[TIPS] TIPS Yield Curve and Inflation Compensation

Retrieved by DBnomics on July 22, 2026 (1:24 AM UTC).

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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
2026-08-14=-0.606
min:
-462.139
max:
96.829
avg:
-9.711
σ:
40.853
[BETA1] NA – NA – BETA1 – NA – NA
from
1999-01-04=0.58
to
2026-08-14=3.619
min:
-99.385
max:
461.421
avg:
10.41
σ:
41.363
[BETA2] NA – NA – BETA2 – NA – NA
from
1999-01-04=1.847
to
2026-08-14=-0
min:
-14,714.56
max:
41,780.598
avg:
173.323
σ:
1,984.377
[BETA3] NA – NA – BETA3 – NA – NA
from
1999-01-04=NA
to
2026-08-14=11.706
min:
-41,780.339
max:
15,288.485
avg:
-170.919
σ:
2,211.037
[BKEVEN02] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 2
from
1999-01-04=0.864
to
2026-08-14=1.934
min:
-4.891
max:
4.886
avg:
1.862
σ:
0.931
[BKEVEN03] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 3
from
1999-01-04=0.803
to
2026-08-14=2.146
min:
-3.326
max:
4.206
avg:
1.854
σ:
0.758
[BKEVEN04] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 4
from
1999-01-04=0.774
to
2026-08-14=2.263
min:
-2.47
max:
3.777
avg:
1.883
σ:
0.653
[BKEVEN05] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 5
from
1999-01-04=0.778
to
2026-08-14=2.323
min:
-1.782
max:
3.515
avg:
1.927
σ:
0.573
[BKEVEN06] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 6
from
1999-01-04=0.813
to
2026-08-14=2.349
min:
-1.193
max:
3.341
avg:
1.977
σ:
0.51
[BKEVEN07] Continuously Compounded – Inflation Compensation – NA – Zero-coupon – Year 7
from
1999-01-04=0.871
to
2026-08-14=2.355
min:
-0.777
max:
3.214
avg:
2.026
σ:
0.462