FRED Graph

Notes

Source: Federal Reserve Bank of St. Louis

Release: Interest Rate Spreads

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

The breakeven inflation rate represents a measure of expected inflation derived from 5-Year Treasury Constant Maturity Securities (DGS5) and 5-Year Treasury Inflation-Indexed Constant Maturity Securities (DFII5). The latest value implies what market participants expect inflation to be in the next 5 years, on average.
Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department.

Suggested Citation:

Federal Reserve Bank of St. Louis, 5-Year Breakeven Inflation Rate [T5YIE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T5YIE, .

Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed (DFII5)

Source: Board of Governors of the Federal Reserve System (US)

Release: H.15 Selected Interest Rates

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes and the Treasury Yield Curve Methodology.

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed [DFII5], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DFII5, .

Sticky Price Consumer Price Index less Food, Energy, and Shelter (CRESTKCPIXSLTRM159SFRBATL)

Source: Federal Reserve Bank of Atlanta

Release: Sticky Price CPI

Units: Percent Change from Year Ago, Seasonally Adjusted

Frequency: Monthly

Notes:

The Sticky Price Consumer Price Index (CPI) is calculated from a subset of goods and services included in the CPI that change price relatively infrequently. Because these goods and services change price relatively infrequently, they are thought to incorporate expectations about future inflation to a greater degree than prices that change on a more frequent basis. One possible explanation for sticky prices could be the costs firms incur when changing price.

To obtain more information about this release see: Michael F. Bryan, and Brent H. Meyer. “Are Some Prices in the CPI More Forward Looking Than Others? We Think So.” Economic Commentary (Federal Reserve Bank of Cleveland) (May 19, 2010): 1–6. https://doi.org/10.26509/frbc-ec-201002.

Suggested Citation:

Federal Reserve Bank of Atlanta, Sticky Price Consumer Price Index less Food, Energy, and Shelter [CRESTKCPIXSLTRM159SFRBATL], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CRESTKCPIXSLTRM159SFRBATL, .

Consumer Price Index for All Urban Consumers: All Items Less Shelter in U.S. City Average (CUSR0000SA0L2)

Source: U.S. Bureau of Labor Statistics

Release: Consumer Price Index

Units: Index 1982-1984=100, Seasonally Adjusted

Frequency: Monthly

Suggested Citation:

U.S. Bureau of Labor Statistics, Consumer Price Index for All Urban Consumers: All Items Less Shelter in U.S. City Average [CUSR0000SA0L2], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CUSR0000SA0L2, .