Source: Haver Analytics
Release: Weekly Treasury Inflation-Indexed Securities
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.
Federal Reserve Bank of St. Louis and Haver Analytics, 20-Year 2-1/2% Treasury Inflation-Indexed Bond, Due 1/15/2029 [WTP20J29], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WTP20J29, June 27, 2019.