Skip to main content

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

Observation:

2018-05-17: 2.16  
Updated: May 18, 2018

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
Close
  EDIT BAR 1
(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

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:

  EDIT BAR 2
(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

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 BAR

Add data series to graph:

FORMAT GRAPH
Log scale:

fullscreen
Shaded areas indicate U.S. recessions
alfred.stlouisfed.org



NOTES
Title Release Dates
5-Year, 5-Year Forward Inflation Expectation Rate 2014-01-27 2018-05-18
 
Source    
Federal Reserve Bank of St. Louis 2014-01-27 2018-05-18
 
Release    
Interest Rate Spreads 2014-01-27 2018-05-18
 
Units    
Percent 2014-01-27 2018-05-18
 
Frequency    
Daily 2014-01-27 2018-05-18
 
Seasonal Adjustment    
Not Seasonally Adjusted 2014-01-27 2018-05-18
 
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 2018-05-18
RELATED CONTENT

Related Resources

Other Formats

Monthly, 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 Daily Interest Rate Interest Inflation Rate United States of America Not Seasonally Adjusted Nation
RELEASE TABLES





Browse Data

Retrieving data.
Updating graph.

Need Help?

Questions or Comments
ALFRED FAQs
General FAQs

Subscribe to the FRED newsletter

Follow us

Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo
Back to Top
Top