U.S. Treasury Bond 5-Year Constant Maturity (BOND-5Y)
- This plot shows the nominal and real bond yields.
- The real yield is calculated as the nominal yield minus the annualized inflation-rate during the entire life of the bond. This does not take into account the reinvestment of interest payments into new bonds. But it still gives a reasonable estimate whether the bond-yield exceeded the inflation during the entire life of the bond.
- You can select a subset of the data by clicking and dragging on the plot, and then click the button next to the image, to copy a histogram of the selected data to the clipboard, so it can be used as a probability distribution in simulations.