Logout / Access Other products Drop Down Arrow
Get live help Monday-Friday from 7:00AM-6:00PM ET (11:00AM-10:00PM GMT)  •  Contact Us
Check out our new FAQ section!
RSS Feed
New Data: U.S. - Breakeven inflation spreads
Wednesday, 28 Aug 2019 09:50 ET
By Richard Cross
Summary
December 2017 -- Moody's Analytics now calculates breakeven inflation spreads for tenors between five and 30 years (five new daily series from 2003).
Detail

A breakeven inflation spread is defined as the difference between the yields of a Treasury constant maturity (CMT) and a Treasury inflation-protected security (TIPS) with the same tenor (maturity). Our source is the FRB H.15 "Selected Interest Rates" statistical release.

Dataset properties:

  • Tenors: 5, 7, 10, 20, 30 years
  • Measurement: Percentage points (% pts.)
  • Adjustment: Not seasonally adjusted (NSA)
  • Native frequency: Business daily (Monday to Friday)
  • Start dates: 2 January 2003, 27 July 2004, or 22 February 2010

The series reside in the historical catalog (United States » Financial » Interest rates » Analytical indicators » Spreads » Breakeven inflation) and include, for example:

  • REI5YUD.IUSA  = Interest rates: 5 year breakeven inflation - Spread of treasury constant maturity yield to TIPS yield, (% pts., NSA)
  • REI30YUD.IUSA = 10 year

Please be aware that

The difference between two indicators each measured in percent per annum (% p.a.) is percentage points (% pts.).

See also

Other
Related ReleaseH.15 Selected Interest Rates [D, W, M]
SourceU.S. Board of Governors of the Federal Reserve System (FRB)
FrequencyBusiness Daily
GeographyUnited States
Catalog
Upcoming
Release DateReference date
09 Apr 202008 Apr 2020
10 Apr 202009 Apr 2020
13 Apr 202010 Apr 2020
14 Apr 202013 Apr 2020
15 Apr 202014 Apr 2020
16 Apr 202015 Apr 2020
17 Apr 202016 Apr 2020
20 Apr 202017 Apr 2020
21 Apr 202020 Apr 2020
22 Apr 202021 Apr 2020
23 Apr 202022 Apr 2020
24 Apr 202023 Apr 2020
27 Apr 202024 Apr 2020
28 Apr 202027 Apr 2020
29 Apr 202028 Apr 2020
30 Apr 202029 Apr 2020
01 May 202030 Apr 2020
04 May 202001 May 2020
05 May 202004 May 2020
06 May 202005 May 2020
07 May 202006 May 2020
08 May 202007 May 2020
11 May 202008 May 2020
12 May 202011 May 2020
13 May 202012 May 2020
14 May 202013 May 2020
15 May 202014 May 2020
18 May 202015 May 2020
19 May 202018 May 2020
20 May 202019 May 2020
21 May 202020 May 2020
22 May 202021 May 2020
25 May 202022 May 2020
26 May 202025 May 2020
27 May 202026 May 2020
28 May 202027 May 2020
29 May 202028 May 2020
01 Jun 202029 May 2020
02 Jun 202001 Jun 2020
03 Jun 202002 Jun 2020
04 Jun 202003 Jun 2020
05 Jun 202004 Jun 2020
08 Jun 202005 Jun 2020
09 Jun 202008 Jun 2020
10 Jun 202009 Jun 2020