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Oltre agli OATEI francesi e ai nostrani BTPI indicizzati all'inflazione ci sono anche i famosi TIPS americani con lo stesso meccanismo di funzionamento
da considerare che le emissioni sono tutte in USD dollaro usa
ho fatto di seguito una piccola selezione
US912810FD55 Tips 2028 3,625%
US912810FR42 Tips 2025 2,375%
US912810FS25 Tips 2026 2%
US912828HN36 Tips 2018 1,625%
US912828JE19 Tips 2018 1,375%
US912810PV44 Tips 2028 1,75%
US912828MF47 Tips 2020 1,375%
US912810PZ57 Tips 2029 2,50%
US912810QF84 Tips 2040 2,125%
US912828MY36 Tips 2015 0,50%
US912828NM88 Tips 2020 1,25%
allego anche una nota di presentazione dal sito del dipartimento del debito pubblico americano
Treasury Inflation-Protected Securities (TIPS)
The U.S. Treasury has been issuing Treasury Inflation-Protected Securities (TIPS) since 1997. TIPS provide investors with protection against inflation. The principal of a TIPS increases with inflation and decreases with deflation, as measured by the Bureau of Labor Statistics Consumer Price Index for All Urban Consumers (CPI-U): U. S. City Average, by expenditure category and commodity and service group (not seasonally adjusted).
When a TIPS matures, the investor is paid the inflation-adjusted principal or original principal, whichever is greater. Since a TIPS investor won't receive less than the original principal, the investor's original principal amount is protected against deflation as well.
TIPS pay interest semiannually at a fixed rate. The rate is applied to the adjusted principal; so, like the principal, interest payments rise with inflation and fall with deflation.
Auction Frequency
•The 5-year TIPS is auctioned as an original issue in April. The 5-year TIPS is auctioned as a reopening in August and December (beginning in 2011).
•The 10-year TIPS is auctioned as an original issue in January and July. The 10-year TIPS is auctioned as a reopening in March, May, September, and November.
•The 30-year TIPS is auctioned as an original issue in February. The 30-year TIPS is auctioned as a reopening in June and October.
•All TIPS accrue interest from the 15th of the month and are issued on the last business day of the month. For original issue TIPS, accrued interest is payable by the investor from the 15th until the issue date. For reopened TIPS, accrued interest is payable from the dated date on the announcement until the issue date of the reopening.
•All reopened securities have the same maturity date, coupon interest rate, and interest payment dates as the original security but have a different issue date and usually a different price.
inoltre a questo link è reperibile l'indice di indicizzazione delle varie emissioni americane Institutional - TIPS/CPI Data
da considerare che le emissioni sono tutte in USD dollaro usa
ho fatto di seguito una piccola selezione
US912810FD55 Tips 2028 3,625%
US912810FR42 Tips 2025 2,375%
US912810FS25 Tips 2026 2%
US912828HN36 Tips 2018 1,625%
US912828JE19 Tips 2018 1,375%
US912810PV44 Tips 2028 1,75%
US912828MF47 Tips 2020 1,375%
US912810PZ57 Tips 2029 2,50%
US912810QF84 Tips 2040 2,125%
US912828MY36 Tips 2015 0,50%
US912828NM88 Tips 2020 1,25%
allego anche una nota di presentazione dal sito del dipartimento del debito pubblico americano
Treasury Inflation-Protected Securities (TIPS)
The U.S. Treasury has been issuing Treasury Inflation-Protected Securities (TIPS) since 1997. TIPS provide investors with protection against inflation. The principal of a TIPS increases with inflation and decreases with deflation, as measured by the Bureau of Labor Statistics Consumer Price Index for All Urban Consumers (CPI-U): U. S. City Average, by expenditure category and commodity and service group (not seasonally adjusted).
When a TIPS matures, the investor is paid the inflation-adjusted principal or original principal, whichever is greater. Since a TIPS investor won't receive less than the original principal, the investor's original principal amount is protected against deflation as well.
TIPS pay interest semiannually at a fixed rate. The rate is applied to the adjusted principal; so, like the principal, interest payments rise with inflation and fall with deflation.
Auction Frequency
•The 5-year TIPS is auctioned as an original issue in April. The 5-year TIPS is auctioned as a reopening in August and December (beginning in 2011).
•The 10-year TIPS is auctioned as an original issue in January and July. The 10-year TIPS is auctioned as a reopening in March, May, September, and November.
•The 30-year TIPS is auctioned as an original issue in February. The 30-year TIPS is auctioned as a reopening in June and October.
•All TIPS accrue interest from the 15th of the month and are issued on the last business day of the month. For original issue TIPS, accrued interest is payable by the investor from the 15th until the issue date. For reopened TIPS, accrued interest is payable from the dated date on the announcement until the issue date of the reopening.
•All reopened securities have the same maturity date, coupon interest rate, and interest payment dates as the original security but have a different issue date and usually a different price.
inoltre a questo link è reperibile l'indice di indicizzazione delle varie emissioni americane Institutional - TIPS/CPI Data
