Source: Haver Analytics
Release: Weekly Treasury Inflation-Indexed Securities
This series will no longer be updated. It has been replaced with DTP20J26 that updates on a daily basis.
Yield to maturity on accrued principal.
Weekly average of daily data calculated by the Federal Reserve Bank of St. Louis. 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. Calculated from data provided by the Wall Street Journal.
Haver Analytics and Federal Reserve Bank of St. Louis, 20-Year 2% Treasury Inflation-Indexed Bond, Due 1/15/2026 (DISCONTINUED) [WTP20J26], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WTP20J26, April 9, 2021.