Graph and download economic data for 20-Year 2-1/2% Treasury Inflation-Indexed Bond, Due 1/15/2029 (DTP20J29) from 2010-01-04 to 2025-07-15 about 20-year, TIPS, bonds, Treasury, interest rate, interest, real, rate, and USA.

Graph and download economic data for 30-Year 3-5/8% Treasury Inflation-Indexed Bond, Due 4/15/2028 (DTP30A28) from 1998-04-13 to 2025-07-16 about TIPS, 30-year, bonds, Treasury, interest rate, interest, real, rate, and USA.

The average market yield on the United States Treasury's 10-year bond was **** percent during the second quarter of 2024. This rate was adjusted to reflect a constant maturity and also indexed to inflation, giving an idea of real returns for longer-term investments. The recent expected return was highest at the end of the end of the last quarter of 2024, and lowest in the second half of 2021, when it was negative.

This data set contains the simulated international inflation-linked bond return series used to create Table 4 (annual) and Table A.4 (monthly) of Swinkels (2018).

Inflation curves or Consumer Price Index (CPI) curves are the term structures of CPI rates at different maturities. They are essential for pricing inflation securities and derivatives.

The most popular inflation products are inflation linked bonds, zero coupon inflation swaps, inflation swaps, and inflation caps/floors.

Unfortunately forward CPI rates are not market observable. But they can be derived/implied from inflation instruments.

FinPricing bootstraps inflation curve from a number of inflation instruments that are the most liquid inflation products at certain maturities.

Iceland Government Debt: Domestic: Marketable: Inflation Linked Treasury Bonds data was reported at 206,180.000 ISK mn in Oct 2018. This records an increase from the previous number of 205,687.000 ISK mn for Sep 2018. Iceland Government Debt: Domestic: Marketable: Inflation Linked Treasury Bonds data is updated monthly, averaging 64,633.000 ISK mn from May 2000 (Median) to Oct 2018, with 220 observations. The data reached an all-time high of 206,180.000 ISK mn in Oct 2018 and a record low of 13,037.000 ISK mn in Nov 2007. Iceland Government Debt: Domestic: Marketable: Inflation Linked Treasury Bonds data remains active status in CEIC and is reported by Government Debt Management . The data is categorized under Global Database’s Iceland – Table IS.F010: Central Government Debt . Since April 2010, securities issued by the Treasury of Iceland have been standardise the names in accordance with whether or not they are inflation-indexed to coordinate them with common usage abroad. Treasury Bonds is now called Indexed (Inflation-Linked) Bonds.

Sweden Central Govt Debt: Treasury Bonds: ow Inflation Linked Bonds data was reported at 209,874.000 SEK mn in Oct 2018. This records an increase from the previous number of 208,132.000 SEK mn for Sep 2018. Sweden Central Govt Debt: Treasury Bonds: ow Inflation Linked Bonds data is updated monthly, averaging 0.000 SEK mn from Jan 1970 (Median) to Oct 2018, with 586 observations. The data reached an all-time high of 227,047.000 SEK mn in Sep 2008 and a record low of 0.000 SEK mn in Dec 1994. Sweden Central Govt Debt: Treasury Bonds: ow Inflation Linked Bonds data remains active status in CEIC and is reported by Statistics Sweden. The data is categorized under Global Database’s Sweden – Table SE.F011: Central Government Debt: Statistics Sweden.

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.

Russia Domestic Government Bonds: Inflation Linked: 52002RMFS: Yield at Weighted Average Price data was reported at 2.600 % pa in 22 Jul 2020. This records an increase from the previous number of 2.490 % pa for 17 Jun 2020. Russia Domestic Government Bonds: Inflation Linked: 52002RMFS: Yield at Weighted Average Price data is updated weekly, averaging 3.050 % pa from Apr 2018 (Median) to 22 Jul 2020, with 23 observations. The data reached an all-time high of 3.580 % pa in 19 Jun 2019 and a record low of 2.470 % pa in 20 May 2020. Russia Domestic Government Bonds: Inflation Linked: 52002RMFS: Yield at Weighted Average Price data remains active status in CEIC and is reported by Ministry of Finance of the Russian Federation. The data is categorized under Russia Premium Database’s Government and Public Finance – Table RU.FH009: OFZ Auctions' Results. [COVID-19-IMPACT]

Russia Domestic Government Bonds: Inflation Linked: 52003RMFS: Cut Off Price data was reported at 98.100 % in 09 Jun 2021. This records a decrease from the previous number of 98.510 % for 19 May 2021. Russia Domestic Government Bonds: Inflation Linked: 52003RMFS: Cut Off Price data is updated weekly, averaging 99.076 % from Sep 2020 (Median) to 09 Jun 2021, with 14 observations. The data reached an all-time high of 100.850 % in 13 Jan 2021 and a record low of 97.572 % in 16 Sep 2020. Russia Domestic Government Bonds: Inflation Linked: 52003RMFS: Cut Off Price data remains active status in CEIC and is reported by Ministry of Finance of the Russian Federation. The data is categorized under Russia Premium Database’s Government and Public Finance – Table RU.FH009: OFZ Auctions' Results.

ABSTRACT This paper investigates the drivers of long term real interest rates in Brazil. It is shown that long term yield on inflation linked bonds are driven by yields on 10 year interest rates of United States (US) government bonds and 10 year risk premium, as measured by the Credit Default Swap (CDS). Long term interest rates in Brazil were on a downward trend, following US real rates and stable risk premium, until the taper tantrum in the first half of 2013. From then onwards, real interest rates rose due to the increase in US real rates in anticipation of the beginning of monetary policy normalization and, more recently, due to a sharp increase in Brazilian risk premium. Policy interest rates do not significantly affect long term real interest rates.

Graph and download economic data for 30-1/2-Year 3-3/8% Treasury Inflation-Indexed Bond, Due 4/15/2032 (DTP3HA32) from 2001-10-15 to 2025-07-15 about TIPS, bonds, Treasury, interest rate, interest, real, rate, and USA.

Get Bond Analytics from LSEG to better analyze government and corporate bonds, preferred shares, inflation-linked bonds and municipal bonds. Find out more.

Graph and download economic data for 10-Year 0.125% Treasury Inflation-Indexed Bond, Due 01/15/2030 (DTP10J30) from 2020-02-20 to 2025-07-16 about TIPS, 10-year, bonds, Treasury, interest rate, interest, real, rate, and USA.

Graph and download economic data for 30-Year 0-3/4% Treasury Inflation-Indexed Bond, Due 2/15/2045 (DTP30F45) from 2015-03-05 to 2025-07-16 about fees, TIPS, 30-year, bonds, Treasury, and USA.

The Average Interest Rates on U.S. Treasury Securities dataset provides average interest rates on U.S. Treasury securities on a monthly basis. Its primary purpose is to show the average interest rate on a variety of marketable and non-marketable Treasury securities. Marketable securities consist of Treasury Bills, Notes, Bonds, Treasury Inflation-Protected Securities (TIPS), Floating Rate Notes (FRNs), and Federal Financing Bank (FFB) securities. Non-marketable securities consist of Domestic Series, Foreign Series, State and Local Government Series (SLGS), U.S. Savings Securities, and Government Account Series (GAS) securities. Marketable securities are negotiable and transferable and may be sold on the secondary market. Non-marketable securities are not negotiable or transferrable and are not sold on the secondary market. This is a useful dataset for investors and bond holders to compare how interest rates on Treasury securities have changed over time.

Yield to maturity on accrued principal. Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI). The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. Copyright, 2016, Haver Analytics. Reprinted with permission.

Graph and download economic data for Treasury Long-Term Average (Over 10 Years), Inflation-Indexed (DLTIIT) from 2000-01-03 to 2025-07-15 about TIPS, long-term, Treasury, yield, interest rate, interest, real, rate, and USA.

Russia Domestic Government Bonds: Inflation Linked: 52002RMFS: Yield at Cut Off Price data was reported at 2.630 % pa in 22 Jul 2020. This records an increase from the previous number of 2.500 % pa for 17 Jun 2020. Russia Domestic Government Bonds: Inflation Linked: 52002RMFS: Yield at Cut Off Price data is updated weekly, averaging 3.060 % pa from Apr 2018 (Median) to 22 Jul 2020, with 23 observations. The data reached an all-time high of 3.580 % pa in 19 Jun 2019 and a record low of 2.480 % pa in 20 May 2020. Russia Domestic Government Bonds: Inflation Linked: 52002RMFS: Yield at Cut Off Price data remains active status in CEIC and is reported by Ministry of Finance of the Russian Federation. The data is categorized under Russia Premium Database’s Government and Public Finance – Table RU.FH009: OFZ Auctions' Results. [COVID-19-IMPACT]

Russia Domestic Government Bonds: Inflation Linked: 52003RMFS: Yield at Cut Off Price data was reported at 2.760 % pa in 09 Jun 2021. This records an increase from the previous number of 2.700 % pa for 19 May 2021. Russia Domestic Government Bonds: Inflation Linked: 52003RMFS: Yield at Cut Off Price data is updated weekly, averaging 2.625 % pa from Sep 2020 (Median) to 09 Jun 2021, with 14 observations. The data reached an all-time high of 2.800 % pa in 16 Sep 2020 and a record low of 2.410 % pa in 13 Jan 2021. Russia Domestic Government Bonds: Inflation Linked: 52003RMFS: Yield at Cut Off Price data remains active status in CEIC and is reported by Ministry of Finance of the Russian Federation. The data is categorized under Russia Premium Database’s Government and Public Finance – Table RU.FH009: OFZ Auctions' Results.