Skip to main content

5-Year, 5-Year Forward Inflation Expectation Rate (T5YIFRM)

Observation:

May 2019: 1.95  
Updated: Jun 3, 2019

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Monthly
1Y | 5Y | 10Y | Max

NOTES

Source: Federal Reserve Bank of St. Louis  

Release: Interest Rate Spreads

Units:  Percent, Not Seasonally Adjusted

Frequency:  Monthly

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+((GS10-FII10)/100))^10)/((1+((GS5-FII5)/100))^5))^0.2)-1)*100

where GS10, FII10, GS5, and FII5 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 [T5YIFRM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/T5YIFRM, June 19, 2019.

RELEASE TABLES





Retrieving data.
Updating graph.

Subscribe to the FRED newsletter


Follow us

Back to Top
Click to send us feedback
Top