Data of J. Huston McCulloch
http://economics.sbs.ohio-state.edu/jhm/ts/ts.html#arch


NOTES

For each date, the table gives a link to 

     "Real" -- Chart of Real Term Structure 
     "Nom" -- Chart of Nominal Comparison Term Structure 
     "CPI" -- Chart of Forward CPI 
     "Inf" --Chart of Marginal and Average Inflation Premium 
     "Data" -- Data file 

Nominal Comparison, Forward CPI, and Inflation Premia data were revised 
retroactively effective 1/31/00, to eliminate use of the on-the-run 
30-year bond. Real Term Structures are unaffected by this revision, 
except for 5/99. The new data files are named term0100.txt, etc, and
have an additional header line, whereas the old data files were named 
real0899.txt, etc.

Effective 3/31/00, four indexed and nominal bonds are used to fit 
the real and nominal term structures, including the indexed 1/07 
and the comparable-maturity nominal 2/07. 

5/28/99 real term structure slightly revised 3/6/00.

On 7/31/97, only the 5- and 10-year indexed notes had been issued, 
so that the real term structure beyond 10 years is based entirely 
on extrapolation. The nominal comparison term structure for this 
date is therefore based on only these two maturities as well.