TIPS Index Yield to Maturity and Duration 11/7/2025

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
05/02/25: Modify Weights sheet to also summarize overall stats as well as grouped by index
- - - - - - - - (Useful if user enters face value of his own holdings instead of for all outstanding)
09/23/25: Add section at bottom of Weights sheet to calc avg yield for TIPS maturing each year 2026-2035
- - - - - - - - (Useful for building a ladder with ten iShares iBonds defined maturity TIPS funds)
11/07/25: Update thru November 7, 2025

Click following link to download: TIPS_Index_YTM_Duration.xlsx