TIPS Yield CurveDaily Treasury Real Yield Curve Rates
http://pipes.yahoo.com/pipes/pipe.info?_id=Agici3_i3RGgK5uq1L3fcQ
Wed, 23 Jul 2014 18:20:23 +0000http://pipes.yahoo.com/pipes/22-JUL-14: 5-Year= -0.253256%, 10-Year= 0.250411%, 30-Year= 0.921262%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.253256%</td></tr><tr><td>10 Years</td><td> 0.250411%</td></tr><tr><td>20 Years</td><td> 0.676309%</td></tr><tr><td>30 Years</td><td> 0.921262%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889921-JUL-14: 5-Year= -0.266789%, 10-Year= 0.247050%, 30-Year= 0.919025%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.266789%</td></tr><tr><td>10 Years</td><td> 0.247050%</td></tr><tr><td>20 Years</td><td> 0.673440%</td></tr><tr><td>30 Years</td><td> 0.919025%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889918-JUL-14: 5-Year= -0.271531%, 10-Year= 0.263876%, 30-Year= 0.949845%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.271531%</td></tr><tr><td>10 Years</td><td> 0.263876%</td></tr><tr><td>20 Years</td><td> 0.700597%</td></tr><tr><td>30 Years</td><td> 0.949845%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889917-JUL-14: 5-Year= -0.316515%, 10-Year= 0.238116%, 30-Year= 0.929392%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.316515%</td></tr><tr><td>10 Years</td><td> 0.238116%</td></tr><tr><td>20 Years</td><td> 0.678418%</td></tr><tr><td>30 Years</td><td> 0.929392%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889916-JUL-14: 5-Year= -0.243669%, 10-Year= 0.315730%, 30-Year= 1.001865%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.243669%</td></tr><tr><td>10 Years</td><td> 0.315730%</td></tr><tr><td>20 Years</td><td> 0.749007%</td></tr><tr><td>30 Years</td><td> 1.001865%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889915-JUL-14: 5-Year= -0.262831%, 10-Year= 0.307327%, 30-Year= 1.006542%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.262831%</td></tr><tr><td>10 Years</td><td> 0.307327%</td></tr><tr><td>20 Years</td><td> 0.754257%</td></tr><tr><td>30 Years</td><td> 1.006542%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889914-JUL-14: 5-Year= -0.310802%, 10-Year= 0.284935%, 30-Year= 0.992642%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.310802%</td></tr><tr><td>10 Years</td><td> 0.284935%</td></tr><tr><td>20 Years</td><td> 0.739131%</td></tr><tr><td>30 Years</td><td> 0.992642%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889911-JUL-14: 5-Year= -0.339807%, 10-Year= 0.247917%, 30-Year= 0.971882%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.339807%</td></tr><tr><td>10 Years</td><td> 0.247917%</td></tr><tr><td>20 Years</td><td> 0.704869%</td></tr><tr><td>30 Years</td><td> 0.971882%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889910-JUL-14: 5-Year= -0.337206%, 10-Year= 0.268928%, 30-Year= 0.999712%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.337206%</td></tr><tr><td>10 Years</td><td> 0.268928%</td></tr><tr><td>20 Years</td><td> 0.736098%</td></tr><tr><td>30 Years</td><td> 0.999712%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889909-JUL-14: 5-Year= -0.297079%, 10-Year= 0.284427%, 30-Year= 0.993944%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.297079%</td></tr><tr><td>10 Years</td><td> 0.284427%</td></tr><tr><td>20 Years</td><td> 0.737234%</td></tr><tr><td>30 Years</td><td> 0.993944%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889908-JUL-14: 5-Year= -0.287240%, 10-Year= 0.313770%, 30-Year= 1.024214%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.287240%</td></tr><tr><td>10 Years</td><td> 0.313770%</td></tr><tr><td>20 Years</td><td> 0.766910%</td></tr><tr><td>30 Years</td><td> 1.024214%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889907-JUL-14: 5-Year= -0.271524%, 10-Year= 0.360350%, 30-Year= 1.076007%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.271524%</td></tr><tr><td>10 Years</td><td> 0.360350%</td></tr><tr><td>20 Years</td><td> 0.820170%</td></tr><tr><td>30 Years</td><td> 1.076007%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889903-JUL-14: 5-Year= -0.289371%, 10-Year= 0.373815%, 30-Year= 1.103389%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.289371%</td></tr><tr><td>10 Years</td><td> 0.373815%</td></tr><tr><td>20 Years</td><td> 0.844259%</td></tr><tr><td>30 Years</td><td> 1.103389%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889902-JUL-14: 5-Year= -0.295830%, 10-Year= 0.379859%, 30-Year= 1.117824%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.295830%</td></tr><tr><td>10 Years</td><td> 0.379859%</td></tr><tr><td>20 Years</td><td> 0.850412%</td></tr><tr><td>30 Years</td><td> 1.117824%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e4889901-JUL-14: 5-Year= -0.341942%, 10-Year= 0.324704%, 30-Year= 1.054883%
http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=realyield
<table><tr><th>Maturity</th><th>Yield</th></tr><tr><td>5 Years</td><td> -0.341942%</td></tr><tr><td>10 Years</td><td> 0.324704%</td></tr><tr><td>20 Years</td><td> 0.795397%</td></tr><tr><td>30 Years</td><td> 1.054883%</td></tr></table><p><p>Treasury Real Yield Curve Rates. These rates are commonly referred to as "Real Constant Maturity Treasury" rates, or R-CMTs. Real yields on Treasury Inflation Protected Securities (TIPS) at "constant maturity" are interpolated by the U.S. Treasury from Treasury's daily real yield curve. These real market yields are calculated from composites of secondary market quotations obtained by the Federal Reserve Bank of New York. The real yield values are read from the real yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. This method provides a real yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.</p><p>Treasury Yield Curve Methodology. The Treasury yield real curve is estimated daily using a cubic spline model. Inputs to the model are bid-side real yields for outstanding TIPS securities.</p><p>For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.</p><p>For other Public Debt information contact (202) 504-3550.</p>Agici3_i3RGgK5uq1L3fcQ_cb279dd7bd1ae0b6ab330abb91e48899