Skip to main content

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

Observation:

Jun 2017: 1.83  
Updated: Jul 3, 2017

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Monthly
1Y | 5Y | 10Y | Max
Close
  EDIT LINE 1
(a) 5-Year, 5-Year Forward Inflation Expectation Rate, Percent, Not Seasonally Adjusted (T5YIFRM)
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.

5-Year, 5-Year Forward Inflation Expectation Rate

Select a date that will equal 100 for your custom index:
to

Customize data:

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Now create a custom formula to combine or transform the series.
Need help? []

Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

ADD LINE

Add data series to graph:

Create user-defined line? []
FORMAT GRAPH
Log scale:

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, July 20, 2017.

RELATED CONTENT

Related Resources

Other Formats

Daily, Not Seasonally Adjusted

Related Categories

Interest Rate Spreads Interest Rates Money, Banking, & Finance

Sources

More Releases from Federal Reserve Bank of St. Louis

Releases

More Series from Interest Rate Spreads

Tags

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





Browse Data

Retrieving data.
Updating graph.

Need Help?

Questions or Comments
FRED Help

Subscribe to the FRED newsletter

Follow us

Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo
Back to Top
Click to send us feedback
Top