5-Year, 5-Year Forward Inflation Expectation Rate

2014-08-27: 2.48 Percent (+ see more) 
Daily, Not Seasonally Adjusted, T5YIFR, Updated: 2014-08-28 3:46 PM CDT
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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.

Source: Federal Reserve Bank of St. Louis

Release: Interest Rate Spreads

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(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
   

  

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