Data Coverage
Every series we carry, refreshed by scheduled jobs from the source regulator. Numbers below are live — counted on every page load.
| Module | What's in it | Records | Latest |
|---|---|---|---|
|
PRA Spreads
|
PRA fundamental spreads by credit quality and tenor for Matching Adjustment calculations | 26,040 | 2026-08-31 |
|
BoE Curves
|
Bank of England yield curves: Gilt nominal, OIS, inflation, and risk-free rates | 127,608 | 2026-09-14 |
|
ONS Inflation
|
ONS inflation indices (RPI, CPI, CPIH, RPIX + annual rates) | 4,321 | 2026-07-01 |
|
BoE Rates
|
SONIA, Bank Rate, and FX rates from the Bank of England | 35,974 | 2026-09-15 |
|
ONS Life Tables
|
UK national period life tables — mortality rates, life expectancy by age and sex | 8,686 | 2022-2024 |
| Total | 5 modules | 202,629 |
Series we serve
Eighteen series across five modules. Each is callable as =ALM.* in Excel and as a REST endpoint.
Yield Curves
- UK Gilt Nominal
- OIS (SONIA-implied)
- UK Inflation
- Solvency II RFR — UK
- Solvency II RFR — EUR
- Solvency II RFR — USD
- Solvency II RFR — CAD
Rates & FX
- SONIA (daily rate)
- Bank Rate
- FX (22 GBP pairs)
Inflation
- RPI (index level + YoY)
- CPI (index level + YoY)
- CPIH (index level + YoY)
- RPIX (index level)
PRA
- Fundamental Spreads (CQS × tenor × ccy × sector)
Mortality
- ONS National Period Life Tables (qx, lx, ex)
Sources
- Bank of England
- Office for National Statistics
- Prudential Regulation Authority
Solvency II RFR is the EIOPA-compiled set, ingested via the BoE / PRA mirror.
How fresh is the data?
Each series tracks the publication cadence of its source.
- Daily
- SONIA, Bank Rate, FX, and BoE yield curves (Gilt Nominal, OIS, Inflation).
- Monthly
- RPI, CPI, CPIH, RPIX (and their annual rates). Solvency II RFR. PRA Fundamental Spreads.
- Annual
- ONS National Period Life Tables.
Need a series we don't carry?
If we already pull from the source publication and you need a sibling series, we'll usually add it.