LONDON, Sept 26 (Reuters) - British government bond prices are on track for their biggest slump of any calendar month since at least 1957, according to a Reuters analysis of Refinitiv and Bank of England data.
The yield on the 10-year British government bond - which moves inversely to the price - is up 131 basis points so far this month, the biggest move on record in Refintiv records that go back to 1979.
The previous record was in September 1986, which saw a rise of 126 basis points.
The rise is larger than any seen in BoE records dating back to 1970 for 10-year zero coupon yields - for which monthly moves line up with the Refinitiv 10-year gilt series with a high degree of accuracy.
The jump in yields is also greater than any monthly move in the BoE's series for 10-year British government stock that runs from 1957 to 1970. (Reporting by Andy Bruce; editing by David Milliken)