[TIPS] TIPS Yield Curve and Inflation Compensation

Retrieved by DBnomics on February 18, 2026 (2:02 AM).

Source Documentation
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Compounding Convention [CONVENTION] (3)
Kind [KIND] (3)
Parameter [PARAM] (7)
Series [SERIES] (6)
Year [YEAR] (20)

This dataset has 126 series:

[BETA0] NA – NA – BETA0 – NA – NA
from
1999-01-04=3.07
to
2026-02-13=1.238
min:
-462.139
max:
96.829
avg:
-9.809
σ:
41.208
[BETA1] NA – NA – BETA1 – NA – NA
from
1999-01-04=0.58
to
2026-02-13=-0.455
min:
-99.385
max:
461.421
avg:
10.538
σ:
41.71
[BETA2] NA – NA – BETA2 – NA – NA
from
1999-01-04=1.847
to
2026-02-13=-60.478
min:
-14,714.56
max:
41,780.598
avg:
177.22
σ:
2,002.516
[BETA3] NA – NA – BETA3 – NA – NA
from
1999-01-04=NA
to
2026-02-13=64.251
min:
-41,780.339
max:
15,288.485
avg:
-176.152
σ:
2,235.777
[BKEVEN02] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 2
from
1999-01-04=0.864
to
2026-02-13=2.474
min:
-4.891
max:
4.886
avg:
1.85
σ:
0.934
[BKEVEN03] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 3
from
1999-01-04=0.803
to
2026-02-13=2.404
min:
-3.326
max:
4.206
avg:
1.842
σ:
0.759
[BKEVEN04] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 4
from
1999-01-04=0.774
to
2026-02-13=2.376
min:
-2.47
max:
3.777
avg:
1.872
σ:
0.653
[BKEVEN05] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 5
from
1999-01-04=0.778
to
2026-02-13=2.367
min:
-1.782
max:
3.515
avg:
1.917
σ:
0.574
[BKEVEN06] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 6
from
1999-01-04=0.813
to
2026-02-13=2.364
min:
-1.193
max:
3.341
avg:
1.968
σ:
0.511
[BKEVEN07] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 7
from
1999-01-04=0.871
to
2026-02-13=2.364
min:
-0.777
max:
3.214
avg:
2.018
σ:
0.463