Yield to maturity on accrued principal.
Average of business days. Copyright, 2016, Haver Analytics. Reprinted with permission. Calculated from data provided by the Wall Street Journal. Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI) . The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater.
Source: Haver Analytics
Haver Analytics, 5-Year 0-1/2% Treasury Inflation-Indexed Note, Due 4/15/2015© (DISCONTINUED) [WTP5A15], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/WTP5A15, May 29, 2016.