Categories > Money, Banking, & Finance > Interest Rates > Interest Rate Spreads
5-Year, 5-Year Forward Inflation Expectation Rate (T5YIFRM)
Observation:
Mar 2018: 2.16 (+ more)Updated: Apr 2, 2018
Mar 2018: | 2.16 | |
Feb 2018: | 2.23 | |
Jan 2018: | 2.15 | |
Dec 2017: | 2.04 | |
Nov 2017: | 1.95 | |
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Units:
Percent,Not Seasonally Adjusted
Frequency:
MonthlyThis 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
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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, April 23, 2018.
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