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5-Year, 5-Year Forward Inflation Expectation Rate

2016-01: 1.65 Percent  
Monthly, Not Seasonally Adjusted, T5YIFRM, Updated: 2016-02-01 3:42 PM CST
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:

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

Growth Rate Calculations | US recession dates

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Y-Axis Position:
(a) 5-Year, 5-Year Forward Inflation Expectation Rate, Percent, Not Seasonally Adjusted (T5YIFRM)
Integer Period Range:

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Use a formula to modify and combine data series into a single line. For example, invert an exchange rate a by using formula 1/a, or calculate the spread between 2 interest rates a and b by using formula a - b.

Use the assigned data series variables above (e.g. a, b, ...) together with operators {+, -, *, /, ^}, braces {(,)}, and constants {e.g. 2, 1.5} to create your own formula {e.g. 1/a, a-b, (a+b)/2, (a/(a+b+c))*100}. The default formula 'a' displays only the first data series added to this line. You may also add data series to this line before entering a formula.

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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, February 10, 2016.

Retrieving data.
Graph updated.

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