Hello,I have a simple question about data availability.at:http://www.treasury.gov/resource-center ... ieldAllyou can find official data for index protected treasury yields.Available maturities are 5, 7, 10, 20 and 30 years and the time span starts in 2003.Are these the only available data? what about shorter maturities and earlier data?Thanks a lot!

i think that's right. although you could get the market's expectations of short-term inflation by looking at the prices of TIPS with shorter maturities i.e. say a 10y TIP issued in 2007 about to mature in 2017 would give you the expectation about 2 year inflation. have a look below from the WSJ 2016 Jan 15 2.000 99.27 99.29 + 2 2.345 12012016 Apr 15 0.125 99.04 99.06 + 1 1.805 10802016 Jul 15 2.500 101.22 101.24 + 2 0.166 11802017 Jan 15 2.375 102.26 102.28 unch. 0.062 11822017 Apr 15 0.125 99.27 99.29 unch. 0.188 10502017 Jul 15 2.625 104.28 104.30 - 1 -0.186 11502018 Jan 15 1.625 103.26 103.28 - 1 -0.097 11382018 Apr 15 0.125 100.08 100.10 - 1 -0.003 10312018 Jul 15 1.375 104.11 104.13 - 2 -0.226 11052019 Jan 15 2.125 106.30 107.00 - 4 -0.034 11102019 Apr 15 0.125 100.07 100.09 - 3 0.047 10172019 Jul 15 1.875 107.10 107.12 - 4 -0.091 1116

Hi daveangel,thanks.But do you know whether does data before 2003 exist and eventually where can I find this data?

QuoteOriginally posted by: frameHi daveangel,thanks.But do you know whether does data before 2003 exist and eventually where can I find this data?TIPS were introduced in 1997. There should be plenty of them pre 2003

You can check using Bloomberg Terminal