00 | Core CPI YoY | 2.6 | 2.6 | 2.5 | 2.55 | Low | |
| 06:00 | Core CPI MoM | 0.2 | 0.3 | 0.1 | 0.15 | Low | |
| 06:00 | CPI MoM | 0.3 | 0.1 | 0.3 | 0.25 | Medium | |
| 06:00 | CPI YoY | 2.9 | 2.6 | 2.9 | 2.88 | High | |
| 08:30 | House Price Index YoY | 2 | 2.7 | 1.9 | 1.95 | Low | |
| Thursday, August 20, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 10:00 | CBI Industrial Trends Orders | -45 | -40 | -40.50 | Medium | ||
| 23:01 | Consumer Confidence | -17 | -18 | -15.50 | Medium | ||
| Friday, August 21, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 06:00 | Retail Sales Ex Fuel YoY | 5.4 | 3.3 | 3.10 | Low | ||
| 06:00 | Retail Sales Ex Fuel MoM | 1.1 | -0.5 | -0.55 | Low | ||
| 06:00 | Public Sector Net Borrowing | -16 | 0 | -1.70 | Low | ||
| 06:00 | Retail Sales YoY | 4.2 | 2.2 | 2.10 | Medium | ||
| 06:00 | Retail Sales MoM | 1 | -0.5 | -0.85 | High | ||