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TIPS Data and Resources Print E-mail
Written by TFB   
Last Updated on April 17, 2011

The news media and the U.S. government publish data on TIPS. I also created several spreadsheets to help with the calculations.

Wall Street Journal, TIPS Market Data. This web page from the Wall Street Journal shows yield on specific issues of TIPS. It's updated once a day after the market closes. It also keeps an archive of the prices and yields in the past. The prices on this page use the 1/32 convention. 99.01 means 99 plus 1/32 which equals 99.03125 in decimal.

Bloomberg, Government Bonds. Instead of showing the yield on every TIPS issue, this web page from Bloomberg lists yield for only four issues as a representative sample. It's updated in real time when the market is open.

U.S. Treasury, Daily Treasury Real Yield Curve Rates. This web page from U.S. Treasury lists constant maturity yields for four maturities. The yields are extrapolated to exactly 5 years, 7 years, 10 years, and 20 years even if there are no actual bonds that mature at those exact marks. The data are updated daily after the market closes.

Federal Reserve Bank of St. Louis, charts for 5-year, 10-year, 20-year, and 30-year TIPS yield. Using the same constant maturity yields data from U.S. Treasury, these charts show where the yields have been in the recent past. Because the Treasury changed their extrapolation methodology recently on December 1, 2008, historical comparison crossing the 12/01/2008 date isn't as meaningful as otherwise. The charts are updated daily with a few days of lag from the U.S. Treasury data.

Bob Hinkley, TIPS Data Bank. Data for all TIPS ever issued: index ratios, interest (paid and accrued), and OID. Useful for validating brokerage confirmations and 1099 tax forms. Also all TIPS auction results, and CPI annualized changes since 1961. Updated monthly. November update shows year's OID to aid in projecting taxable income.

I also created several spreadsheets for TIPS.

TIPS Auction Schedule - TIPS auction schedule at a glance.

TIPS Pricing - Calculate the bottom-line pricing for TIPS purchased at auction.

TIPS CUSIP List - A list of all TIPS bonds on the market.

Bond Forward Rate - Calculate the forward rate and help decide on which issue to buy.

Buying TIPS on Secondary Market - Calculate the all-in cost and yield for TIPS purchases on the secondary market.

TIPS During Deflation - Show the effect of deflation on TIPS.


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