TIPS Index Yield to Maturity and Duration 4/30/2025

Calculates average yield-to-maturity and duration for indexes that many TIPS funds follow. Replaces workbook that used a macro to calculate YTM and duration. This uses yields from Wall Street Journal TIPS Quotes page. Calculates duration with formula good even when yields are negative. Weights index averages by daily market value.

Change log:
12/31/24: Initial version
04/30/25: Update thru April 2025

Click following link to download: TIPS_Index_YTM_Duration.xlsx