The current face value of the Federal Reserve's outright holdings of inflation-indexed Treasury notes and bonds.
Board of Governors of the Federal Reserve System (US), Assets: Securities Held Outright: U.S. Treasury Securities: Notes and Bonds, Inflation-Indexed: Wednesday Level [WSHONBIIL], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WSHONBIIL, September 27, 2021.
Source: Haver Analytics
Source: Dow Jones & Company
Release: Daily Treasury Inflation-Indexed Securities
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.
Haver Analytics and Dow Jones & Company, 5-Year 0.625% Treasury Inflation-Indexed Note, Due 4/15/2023 [DTP5A23], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DTP5A23, September 27, 2021.