H15: Inclusion of Yields on Treasury Inflation-Protected Securities
By FEDERAL RESERVE
Published - Dec 02, 2022, 01:08 PM ET
Last Updated - Feb 09, 2023, 12:19 AM EST
As of the release of January 5, 2004, the H.15 includes four daily
yields, constructed by the Treasury Department, on Treasury
inflation-protected securities (TIPS): yields at constant maturities of
5, 7, and 10 years and an average of yields on all TIPS having
