5-Year, 5-Year Forward Inflation Expectation Rate (T5YIFR)

Download

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.