US 30-Year TIPS Real Yield
US 30-Year TIPS Real Yield stood at 3.18% on Oct 15, 2026, according to FRED (Federal Reserve Bank of St. Louis). It is one of the indicators in the TIPS real yields and Treasury bills table (Value · Daily), with a complete series running from Feb 22, 2010 to Oct 15, 2026. The complete series with an interactive chart, free to download.
This indicator in the TIPS real yields and Treasury bills table
| Indicator | 15-10-2026 | 14-10-2026 | 13-10-2026 | 09-10-2026 | 08-10-2026 | 07-10-2026 | 06-10-2026 | 05-10-2026 | 02-10-2026 | 01-10-2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Treasury Inflation-Protected Securities (TIPS) Real Yield | |||||||||||
| 30-year real yield | 3.18 | 3.24 | 3.28 | 3.32 | 3.31 | 3.36 | 3.35 | 3.37 | 3.34 | 3.31 | |
| Long-term average real yield (over 10 years) | 3.17 | 3.23 | 3.27 | 3.32 | 3.3 | 3.35 | 3.34 | 3.37 | 3.34 | 3.31 |
Understanding US 30-Year TIPS Real Yield
The measure of the highest real return along the inflation-protected yield curve, applicable to the thirty-year maturity. This index reflects the market's assessment of the real purchasing power of money over a generation, completely excluding currency depreciation. The primary distinction from all shorter maturities is its extreme sensitivity to long-term fiscal risks and expectations for real economic development far into the future.
Data tables are updated continuously across open trading days. A key consideration when comparing across periods is that the yield curve can invert or flatten depending on investor sentiment. Analysts should prioritize cyclical comparisons or comparisons with the immediately preceding period to clearly discern shifts in risk appetite, avoiding pure comparisons with the same period of the previous year which are distorted by outdated macroeconomic conditions.
Frequently asked questions
- What does the thirty-year maturity reflect about economic expectations?
- The index reflects assessments of real growth potential and fiscal sustainability over a generational horizon.
- Why does this ultra-long yield fluctuate so sharply?
- High sensitivity to interest rate movements and duration risk cause thirty-year bond prices to swing significantly when market expectations shift.
- What factor has the strongest impact on this metric?
- Expectations for long-term labor productivity, massive fiscal policy, and the supply of bonds issued to the market.