The yield on 5 Year TIPS Yield rose to 1.49% on March 27, 2026, marking a 0.03 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.40 points and is 0.15 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for the United States 5 Year TIPS Yield.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (DFII5) from 2003-01-02 to 2026-03-26 about TIPS, maturity, Treasury, securities, interest rate, interest, 5-year, real, rate, and USA.

The yield on 10 Year TIPS Yield rose to 2.12% on March 27, 2026, marking a 0.05 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.36 points and is 0.24 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for the United States 10 Year TIPS Yield.

View market daily updates and historical trends for 5 Year TIPS/Treasury Breakeven Rate. from United States. Source: Federal Reserve. Track economic data …

TIPS Yield: Constant Maturity: Inflation Indexed: MA: 5 Years data was reported at 1.100 % pa in Nov 2018. This records an increase from the previous number of 1.010 % pa for Oct 2018. TIPS Yield: Constant Maturity: Inflation Indexed: MA: 5 Years data is updated monthly, averaging 0.450 % pa from Jan 2003 (Median) to Nov 2018, with 191 observations. The data reached an all-time high of 3.690 % pa in Nov 2008 and a record low of -1.470 % pa in Oct 2012. TIPS Yield: Constant Maturity: Inflation Indexed: MA: 5 Years data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M008: Treasury Securities Yields.

View market daily updates and historical trends for 5 Year Treasury Inflation-Indexed Security Rate. from United States. Source: Federal Reserve. Track ec…

5-Year TIPS Yield - Historical chart and current data through 2026.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (DFII30) from 2010-02-22 to 2026-03-26 about TIPS, 30-year, maturity, Treasury, securities, interest rate, interest, real, rate, and USA.

Overview with Chart & Report: 5-Year TIPS Auction represents the percentage yield of Treasury Inflation-Protected Securities having maturity of five years. The difference between the yield of TIPS and that of standard Treasury

These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. Dataset updated daily every weekday.

Graph and download economic data for 5-Year 0.125% Treasury Inflation-Indexed Bond, Due 4/15/2025 (DISCONTINUED) (DTP5A25) from 2020-06-30 to 2025-04-14 about fees, notes, TIPS, bonds, Treasury, 5-year, and USA.

Track real-time 5 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

Track real-time 10 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

Ten-Year TIPS Yields versus Real Yields is a part of the Inflation Expectations indicator of the Federal Reserve Bank of Cleveland.

Treasury Inflation Protected Securities (TIPS) issued by the U.S. Treasury and Consumer Price Index (CPI) numbers released by the Bureau of Labor Statistics (BLS).

The yield on US 5 Year Note Bond Yield eased to 4.08% on March 27, 2026, marking a 0.02 percentage points decrease from the previous session. Over the past month, the yield has edged up by 0.47 points and is 0.10 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 5 Year Note Yield - values, historical data, forecasts and news - updated on March of 2026.

Track real-time 20 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

View market daily updates and historical trends for 10-2 Year Treasury Yield Spread. from United States. Source: Department of the Treasury. Track economi…

Graph and download economic data for Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (DFII20) from 2004-07-27 to 2026-03-26 about 20-year, TIPS, maturity, Treasury, securities, interest rate, interest, real, rate, and USA.

As of July 22, 2025, the yield for a ten-year U.S. government bond was 4.38 percent, while the yield for a two-year bond was 3.88 percent. This represents an inverted yield curve, whereby bonds of longer maturities provide a lower yield, reflecting investors' expectations for a decline in long-term interest rates. Hence, making long-term debt holders open to more risk under the uncertainty around the condition of financial markets in the future. That markets are uncertain can be seen by considering both the short-term fluctuations, and the long-term downward trend, of the yields of U.S. government bonds from 2006 to 2021, before the treasury yield curve increased again significantly in the following years. What are government bonds? Government bonds, otherwise called ‘sovereign’ or ‘treasury’ bonds, are financial instruments used by governments to raise money for government spending. Investors give the government a certain amount of money (the ‘face value’), to be repaid at a specified time in the future (the ‘maturity date’). In addition, the government makes regular periodic interest payments (called ‘coupon payments’). Once initially issued, government bonds are tradable on financial markets, meaning their value can fluctuate over time (even though the underlying face value and coupon payments remain the same). Investors are attracted to government bonds as, provided the country in question has a stable economy and political system, they are a very safe investment. Accordingly, in periods of economic turmoil, investors may be willing to accept a negative overall return in order to have a safe haven for their money. For example, once the market value is compared to the total received from remaining interest payments and the face value, investors have been willing to accept a negative return on two-year German government bonds between 2014 and 2021. Conversely, if the underlying economy and political structures are weak, investors demand a higher return to compensate for the higher risk they take on. Consequently, the return on bonds in emerging markets like Brazil are consistently higher than that of the United States (and other developed economies). Inverted yield curves When investors are worried about the financial future, it can lead to what is called an ‘inverted yield curve’. An inverted yield curve is where investors pay more for short term bonds than long term, indicating they do not have confidence in long-term financial conditions. Historically, the yield curve has historically inverted before each of the last five U.S. recessions. The last U.S. yield curve inversion occurred at several brief points in 2019 – a trend which continued until the Federal Reserve cut interest rates several times over that year. However, the ultimate trigger for the next recession was the unpredicted, exogenous shock of the global coronavirus (COVID-19) pandemic, showing how such informal indicators may be grounded just as much in coincidence as causation.