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

Observation:

2019-01-17: 1.94 (+ more)
Updated: Jan 18, 2019

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

1Y | 5Y | 10Y | Max

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NOTES

Title	Release Dates

5-Year, 5-Year Forward Inflation Expectation Rate	2014-01-27	2019-01-18

Source

Federal Reserve Bank of St. Louis	2014-01-27	2019-01-18

Release

Interest Rate Spreads	2014-01-27	2019-01-18

Units

Percent	2014-01-27	2019-01-18

Frequency

Daily	2014-01-27	2019-01-18

Seasonal Adjustment

Not Seasonally Adjusted	2014-01-27	2019-01-18

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	2019-01-18

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