Index-Linked Gilts Explained: How UK Inflation-Protected Government Bonds Work
On 12 May 2026 the UK 10-year nominal gilt yields 5.07%. The 10-year index-linked equivalent locks in 1.65% above RPI. RPI is running at 4.1%. The implied breakeven inflation rate sits at 3.42% — and that is the single number any UK saver weighing cash, conventional gilts, or linkers should care about right now. Index-linked gilts are the only sterling asset that prices a government-backed real return. Not a nominal coupon you hope keeps up with prices — a guaranteed return above whatever RPI does for the next decade. That is a categorically different instrument from a cash ISA, where the nominal headline rate is fixed and the real return is whatever inflation leaves you. At 1.65% real, today's linker is paying its highest entry yield in 16 years. The complications are real. Linkers settle at a dirty price that bakes in years of accumulated inflation, the indexation lags by three months, prices on long-dated issues swing violently, and the 2030 RPI reform will switch the inflation measure to CPIH for any gilt maturing after that date. This guide covers the mechanics, today's full yield curve, two worked examples (cash ISA vs linker, short-dated vs long-dated linker), and the concrete decision framework — buy, hold, or pass.