US TIPS real yields, daily
Daily US TIPS real-yield intelligence panel, 2003-01-02 onward: Treasury Inflation-Protected Securities constant-maturity real yields (FRED DFII5/DFII7/DFII10/DFII20/DFII30, Board of Governors of the Federal Reserve System, percent annualized, business-day frequency, redistributed keyless via FRED fredgraph.csv). One row per date x maturity with 1-day changes, a trailing 252-business-day z-score, a negative-real-yield flag and a documented real-rate regime. The only inflation-indexed real-rate panel in the catalog; no nulls, never imputed. Who joins this: rates desks size duration hedges on the 10Y real level + z-score; macro models proxy real term premia with the 10Y-5Y real slope; ALM teams screen negative-real regimes.
- Rows
- 27,524
- Columns
- 11
- Source cadence
- Daily
- Last refreshed
- Oct 1, 2026
- Theme
- markets
| Column | Type | Description |
|---|---|---|
| obs_date | date | Observation date (FRED publishes these series on business days only; weekends and holidays are absent, never imputed). (unit: date) |
| country | string | Country name (shared normalization layer). (unit: string) |
| country_code | string | ISO 3166-1 alpha-3 country code (USA). (unit: string) |
| series_id | string | FRED series id (DFII5/DFII7/DFII10/DFII20/DFII30 — closed world, one per maturity). (unit: string) |
| maturity_years | integer | TIPS constant maturity in years (5/7/10/20/30). (unit: years) |
| real_yield_pct | float | TIPS constant-maturity real yield (Board of Governors of the Federal Reserve System, not seasonally adjusted). (unit: percent, annualized) |
| real_yield_d1_chg | float | 1-business-day change in the real yield (null for the first observation of each series) — the real-rate shock feature. (unit: percentage points) |
| real_yield_z_252d | float | Z-score of the real yield vs the trailing 252-business-day mean and sample standard deviation (null until 60 observations) — the real-rate speedometer. (unit: standard deviations) |
| neg_real_flag | integer | 1 when the real yield is negative (the QE-era negative-real-yield episodes), else 0. (unit: flag) |
| regime | string | Documented real-rate stance bands on the level: negative (<0), low (0-1), elevated (1-2), high (>=2) percent. (unit: string) |
| row_hash | string | Deterministic 16-hex sha256 of obs_date + series_id + the real-yield level (idempotency key). (unit: string) |
First 10 sample rows — a preview, not the complete dataset.
| obs_date | country | country_code | series_id | maturity_years | real_yield_pct | real_yield_d1_chg | real_yield_z_252d | neg_real_flag | regime | row_hash |
|---|---|---|---|---|---|---|---|---|---|---|
| 2003-01-02 | United States | USA | DFII5 | 5 | 1.75 | — | — | 0 | elevated | 68ecf1e835c57ccf |
| 2003-01-02 | United States | USA | DFII7 | 7 | 2.24 | — | — | 0 | high | 2734d2fcca91d0ca |
| 2003-01-02 | United States | USA | DFII10 | 10 | 2.43 | — | — | 0 | high | 96abf329f132e10b |
| 2003-01-03 | United States | USA | DFII5 | 5 | 1.75 | 0 | — | 0 | elevated | 78ba47d7a6905537 |
| 2003-01-03 | United States | USA | DFII7 | 7 | 2.25 | 0.01 | — | 0 | high | 7c288a454fb58b64 |
| 2003-01-03 | United States | USA | DFII10 | 10 | 2.43 | 0 | — | 0 | high | b2bc4fb83235a445 |
| 2003-01-06 | United States | USA | DFII5 | 5 | 1.79 | 0.04 | — | 0 | elevated | c71e3e05af9906f7 |
| 2003-01-06 | United States | USA | DFII7 | 7 | 2.27 | 0.02 | — | 0 | high | 5177e4c9a16b6b45 |
| 2003-01-06 | United States | USA | DFII10 | 10 | 2.46 | 0.03 | — | 0 | high | 864be6c7d4a569a9 |
| 2003-01-07 | United States | USA | DFII5 | 5 | 1.76 | -0.03 | — | 0 | elevated | 146cb9484adf6983 |
Profiled Oct 1, 2026 from snapshot 20261001T101739Z-107e18b95db9
Measured- Completeness
- 99.9%
- Rows
- 27,524
- Columns
- 11
- Columns with gaps
- 2
| Column | Missing | Distinct | Range | Distribution |
|---|---|---|---|---|
| obs_datedate | 0% | 5,489 | Jan 2, 2003 → Sep 29, 2026 | — |
| countryvarchar | 0% | 1 | — |
|
| country_codevarchar | 0% | 1 | — |
|
| series_idvarchar | 0% | 5 | — |
|
| maturity_yearsbigint | 0% | 5 | 5 → 30median 10 | |
| real_yield_pctdouble | 0% | 567 | -1.91 → 4.27median 0.97 | 549 outside 1st–99th percentile |
| real_yield_d1_chgdouble | 0.02% | 572 | -2.14 → 0.48median 0 | 510 outside 1st–99th percentile |
| real_yield_z_252ddouble | 1.1% | 29,954 | -4.17 → 5.11median -0.0645 | 546 outside 1st–99th percentile |
| neg_real_flagbigint | 0% | 2 | 0 → 1median 0 | |
| regimevarchar | 0% | 4 | — |
|
| row_hashvarchar | 0% | 28,268 | — |
|
- Current
20261001T101739Z-107e18b95db9 · sha256 107e18b95db9…
27,524 rows · first snapshot
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
curl "https://datazimuts.com/v1/datasets/fred_tips_real_yield_intel/us_tips_real_yield_daily" | jq '{title, rows, columns_count, license}'import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fred_tips_real_yield_intel/us_tips_real_yield_daily").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/fred_tips_real_yield_intel/us_tips_real_yield_daily
Tip: fetch /llms.txt for the full machine-readable catalog.
Where this data comes from and what was made from it. Other people's work shows as counts; only shared projects are named.
Cite this snapshot
Pinned to snapshot 20261001T101739Z-107e18b95db9 and its content hash, so readers get exactly the data you used.
US TIPS Real-Yield Intelligence (FRED, keyless). (2026). US TIPS real yields, daily [Data set, snapshot 20261001T101739Z-107e18b95db9, sha256 107e18b95db9]. Datazimuts. Retrieved 2026-10-01, from https://datazimuts.com/en/datasets/fred_tips_real_yield_intel/us_tips_real_yield_daily?snapshot=20261001T101739Z-107e18b95db9
@misc{dz_fred_tips_real_yield_intel_us_tips_real__107e18b9,
title = {{US TIPS real yields, daily}},
author = {{US TIPS Real-Yield Intelligence (FRED, keyless)}},
year = {2026},
publisher = {Datazimuts},
howpublished = {\url{https://datazimuts.com/en/datasets/fred_tips_real_yield_intel/us_tips_real_yield_daily?snapshot=20261001T101739Z-107e18b95db9}},
note = {Snapshot 20261001T101739Z-107e18b95db9, sha256 107e18b95db9feb56793bdb85b5314c5ac8db55c7dbd1297d0b16be968a0fb3c; accessed 2026-10-01}
}Embed a table or a chart
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<iframe src="https://datazimuts.com/embed/chart?dataset=fred_tips_real_yield_intel%2Fus_tips_real_yield_daily&lang=en&theme=auto&snapshot=20261001T101739Z-107e18b95db9&x=obs_date&y=maturity_years&agg=avg" title="US TIPS real yields, daily" width="100%" height="380" style="border:0" loading="lazy"></iframe>
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