Five Year Inflation Expectations, April 22
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Inflation break-even as of today: 2.61%
Figure 1: 5 year Treasury-TIPS spread (blue), expected 5 year inflation from DKW (red), both in %. Source: Treasury via FRED, Fed.
2.61% compares with the 2.4% spread reported on 2/27.
For March, the NY Fed median 5 year ahead inflation reading is 3.05%, U.Michigan at 3.2%, compared to the average Treasury-TIPS break-even of 2.55%, and DKW average estimate of 2.64%.
Figure 1: 5 year Treasury-TIPS spread (blue), expected 5 year inflation from DKW (red), both in %. Source: Treasury via FRED, Fed.
2.61% compares with the 2.4% spread reported on 2/27.
For March, the NY Fed median 5 year ahead inflation reading is 3.05%, U.Michigan at 3.2%, compared to the average Treasury-TIPS break-even of 2.55%, and DKW average estimate of 2.64%.
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