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    • Yield Curve Models and Data - TIPS Yield Curve and Inflation Compensation

    Metadata Updated: January 28, 2026

    The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield on those securities. Yield curves have many practical uses, including pricing of various fixed-income securities, and are closely watched by market participants and policymakers alike for potential clues about the markets perception of the path of the policy rate and the macroeconomic outlook. This page provides daily estimated real yield curve parameters, smoothed yields on hypothetical TIPS, and implied inflation compensation, from 1999 to the present. Because this is a staff research product and not an official statistical release, it is subject to delay, revision, or methodological changes without advance notice.

    Access & Use Information

    Public: This dataset is intended for public access and use. License: No license information was provided. If this work was prepared by an officer or employee of the United States government as part of that person's official duties it is considered a U.S. Government Work.

    Downloads & Resources

    Dates

    Metadata Created Date December 18, 2024
    Metadata Updated Date January 28, 2026

    Metadata Source

    Harvested from Federal Reserve

    Other Data Resources

    Additional Metadata

    Resource Type Dataset
    Metadata Created Date December 18, 2024
    Metadata Updated Date January 28, 2026
    Publisher Board of Governors of the Federal Reserve System
    Maintainer
    Identifier FRBCNA42
    Data Last Modified R/P1W
    Public Access Level public
    Bureau Code 920:00
    Schema Version https://project-open-data.cio.gov/v1.1/schema
    Harvest Object Id 83af2cfa-ab0e-42b4-9588-7b266714de39
    Harvest Source Id ed4f9073-f069-4049-8ee0-17ff5c98cd46
    Harvest Source Title Federal Reserve
    Homepage URL https://www.federalreserve.gov/data/tips-yield-curve-and-inflation-compensation.htm
    Program Code 920:000
    Source Datajson Identifier True
    Source Hash b063ce1ffe32729ced7df650491544d5e8d79c83493c8be8f587d283878bfdc1
    Source Schema Version 1.1

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