1Y |
5Y |
10Y |
Max
NOTES
| Title | Release Dates | |
|
|
||
| 5-Year, 5-Year Forward Inflation Expectation Rate | 2014-01-27 | 2022-01-26 |
| Source | ||
|
|
||
| Federal Reserve Bank of St. Louis | 2014-01-27 | 2022-01-26 |
| Release | ||
|
|
||
| Interest Rate Spreads | 2014-01-27 | 2022-01-26 |
| Units | ||
|
|
||
| Percent | 2014-01-27 | 2022-01-26 |
| Frequency | ||
|
|
||
| Daily | 2014-01-27 | 2022-01-26 |
| Seasonal Adjustment | ||
|
|
||
| Not Seasonally Adjusted | 2014-01-27 | 2022-01-26 |
| 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. |
2014-01-27 | 2019-06-20 |
|
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+((BC_10YEAR-TC_10YEAR)/100))^10)/((1+((BC_5YEAR-TC_5YEAR)/100))^5))^0.2)-1)*100 where BC10_YEAR, TC_10YEAR, BC_5YEAR, and TC_5YEAR are the 10 year and 5 year nominal and inflation adjusted Treasury securities. All of those are the actual series IDs in FRED. Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department (https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield). |
2019-06-21 | 2022-01-26 |
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