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 from 2003-01-02 to 2025-07-22 about TIPS, maturity, securities, Treasury, interest rate, interest, real, 5-year, rate, and USA.

The yield on 10 Year TIPS Yield eased to 1.94% on July 22, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.06 points and is 0.03 points lower 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.

Graph and download economic data for Treasury Long-Term Average (Over 10 Years), Inflation-Indexed (DLTIIT) from 2000-01-03 to 2025-07-21 about TIPS, long-term, Treasury, yield, interest rate, interest, real, rate, and USA.

The yield on 5 Year TIPS Yield eased to 1.38% on July 22, 2025, marking a 0.01 percentage point decrease from the previous session. Over the past month, the yield has fallen by 0.20 points and is 0.60 points lower 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 30-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (WFII30) from 2010-02-26 to 2025-07-18 about TIPS, 30-year, maturity, securities, Treasury, interest rate, interest, real, rate, 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.

The yield on 30 Year TIPS Yield rose to 2.58% on July 3, 2025, marking a 0.03 percentage point increase from the previous session. Over the past month, the yield has fallen by 0.03 points, though it remains 0.33 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 30 Year TIPS Yield.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis (DGS20) from 1962-01-02 to 2025-07-22 about 20-year, maturity, Treasury, interest rate, interest, rate, and USA.

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.

United States TIPS Yield: Constant Maturity: Inflation Indexed: MA: 7 Years data was reported at 1.110 % pa in Nov 2018. This records an increase from the previous number of 1.030 % pa for Oct 2018. United States TIPS Yield: Constant Maturity: Inflation Indexed: MA: 7 Years data is updated monthly, averaging 0.760 % pa from Jan 2003 (Median) to Nov 2018, with 191 observations. The data reached an all-time high of 3.840 % pa in Nov 2008 and a record low of -1.180 % pa in Oct 2012. United States TIPS Yield: Constant Maturity: Inflation Indexed: MA: 7 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.

United States TIPS Yield: Constant Maturity: Inflation Indexed: MA: 10 Years data was reported at 1.110 % pa in Nov 2018. This records an increase from the previous number of 1.040 % pa for Oct 2018. United States TIPS Yield: Constant Maturity: Inflation Indexed: MA: 10 Years data is updated monthly, averaging 1.040 % pa from Jan 2003 (Median) to Nov 2018, with 191 observations. The data reached an all-time high of 2.890 % pa in Nov 2008 and a record low of -0.770 % pa in Nov 2012. United States TIPS Yield: Constant Maturity: Inflation Indexed: MA: 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.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 7-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (DFII7) from 2003-01-02 to 2025-07-22 about 7-year, TIPS, maturity, securities, Treasury, interest rate, interest, real, rate, and USA.

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.

United States 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. United States 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. United States 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.

Treasury Inflation-Protected Securities, also known as TIPS, are securities whose principal is tied to the Consumer Price Index. With inflation, the principal increases. With deflation, it decreases. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater.

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

Long Term Real Rate Average: The Long-Term Real Rate Average is the unweighted average of bid real yields on all outstanding TIPS with remaing maturities of more than 10 years and is intended as a proxy for long-term real rates.

These rates are the daily secondary market quotation on the most recently auctioned Treasury Bills for each maturity tranche (4-week, 13-week, 26-week, and 52-week) that Treasury currently issues new Bills. Market quotations are obtained at approximately 3:30 PM each business day by the Federal Reserve Bank of New York. The Bank Discount rate is the rate at which a Bill is quoted in the secondary market and is based on the par value, amount of the discount and a 360-day year. The Coupon Equivalent, also called the Bond Equivalent, or the Investment Yield, is the bill's yield based on the purchase price, discount, and a 365- or 366-day year. The Coupon Equivalent can be used to compare the yield on a discount bill to the yield on a nominal coupon bond that pays semiannual interest.

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.

For over ten years, the Treasury has issued index-linked debt. This paper describes the methodology for fitting a smoothed yield curve to these securities that is used at the Federal Reserve Board every day, and makes the estimates public. Comparison with the corresponding nominal yield curve allows measures of inflation compensation to be computed. We discuss the interpretation of inflation compensation, and provide evidence that it is not a pure measure of inflation expectations being distorted by inflation risk premium and liquidity premium components. We attempt to estimate the TIPS liquidity premium and to extract underlying inflation expectations. (JEL E31, E43, H63)