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, .

10-Year Breakeven Inflation Rate (T10YIE)

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 10-Year Treasury Constant Maturity Securities (DGS10) and 10-Year Treasury Inflation-Indexed Constant Maturity Securities (DFII10). The latest value implies what market participants expect inflation to be in the next 10 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, 10-Year Breakeven Inflation Rate [T10YIE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T10YIE, .

Consumer Price Index for All Urban Consumers: All Items Less Food and Energy in U.S. City Average (CPILFESL)

Source: U.S. Bureau of Labor Statistics

Release: Consumer Price Index

Units: Index 1982-1984=100, Seasonally Adjusted

Frequency: Monthly

Notes:

The "Consumer Price Index for All Urban Consumers: All Items Less Food & Energy" is an aggregate of prices paid by urban consumers for a typical basket of goods, excluding food and energy. This measurement, known as "Core CPI," is widely used by economists because food and energy have very volatile prices. The Bureau of Labor Statistics defines and measures the official CPI, and more information can be found in the FAQ or in this article.

Suggested Citation:

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

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis (DGS10)

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 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 10-Year Constant Maturity, Quoted on an Investment Basis [DGS10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS10, .