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

Observation:

2018-07-12: 2.14  
Updated: Jul 13, 2018

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
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(a) 5-Year, 5-Year Forward Inflation Expectation Rate, Percent, Not Seasonally Adjusted (T5YIFR)
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.

5-Year, 5-Year Forward Inflation Expectation Rate

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NOTES

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, July 14, 2018.

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Other Formats

Monthly, Not Seasonally Adjusted

Related Categories

Interest Rate Spreads Interest Rates Money, Banking, & Finance

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Tags

5-Year Spread St. Louis Fed Daily Interest Rate Interest Inflation Rate United States of America Nation Not Seasonally Adjusted
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