TIPS Yield

Treasury Inflation-Protected Securities · Calculators & Reference

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TIPS CPI updates

Each month's CPI-U print sets the TIPS reference CPI two and three months later. These pages record every print as it arrives, show the reference CPI values it fixes, and translate the change into what happens to inflation-adjusted principal. The series is CPI-U, all items, not seasonally adjusted, the index named in the TIPS terms.

Monthly prints

Newest first
MonthCPI-U (NSA)ChangeReference CPI it sets
August 2026334.980+0.32%October 2026 daily and November 1, 2026
July 2026333.918-0.01%September 2026 daily and October 1, 2026
June 2026333.952-0.35%August 2026 daily and September 1, 2026
May 2026335.123+0.63%July 2026 daily and August 1, 2026
April 2026333.020+0.85%June 2026 daily and July 1, 2026
March 2026330.213+1.05%May 2026 daily and June 1, 2026

The seasonal pattern

Because the series is not seasonally adjusted, some months fall in most years, often in the second half. A falling reference CPI lowers every TIPS index ratio for those dates, so principal and the next coupon shrink slightly, and a bond bought during such a stretch can show a small principal loss before the pattern reverses. The maturity floor guarantees only that the original principal is returned at maturity. How TIPS principal adjusts covers the floor and the interest calculation.

Sources: BLS series CUUR0000SA0 and TreasuryDirect TIPS and CPI data.

THE PRACTICAL NEXT STEP

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