The TIPS and CPI Data dataset contains data on Treasury Inflation Protected Securities (TIPS) and the Consumer Price Index (CPI). The principal of a TIPS fluctuates with inflation and deflation. While the interest rate is fixed, the amount of interest paid every six months may vary based on any change in the principal. Those changes are tied to the Consumer Price Index from the U.S. Department of Labor, Bureau of Labor Statistics. This dataset is useful in calculating inflation-adjusted interest payments.