Curve family
Real yield curve
Yields above inflation, fitted from inflation-linked securities (TIPS) every trading day since September 2008.
September 10, 2026
fitted from 45 linkers
| Maturity | Real yield |
|---|---|
| 2Y | 2.157 |
| 3Y | 2.141 |
| 5Y | 2.217 |
| 7Y | 2.359 |
| 10Y | 2.587 |
| 20Y | 3.055 |
| 30Y | 3.122 |
The last year
Real yields at 5, 10 and 30 years across 273 trading days. Hover any point for that day's values.
How to read a real yield
A real yield is a return above inflation. A ten-year real yield of 2.4% alongside a nominal ten-year near 4.1% is not a contradiction: the gap between them is roughly what the market charges for bearing inflation over that horizon.
That gap is inflation compensation, not a forecast. It carries an inflation risk premium and a liquidity difference between linkers and nominal Treasuries, and the second is widest in exactly the conditions where a reader would most want to trust it.
This curve fits less tightly than the nominal families, and the reason is structural rather than a defect: it is fitted from 24 to 46 inflation-linked securities on any given day, against roughly 350 nominal coupon securities. Its typical fit error is 6.21 bp against the par curve's 3.83, and 103 of 4,507 days did not converge against the par fit's 16. The fit error for the day shown is published above.
Seven tenors, two to thirty years. There is no real curve inside two years because there are rarely enough short-dated linkers to fit one, and no par or forward series because neither is published for this family.