Data in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Source: Federal Reserve Bank of St. Louis
Release: Interest Rate Spreads
Units: Percent, Not Seasonally Adjusted
Frequency: Daily
This series is a measure of expected inflation (on average) over the five-year period that begins five years from today.
This series is constructed as:
(((((1+((BC_10YEAR-TC_10YEAR)/100))^10)/((1+((BC_5YEAR-TC_5YEAR)/100))^5))^0.2)-1)*100
where BC10_YEAR, TC_10YEAR, BC_5YEAR, and TC_5YEAR are the 10 year and 5 year nominal and inflation adjusted Treasury securities. All of those are the actual series IDs in FRED.
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.
Federal Reserve Bank of St. Louis, 5-Year, 5-Year Forward Inflation Expectation Rate [T5YIFR], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T5YIFR, January 21, 2021.
Source: Board of Governors of the Federal Reserve System (US)
Release: H.15 Selected Interest Rates
Units: Percent, Not Seasonally Adjusted
Frequency: Daily
For further information regarding treasury constant maturity data, please refer to the Board of Governors and the Treasury.
Board of Governors of the Federal Reserve System (US), 5-Year Treasury Constant Maturity Rate [DGS5], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS5, January 21, 2021.
Source: ICE Benchmark Administration Limited (IBA)
Release: LBMA Gold Price: Daily Prices
Units: U.S. Dollars per Troy Ounce, Not Seasonally Adjusted
Frequency: Daily
The London Bullion Market Association (LBMA) Gold Price was launched on the 20th March 2015 to replace the historic London Gold Fix. ICE Benchmark Administration (IBA) provides the auction platform, methodology as well as overall independent administration and governance for the LBMA Gold Price, with the LBMA holding the intellectual property rights. The price continues to be set twice daily (at 10:30 and 15:00 London GMT) in US dollars. Sterling and Euro prices are available but they are indicative prices for settlement only. For further information contact the LBMA at Au.Consult@lbma.org.uk or the IBA at iba@theice.com.
Copyright, 2016, ICE Benchmark Administration.
ICE Benchmark Administration Limited (IBA), Gold Fixing Price 3:00 P.M. (London time) in London Bullion Market, based in U.S. Dollars [GOLDPMGBD228NLBM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GOLDPMGBD228NLBM, January 21, 2021.
5-Year, 5-Year Forward Inflation Expectation Rate
Monthly, Not Seasonally Adjusted5-Year Treasury Constant Maturity Rate
Monthly, Not Seasonally Adjusted Weekly, Not Seasonally AdjustedAre you sure you want to remove this series from the graph? This can not be undone.