Table Data - Inflation Risk Premium
| Title | Inflation Risk Premium |
|---|---|
| Series ID | TENEXPCHAINFRISPRE |
| Source | Federal Reserve Bank of Cleveland |
| Release | Inflation Expectations (Not a Press Release) |
| Seasonal Adjustment | Not Seasonally Adjusted |
| Frequency | Monthly |
| Units | Percent |
| Date Range | 1982-01-01 to 2024-12-01 |
| Last Updated | 2024-12-11 3:03 PM CST |
| Notes | The Federal Reserve Bank of Cleveland estimates the expected rate of inflation over the next 30 years along with the inflation risk premium, the real risk premium, and the real interest rate. Their estimates are calculated with a model that uses Treasury yields, inflation data, inflation swaps, and survey-based measures of inflation expectations. For more information, please visit the Federal Reserve Bank of Cleveland. |
| DATE | VALUE |
|---|---|
| 1982-01-01 | 0.423299200 |
| 1982-02-01 | 0.346620700 |
| 1982-03-01 | 0.329844100 |
| 1982-04-01 | 0.404000500 |
| 1982-05-01 | 0.328358000 |
| 1982-06-01 | 0.301715800 |
| 1982-07-01 | 0.365543600 |
| 1982-08-01 | 0.280086500 |
| 1982-09-01 | 0.180274000 |
| 1982-10-01 | 0.237869700 |
| 1982-11-01 | 0.310657100 |
| 1982-12-01 | 0.356207600 |
| 1983-01-01 | 0.370950000 |
| 1983-02-01 | 0.409499000 |
| 1983-03-01 | 0.405334100 |
| 1983-04-01 | 0.408110200 |
| 1983-05-01 | 0.394352100 |
| 1983-06-01 | 0.418094700 |
| 1983-07-01 | 0.435479400 |
| 1983-08-01 | 0.527050000 |
| 1983-09-01 | 0.504114500 |
| 1983-10-01 | 0.469107400 |
| 1983-11-01 | 0.482181500 |
| 1983-12-01 | 0.476832800 |
| 1984-01-01 | 0.468003700 |
| 1984-02-01 | 0.413095900 |
| 1984-03-01 | 0.480538500 |
| 1984-04-01 | 0.519654600 |
| 1984-05-01 | 0.528570500 |
| 1984-06-01 | 0.578911300 |
| 1984-07-01 | 0.578488500 |
| 1984-08-01 | 0.482760300 |
| 1984-09-01 | 0.500902800 |
| 1984-10-01 | 0.465111500 |
| 1984-11-01 | 0.268207100 |
| 1984-12-01 | 0.309573300 |
| 1985-01-01 | 0.347718500 |
| 1985-02-01 | 0.352354000 |
| 1985-03-01 | 0.427111600 |
| 1985-04-01 | 0.425375000 |
| 1985-05-01 | 0.332789500 |
| 1985-06-01 | 0.363691100 |
| 1985-07-01 | 0.403980100 |
| 1985-08-01 | 0.441329800 |
| 1985-09-01 | 0.435978300 |
| 1985-10-01 | 0.436638600 |
| 1985-11-01 | 0.422166500 |
| 1985-12-01 | 0.406285800 |
| 1986-01-01 | 0.262589500 |
| 1986-02-01 | 0.293173600 |
| 1986-03-01 | 0.273848800 |
| 1986-04-01 | 0.277201000 |
| 1986-05-01 | 0.309318700 |
| 1986-06-01 | 0.463871000 |
| 1986-07-01 | 0.419877700 |
| 1986-08-01 | 0.409531000 |
| 1986-09-01 | 0.394250500 |
| 1986-10-01 | 0.437016200 |
| 1986-11-01 | 0.428396500 |
| 1986-12-01 | 0.425967600 |
| 1987-01-01 | 0.395054800 |
| 1987-02-01 | 0.405639300 |
| 1987-03-01 | 0.434593700 |
| 1987-04-01 | 0.411331100 |
| 1987-05-01 | 0.518090400 |
| 1987-06-01 | 0.518228400 |
| 1987-07-01 | 0.463298800 |
| 1987-08-01 | 0.503067600 |
| 1987-09-01 | 0.520517300 |
| 1987-10-01 | 0.554436500 |
| 1987-11-01 | 0.279363100 |
| 1987-12-01 | 0.334727000 |
| 1988-01-01 | 0.368015700 |
| 1988-02-01 | 0.386677300 |
| 1988-03-01 | 0.392837600 |
| 1988-04-01 | 0.433264400 |
| 1988-05-01 | 0.460759000 |
| 1988-06-01 | 0.469309300 |
| 1988-07-01 | 0.453096700 |
| 1988-08-01 | 0.462233800 |
| 1988-09-01 | 0.486994600 |
| 1988-10-01 | 0.459615700 |
| 1988-11-01 | 0.432399400 |
| 1988-12-01 | 0.490986200 |
| 1989-01-01 | 0.487189100 |
| 1989-02-01 | 0.476880400 |
| 1989-03-01 | 0.503992800 |
| 1989-04-01 | 0.427987200 |
| 1989-05-01 | 0.416336200 |
| 1989-06-01 | 0.375048000 |
| 1989-07-01 | 0.372523200 |
| 1989-08-01 | 0.346757200 |
| 1989-09-01 | 0.491610700 |
| 1989-10-01 | 0.497208500 |
| 1989-11-01 | 0.441710300 |
| 1989-12-01 | 0.445899400 |
| 1990-01-01 | 0.355571700 |
| 1990-02-01 | 0.412574700 |
| 1990-03-01 | 0.451909400 |
| 1990-04-01 | 0.455461800 |
| 1990-05-01 | 0.472531500 |
| 1990-06-01 | 0.412364000 |
| 1990-07-01 | 0.429926100 |
| 1990-08-01 | 0.367715800 |
| 1990-09-01 | 0.422861300 |
| 1990-10-01 | 0.417547900 |
| 1990-11-01 | 0.365653300 |
| 1990-12-01 | 0.374922800 |
| 1991-01-01 | 0.329738300 |
| 1991-02-01 | 0.346458200 |
| 1991-03-01 | 0.403545900 |
| 1991-04-01 | 0.417750500 |
| 1991-05-01 | 0.370977800 |
| 1991-06-01 | 0.399172300 |
| 1991-07-01 | 0.434466700 |
| 1991-08-01 | 0.421975300 |
| 1991-09-01 | 0.407670900 |
| 1991-10-01 | 0.387542500 |
| 1991-11-01 | 0.372525800 |
| 1991-12-01 | 0.372642800 |
| 1992-01-01 | 0.334442100 |
| 1992-02-01 | 0.454087200 |
| 1992-03-01 | 0.472362800 |
| 1992-04-01 | 0.478432400 |
| 1992-05-01 | 0.436670200 |
| 1992-06-01 | 0.437274300 |
| 1992-07-01 | 0.409736900 |
| 1992-08-01 | 0.389631500 |
| 1992-09-01 | 0.385335500 |
| 1992-10-01 | 0.360802000 |
| 1992-11-01 | 0.540082800 |
| 1992-12-01 | 0.546553600 |
| 1993-01-01 | 0.503369100 |
| 1993-02-01 | 0.464536000 |
| 1993-03-01 | 0.446984200 |
| 1993-04-01 | 0.441624500 |
| 1993-05-01 | 0.421810800 |
| 1993-06-01 | 0.426444000 |
| 1993-07-01 | 0.402573000 |
| 1993-08-01 | 0.427450800 |
| 1993-09-01 | 0.405373200 |
| 1993-10-01 | 0.390746800 |
| 1993-11-01 | 0.426777300 |
| 1993-12-01 | 0.440992700 |
| 1994-01-01 | 0.447801100 |
| 1994-02-01 | 0.398756200 |
| 1994-03-01 | 0.496656000 |
| 1994-04-01 | 0.588368800 |
| 1994-05-01 | 0.569654400 |
| 1994-06-01 | 0.545711400 |
| 1994-07-01 | 0.533456000 |
| 1994-08-01 | 0.502863800 |
| 1994-09-01 | 0.502178800 |
| 1994-10-01 | 0.547579000 |
| 1994-11-01 | 0.536484500 |
| 1994-12-01 | 0.546765900 |
| 1995-01-01 | 0.529820700 |
| 1995-02-01 | 0.492288600 |
| 1995-03-01 | 0.461074700 |
| 1995-04-01 | 0.449425400 |
| 1995-05-01 | 0.354679200 |
| 1995-06-01 | 0.358994900 |
| 1995-07-01 | 0.390715200 |
| 1995-08-01 | 0.439444300 |
| 1995-09-01 | 0.422872800 |
| 1995-10-01 | 0.435290200 |
| 1995-11-01 | 0.400996700 |
| 1995-12-01 | 0.404471100 |
| 1996-01-01 | 0.354620600 |
| 1996-02-01 | 0.356803600 |
| 1996-03-01 | 0.440788800 |
| 1996-04-01 | 0.462207800 |
| 1996-05-01 | 0.457054000 |
| 1996-06-01 | 0.486357300 |
| 1996-07-01 | 0.478949300 |
| 1996-08-01 | 0.460592900 |
| 1996-09-01 | 0.490813900 |
| 1996-10-01 | 0.458056800 |
| 1996-11-01 | 0.427406100 |
| 1996-12-01 | 0.423250500 |
| 1997-01-01 | 0.470368800 |
| 1997-02-01 | 0.459412900 |
| 1997-03-01 | 0.458225100 |
| 1997-04-01 | 0.493156200 |
| 1997-05-01 | 0.472159900 |
| 1997-06-01 | 0.344283600 |
| 1997-07-01 | 0.378007400 |
| 1997-08-01 | 0.384709600 |
| 1997-09-01 | 0.418368600 |
| 1997-10-01 | 0.395161500 |
| 1997-11-01 | 0.399787500 |
| 1997-12-01 | 0.401454500 |
| 1998-01-01 | 0.395787100 |
| 1998-02-01 | 0.387460200 |
| 1998-03-01 | 0.417588600 |
| 1998-04-01 | 0.421301000 |
| 1998-05-01 | 0.408356800 |
| 1998-06-01 | 0.422139200 |
| 1998-07-01 | 0.408306300 |
| 1998-08-01 | 0.419898500 |
| 1998-09-01 | 0.403769000 |
| 1998-10-01 | 0.364925690 |
| 1998-11-01 | 0.435084800 |
| 1998-12-01 | 0.454932830 |
| 1999-01-01 | 0.461587800 |
| 1999-02-01 | 0.461043200 |
| 1999-03-01 | 0.511112100 |
| 1999-04-01 | 0.445538700 |
| 1999-05-01 | 0.442576300 |
| 1999-06-01 | 0.517492100 |
| 1999-07-01 | 0.461937600 |
| 1999-08-01 | 0.478567400 |
| 1999-09-01 | 0.474735500 |
| 1999-10-01 | 0.466804800 |
| 1999-11-01 | 0.473274300 |
| 1999-12-01 | 0.478408200 |
| 2000-01-01 | 0.499476900 |
| 2000-02-01 | 0.490175800 |
| 2000-03-01 | 0.449770900 |
| 2000-04-01 | 0.407902400 |
| 2000-05-01 | 0.448618300 |
| 2000-06-01 | 0.333877600 |
| 2000-07-01 | 0.364210900 |
| 2000-08-01 | 0.386093700 |
| 2000-09-01 | 0.376102100 |
| 2000-10-01 | 0.394591000 |
| 2000-11-01 | 0.398104600 |
| 2000-12-01 | 0.397853900 |
| 2001-01-01 | 0.388061400 |
| 2001-02-01 | 0.284722700 |
| 2001-03-01 | 0.338552000 |
| 2001-04-01 | 0.354607500 |
| 2001-05-01 | 0.367875600 |
| 2001-06-01 | 0.389459400 |
| 2001-07-01 | 0.394083500 |
| 2001-08-01 | 0.389951600 |
| 2001-09-01 | 0.406896100 |
| 2001-10-01 | 0.325504200 |
| 2001-11-01 | 0.327892530 |
| 2001-12-01 | 0.428486190 |
| 2002-01-01 | 0.486187800 |
| 2002-02-01 | 0.461856400 |
| 2002-03-01 | 0.458739200 |
| 2002-04-01 | 0.478563800 |
| 2002-05-01 | 0.443201000 |
| 2002-06-01 | 0.435635400 |
| 2002-07-01 | 0.416883630 |
| 2002-08-01 | 0.401890060 |
| 2002-09-01 | 0.393316440 |
| 2002-10-01 | 0.387621640 |
| 2002-11-01 | 0.410313480 |
| 2002-12-01 | 0.460522610 |
| 2003-01-01 | 0.386633450 |
| 2003-02-01 | 0.373463320 |
| 2003-03-01 | 0.369565510 |
| 2003-04-01 | 0.385485280 |
| 2003-05-01 | 0.395924530 |
| 2003-06-01 | 0.395803290 |
| 2003-07-01 | 0.403509920 |
| 2003-08-01 | 0.513824090 |
| 2003-09-01 | 0.514922050 |
| 2003-10-01 | 0.460785030 |
| 2003-11-01 | 0.513502150 |
| 2003-12-01 | 0.501289010 |
| 2004-01-01 | 0.477508870 |
| 2004-02-01 | 0.455393250 |
| 2004-03-01 | 0.445895630 |
| 2004-04-01 | 0.432297290 |
| 2004-05-01 | 0.509331740 |
| 2004-06-01 | 0.513932030 |
| 2004-07-01 | 0.493976520 |
| 2004-08-01 | 0.481107030 |
| 2004-09-01 | 0.456372500 |
| 2004-10-01 | 0.458038570 |
| 2004-11-01 | 0.421756070 |
| 2004-12-01 | 0.459023960 |
| 2005-01-01 | 0.448065480 |
| 2005-02-01 | 0.439292540 |
| 2005-03-01 | 0.457157770 |
| 2005-04-01 | 0.460551430 |
| 2005-05-01 | 0.427502590 |
| 2005-06-01 | 0.412273100 |
| 2005-07-01 | 0.409726800 |
| 2005-08-01 | 0.415953140 |
| 2005-09-01 | 0.215207920 |
| 2005-10-01 | 0.298210330 |
| 2005-11-01 | 0.361370480 |
| 2005-12-01 | 0.387555830 |
| 2006-01-01 | 0.402734110 |
| 2006-02-01 | 0.432903650 |
| 2006-03-01 | 0.469097200 |
| 2006-04-01 | 0.442014000 |
| 2006-05-01 | 0.441067100 |
| 2006-06-01 | 0.451490600 |
| 2006-07-01 | 0.441106800 |
| 2006-08-01 | 0.413735300 |
| 2006-09-01 | 0.336508400 |
| 2006-10-01 | 0.350988940 |
| 2006-11-01 | 0.406086200 |
| 2006-12-01 | 0.371932520 |
| 2007-01-01 | 0.357647500 |
| 2007-02-01 | 0.394006600 |
| 2007-03-01 | 0.380910240 |
| 2007-04-01 | 0.400678570 |
| 2007-05-01 | 0.394897610 |
| 2007-06-01 | 0.458029920 |
| 2007-07-01 | 0.462889000 |
| 2007-08-01 | 0.428865670 |
| 2007-09-01 | 0.398545350 |
| 2007-10-01 | 0.377879720 |
| 2007-11-01 | 0.299560990 |
| 2007-12-01 | 0.312997640 |
| 2008-01-01 | 0.323212580 |
| 2008-02-01 | 0.292272070 |
| 2008-03-01 | 0.327381150 |
| 2008-04-01 | 0.343186720 |
| 2008-05-01 | 0.396173970 |
| 2008-06-01 | 0.352780040 |
| 2008-07-01 | 0.357547080 |
| 2008-08-01 | 0.370529590 |
| 2008-09-01 | 0.363244060 |
| 2008-10-01 | 0.312492460 |
| 2008-11-01 | 0.247276650 |
| 2008-12-01 | 0.246991270 |
| 2009-01-01 | 0.269484360 |
| 2009-02-01 | 0.306789110 |
| 2009-03-01 | 0.359904290 |
| 2009-04-01 | 0.331295850 |
| 2009-05-01 | 0.380543390 |
| 2009-06-01 | 0.387434070 |
| 2009-07-01 | 0.391300830 |
| 2009-08-01 | 0.388024540 |
| 2009-09-01 | 0.386460090 |
| 2009-10-01 | 0.391139100 |
| 2009-11-01 | 0.397016120 |
| 2009-12-01 | 0.389560250 |
| 2010-01-01 | 0.482297370 |
| 2010-02-01 | 0.461119990 |
| 2010-03-01 | 0.456113240 |
| 2010-04-01 | 0.466772830 |
| 2010-05-01 | 0.453820130 |
| 2010-06-01 | 0.434643000 |
| 2010-07-01 | 0.431337940 |
| 2010-08-01 | 0.405464540 |
| 2010-09-01 | 0.404818840 |
| 2010-10-01 | 0.370756400 |
| 2010-11-01 | 0.350320670 |
| 2010-12-01 | 0.402842800 |
| 2011-01-01 | 0.441156480 |
| 2011-02-01 | 0.433208210 |
| 2011-03-01 | 0.417714660 |
| 2011-04-01 | 0.426725440 |
| 2011-05-01 | 0.415951130 |
| 2011-06-01 | 0.397475210 |
| 2011-07-01 | 0.427171220 |
| 2011-08-01 | 0.416496710 |
| 2011-09-01 | 0.401742490 |
| 2011-10-01 | 0.405537570 |
| 2011-11-01 | 0.413480360 |
| 2011-12-01 | 0.422918250 |
| 2012-01-01 | 0.419694800 |
| 2012-02-01 | 0.402588990 |
| 2012-03-01 | 0.419692790 |
| 2012-04-01 | 0.440350670 |
| 2012-05-01 | 0.361693540 |
| 2012-06-01 | 0.389207400 |
| 2012-07-01 | 0.400566300 |
| 2012-08-01 | 0.371131470 |
| 2012-09-01 | 0.367169100 |
| 2012-10-01 | 0.378801910 |
| 2012-11-01 | 0.378306630 |
| 2012-12-01 | 0.397382780 |
| 2013-01-01 | 0.418838360 |
| 2013-02-01 | 0.391015450 |
| 2013-03-01 | 0.268756560 |
| 2013-04-01 | 0.337852950 |
| 2013-05-01 | 0.353827450 |
| 2013-06-01 | 0.390035530 |
| 2013-07-01 | 0.451958690 |
| 2013-08-01 | 0.462620290 |
| 2013-09-01 | 0.476787470 |
| 2013-10-01 | 0.440503690 |
| 2013-11-01 | 0.439036390 |
| 2013-12-01 | 0.446022790 |
| 2014-01-01 | 0.476426910 |
| 2014-02-01 | 0.454969050 |
| 2014-03-01 | 0.464984690 |
| 2014-04-01 | 0.465407290 |
| 2014-05-01 | 0.445655000 |
| 2014-06-01 | 0.443974220 |
| 2014-07-01 | 0.450335510 |
| 2014-08-01 | 0.414699180 |
| 2014-09-01 | 0.426972340 |
| 2014-10-01 | 0.431476650 |
| 2014-11-01 | 0.395108030 |
| 2014-12-01 | 0.458477060 |
| 2015-01-01 | 0.321659390 |
| 2015-02-01 | 0.318362210 |
| 2015-03-01 | 0.360214060 |
| 2015-04-01 | 0.366189790 |
| 2015-05-01 | 0.379483020 |
| 2015-06-01 | 0.389076640 |
| 2015-07-01 | 0.415204510 |
| 2015-08-01 | 0.409612540 |
| 2015-09-01 | 0.423966020 |
| 2015-10-01 | 0.427308450 |
| 2015-11-01 | 0.399446780 |
| 2015-12-01 | 0.416329380 |
| 2016-01-01 | 0.435569840 |
| 2016-02-01 | 0.413079190 |
| 2016-03-01 | 0.413060920 |
| 2016-04-01 | 0.369612250 |
| 2016-05-01 | 0.378623040 |
| 2016-06-01 | 0.402730910 |
| 2016-07-01 | 0.393498450 |
| 2016-08-01 | 0.402364360 |
| 2016-09-01 | 0.422263800 |
| 2016-10-01 | 0.420200870 |
| 2016-11-01 | 0.432199120 |
| 2016-12-01 | 0.511525270 |
| 2017-01-01 | 0.447295240 |
| 2017-02-01 | 0.452859100 |
| 2017-03-01 | 0.431892430 |
| 2017-04-01 | 0.428223240 |
| 2017-05-01 | 0.430260800 |
| 2017-06-01 | 0.417006360 |
| 2017-07-01 | 0.424702600 |
| 2017-08-01 | 0.408136780 |
| 2017-09-01 | 0.383466250 |
| 2017-10-01 | 0.416108070 |
| 2017-11-01 | 0.421832950 |
| 2017-12-01 | 0.502459280 |
| 2018-01-01 | 0.471167360 |
| 2018-02-01 | 0.490740170 |
| 2018-03-01 | 0.315288410 |
| 2018-04-01 | 0.355699960 |
| 2018-05-01 | 0.411954150 |
| 2018-06-01 | 0.442746220 |
| 2018-07-01 | 0.444542320 |
| 2018-08-01 | 0.458458160 |
| 2018-09-01 | 0.458113790 |
| 2018-10-01 | 0.471205650 |
| 2018-11-01 | 0.449993570 |
| 2018-12-01 | 0.431520460 |
| 2019-01-01 | 0.415940680 |
| 2019-02-01 | 0.427134650 |
| 2019-03-01 | -0.124607280 |
| 2019-04-01 | 0.026071610 |
| 2019-05-01 | 0.167163630 |
| 2019-06-01 | 0.233508570 |
| 2019-07-01 | 0.284533680 |
| 2019-08-01 | 0.327803940 |
| 2019-09-01 | 0.345483420 |
| 2019-10-01 | 0.376003070 |
| 2019-11-01 | 0.396463070 |
| 2019-12-01 | 0.419972080 |
| 2020-01-01 | 0.432333880 |
| 2020-02-01 | 0.418962300 |
| 2020-03-01 | 0.013884727 |
| 2020-04-01 | 0.097338770 |
| 2020-05-01 | 0.184570850 |
| 2020-06-01 | 0.199166940 |
| 2020-07-01 | 0.238200520 |
| 2020-08-01 | 0.264610390 |
| 2020-09-01 | 0.304734180 |
| 2020-10-01 | 0.337564080 |
| 2020-11-01 | 0.369122120 |
| 2020-12-01 | 0.382469180 |
| 2021-01-01 | 0.391101340 |
| 2021-02-01 | 0.400164600 |
| 2021-03-01 | 0.408885220 |
| 2021-04-01 | 0.379931360 |
| 2021-05-01 | 0.359274250 |
| 2021-06-01 | 0.334031880 |
| 2021-07-01 | 0.353131360 |
| 2021-08-01 | 0.386106630 |
| 2021-09-01 | 0.391759130 |
| 2021-10-01 | 0.388468430 |
| 2021-11-01 | 0.378647960 |
| 2021-12-01 | 0.380817120 |
| 2022-01-01 | 0.401109660 |
| 2022-02-01 | 0.401379720 |
| 2022-03-01 | 0.340347810 |
| 2022-04-01 | 0.508304290 |
| 2022-05-01 | 0.513238010 |
| 2022-06-01 | 0.465220800 |
| 2022-07-01 | 0.365566370 |
| 2022-08-01 | 0.395681300 |
| 2022-09-01 | 0.507887300 |
| 2022-10-01 | 0.555512030 |
| 2022-11-01 | 0.556510390 |
| 2022-12-01 | 0.493508070 |
| 2023-01-01 | 0.495506770 |
| 2023-02-01 | 0.452934490 |
| 2023-03-01 | 0.570705720 |
| 2023-04-01 | 0.503119370 |
| 2023-05-01 | 0.508594740 |
| 2023-06-01 | 0.035729168 |
| 2023-07-01 | 0.183505200 |
| 2023-08-01 | 0.274825230 |
| 2023-09-01 | 0.355929820 |
| 2023-10-01 | 0.457790530 |
| 2023-11-01 | 0.486410410 |
| 2023-12-01 | 0.480274380 |
| 2024-01-01 | 0.476961550 |
| 2024-02-01 | 0.457961030 |
| 2024-03-01 | 0.508138750 |
| 2024-04-01 | 0.503974930 |
| 2024-05-01 | 0.514804540 |
| 2024-06-01 | 0.480557170 |
| 2024-07-01 | 0.488134350 |
| 2024-08-01 | 0.451463690 |
| 2024-09-01 | 0.448192300 |
| 2024-10-01 | 0.417458860 |
| 2024-11-01 | 0.513490390 |
| 2024-12-01 | 0.509710190 |
