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5-Year, 5-Year Forward Inflation Expectation Rate

2015-06: 2.09 Percent  
Monthly, Not Seasonally Adjusted, T5YIFRM, Updated: 2015-07-06 3:31 PM CDT
1yr | 5yr | 10yr | Max

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.

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 (T5YIFRM)
 
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Graph Data

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://research.stlouisfed.org/fred2/series/T5YIFRM/, July 6, 2015.





Retrieving data.
Graph updated.

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