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.

United States TIPS Yield: Inflation Indexed: Long Term Average: >10 Years data was reported at 1.190 % pa in Oct 2018. This records an increase from the previous number of 0.990 % pa for Sep 2018. United States TIPS Yield: Inflation Indexed: Long Term Average: >10 Years data is updated monthly, averaging 1.620 % pa from Jan 2003 (Median) to Oct 2018, with 190 observations. The data reached an all-time high of 3.090 % pa in Nov 2008 and a record low of -0.120 % pa in Dec 2012. United States TIPS Yield: Inflation Indexed: Long Term Average: >10 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.

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.

According to conventional wisdom, long-term bonds are appropriate for conservative long-term investors. This paper develops a model of optimal consumption and portfolio choice for infinite-lived investors with recursive utility who face stochastic interest rates, solves the model using an approximate analytical method, and evaluates conventional wisdom. As risk aversion increases, the myopic component of risky asset demand disappears but the intertemporal hedging component does not. Conservative investors hold assets to hedge the risk that real interest rates will decline. Long-term inflation-indexed bonds are most suitable for this purpose, but nominal bonds may also be used if inflation risk is low.

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 2025-07-15 about TIPS, 30-year, maturity, securities, Treasury, interest rate, interest, real, rate, and USA.

We develop an approximate solution method for the optimal consumption and portfolio choice problem of an infinitely long-lived investor with Epstein-Zin utility who faces a set of asset returns described by a vector autoregression in returns and state variables. Empirical estimates in long-run annual and post-war quarterly U.S. data suggest that the predictability of stock returns greatly increases the optimal demand for stocks. The role of nominal bonds in long-term portfolios depends on the importance of real interest rate risk relative to other sources of risk. Long-term inflation-indexed bonds greatly increase the utility of conservative investors.

The yield on Brazil 10Y Bond Yield rose to 14.12% on July 16, 2025, marking a 0.11 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.23 points and is 2.21 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Brazil 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for Interest Rates: Long-Term Government Bond Yields: 10-Year: Main (Including Benchmark) for United Kingdom (IRLTLT01GBM156N) from Jan 1960 to Jun 2025 about long-term, 10-year, United Kingdom, bonds, yield, government, interest rate, interest, and rate.

The yield on South Africa 10Y Bond Yield rose to 9.95% on July 17, 2025, marking a 0.07 percentage point increase from the previous session. Over the past month, the yield has fallen by 0.17 points, though it remains 0.35 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. South Africa 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

The yield on United Kingdom 10Y Bond Yield rose to 4.66% on July 17, 2025, marking a 0.02 percentage point increase from the previous session. Over the past month, the yield has edged up by 0.16 points and is 0.59 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. UK 10 Year Gilt Bond Yield - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for 5-Year Breakeven Inflation Rate (T5YIE) from 2003-01-02 to 2025-07-16 about spread, interest rate, interest, 5-year, inflation, rate, and USA.