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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 (https://fred.stlouisfed.org/series/DGS5 ) and 5-Year Treasury Inflation-Indexed Constant Maturity Securities (https://fred.stlouisfed.org/series/DFII5 ). The latest value implies what market participants expect inflation to be in the next 5 years, on average.

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, November 20, 2018.

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

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+((DGS10-DFII10)/100))^10)/((1+((DGS5-DFII5)/100))^5))^0.2)-1)*100

where DGS10, DFII10, DGS5, and DFII5 are the 10 year and 5 year nominal and inflation adjusted Treasury securities. All of those are the actual series IDs in FRED.

Suggested Citation:

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, November 20, 2018.

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