Source: Haver Analytics  

Source: Federal Reserve Bank of St. Louis  

Release: Weekly Treasury Inflation-Indexed Securities

Units:  Percent, Not Seasonally Adjusted

Frequency:  Weekly, Ending Friday

Notes:

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.

Weekly average of daily data calculated by the Federal Reserve Bank of St. Louis. Yield to maturity on accrued principal.

Calculated from data provided by the Wall Street Journal.

Copyright, 2016, Haver Analytics. Reprinted with permission.