Table Data - 5-Year, 5-Year Forward Inflation Expectation Rate

Title	5-Year, 5-Year Forward Inflation Expectation Rate
Series ID	T5YIFRM
Source	Federal Reserve Bank of St. Louis
Release	Interest Rate Spreads (Not a Press Release)
Seasonal Adjustment	Not Seasonally Adjusted
Frequency	Monthly
Units	Percent
Date Range	2003-01-01 to 2024-10-01
Last Updated	2024-11-01 4:01 PM CDT
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+((BC_10YEAR-TC_10YEAR)/100))^10)/((1+((BC_5YEAR-TC_5YEAR)/100))^5))^0.2)-1)*100 where BC10_YEAR, TC_10YEAR, BC_5YEAR, and TC_5YEAR are the 10 year and 5 year nominal and inflation adjusted Treasury securities. All of those are the actual series IDs in FRED. Starting with the update on June 21, 2019, the Treasury bond data used in calculating interest rate spreads is obtained directly from the U.S. Treasury Department.

DATE	VALUE
2003-01-01	2.12
2003-02-01	2.16
2003-03-01	2.05
2003-04-01	1.99
2003-05-01	1.98
2003-06-01	1.86
2003-07-01	2.17
2003-08-01	2.37
2003-09-01	2.27
2003-10-01	2.44
2003-11-01	2.66
2003-12-01	2.54
2004-01-01	2.49
2004-02-01	2.43
2004-03-01	2.45
2004-04-01	2.53
2004-05-01	2.75
2004-06-01	2.64
2004-07-01	2.56
2004-08-01	2.49
2004-09-01	2.40
2004-10-01	2.36
2004-11-01	2.39
2004-12-01	2.44
2005-01-01	2.42
2005-02-01	2.39
2005-03-01	2.54
2005-04-01	2.49
2005-05-01	2.41
2005-06-01	2.28
2005-07-01	2.29
2005-08-01	2.33
2005-09-01	2.39
2005-10-01	2.41
2005-11-01	2.48
2005-12-01	2.40
2006-01-01	2.40
2006-02-01	2.45
2006-03-01	2.41
2006-04-01	2.52
2006-05-01	2.62
2006-06-01	2.54
2006-07-01	2.58
2006-08-01	2.63
2006-09-01	2.51
2006-10-01	2.46
2006-11-01	2.45
2006-12-01	2.37
2007-01-01	2.36
2007-02-01	2.35
2007-03-01	2.32
2007-04-01	2.39
2007-05-01	2.38
2007-06-01	2.44
2007-07-01	2.44
2007-08-01	2.42
2007-09-01	2.46
2007-10-01	2.47
2007-11-01	2.44
2007-12-01	2.40
2008-01-01	2.42
2008-02-01	2.53
2008-03-01	2.59
2008-04-01	2.42
2008-05-01	2.48
2008-06-01	2.42
2008-07-01	2.42
2008-08-01	2.43
2008-09-01	2.35
2008-10-01	2.15
2008-11-01	2.72
2008-12-01	0.74
2009-01-01	1.21
2009-02-01	1.66
2009-03-01	1.63
2009-04-01	1.97
2009-05-01	2.08
2009-06-01	2.19
2009-07-01	2.20
2009-08-01	2.36
2009-09-01	2.18
2009-10-01	2.32
2009-11-01	2.49
2009-12-01	2.55
2010-01-01	2.66
2010-02-01	2.60
2010-03-01	2.57
2010-04-01	2.74
2010-05-01	2.45
2010-06-01	2.22
2010-07-01	2.12
2010-08-01	2.02
2010-09-01	2.20
2010-10-01	2.52
2010-11-01	2.62
2010-12-01	2.78
2011-01-01	2.73
2011-02-01	2.67
2011-03-01	2.70
2011-04-01	2.89
2011-05-01	2.60
2011-06-01	2.52
2011-07-01	2.73
2011-08-01	2.55
2011-09-01	2.18
2011-10-01	2.23
2011-11-01	2.26
2011-12-01	2.35
2012-01-01	2.40
2012-02-01	2.50
2012-03-01	2.57
2012-04-01	2.57
2012-05-01	2.40
2012-06-01	2.48
2012-07-01	2.49
2012-08-01	2.64
2012-09-01	2.72
2012-10-01	2.82
2012-11-01	2.79
2012-12-01	2.86
2013-01-01	2.84
2013-02-01	2.86
2013-03-01	2.85
2013-04-01	2.73
2013-05-01	2.60
2013-06-01	2.31
2013-07-01	2.39
2013-08-01	2.53
2013-09-01	2.53
2013-10-01	2.60
2013-11-01	2.59
2013-12-01	2.65
2014-01-01	2.72
2014-02-01	2.54
2014-03-01	2.54
2014-04-01	2.53
2014-05-01	2.45
2014-06-01	2.49
2014-07-01	2.55
2014-08-01	2.56
2014-09-01	2.47
2014-10-01	2.35
2014-11-01	2.28
2014-12-01	2.13
2015-01-01	2.02
2015-02-01	2.08
2015-03-01	2.04
2015-04-01	2.11
2015-05-01	2.10
2015-06-01	2.09
2015-07-01	2.15
2015-08-01	1.99
2015-09-01	1.88
2015-10-01	1.82
2015-11-01	1.87
2015-12-01	1.78
2016-01-01	1.65
2016-02-01	1.54
2016-03-01	1.69
2016-04-01	1.76
2016-05-01	1.68
2016-06-01	1.50
2016-07-01	1.53
2016-08-01	1.64
2016-09-01	1.67
2016-10-01	1.79
2016-11-01	1.97
2016-12-01	2.05
2017-01-01	2.13
2017-02-01	2.15
2017-03-01	2.15
2017-04-01	2.08
2017-05-01	1.91
2017-06-01	1.83
2017-07-01	1.90
2017-08-01	1.94
2017-09-01	1.98
2017-10-01	1.99
2017-11-01	1.95
2017-12-01	2.04
2018-01-01	2.15
2018-02-01	2.23
2018-03-01	2.16
2018-04-01	2.21
2018-05-01	2.18
2018-06-01	2.17
2018-07-01	2.20
2018-08-01	2.22
2018-09-01	2.24
2018-10-01	2.23
2018-11-01	2.17
2018-12-01	2.02
2019-01-01	1.96
2019-02-01	2.00
2019-03-01	2.01
2019-04-01	2.03
2019-05-01	1.94
2019-06-01	1.85
2019-07-01	1.93
2019-08-01	1.79
2019-09-01	1.78
2019-10-01	1.72
2019-11-01	1.73
2019-12-01	1.81
2020-01-01	1.79
2020-02-01	1.65
2020-03-01	1.30
2020-04-01	1.45
2020-05-01	1.47
2020-06-01	1.53
2020-07-01	1.60
2020-08-01	1.77
2020-09-01	1.78
2020-10-01	1.85
2020-11-01	1.80
2020-12-01	1.97
2021-01-01	2.06
2021-02-01	2.05
2021-03-01	2.05
2021-04-01	2.17
2021-05-01	2.29
2021-06-01	2.22
2021-07-01	2.16
2021-08-01	2.20
2021-09-01	2.19
2021-10-01	2.33
2021-11-01	2.25
2021-12-01	2.17
2022-01-01	2.10
2022-02-01	2.05
2022-03-01	2.28
2022-04-01	2.45
2022-05-01	2.35
2022-06-01	2.34
2022-07-01	2.14
2022-08-01	2.33
2022-09-01	2.31
2022-10-01	2.32
2022-11-01	2.30
2022-12-01	2.20
2023-01-01	2.24
2023-02-01	2.22
2023-03-01	2.23
2023-04-01	2.22
2023-05-01	2.27
2023-06-01	2.26
2023-07-01	2.39
2023-08-01	2.43
2023-09-01	2.43
2023-10-01	2.46
2023-11-01	2.36
2023-12-01	2.24
2024-01-01	2.31
2024-02-01	2.25
2024-03-01	2.24
2024-04-01	2.34
2024-05-01	2.34
2024-06-01	2.30
2024-07-01	2.36
2024-08-01	2.25
2024-09-01	2.25
2024-10-01	2.34

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