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:
The series reside in the historical catalog (United States » Financial » Interest rates » Analytical indicators » Spreads » Breakeven inflation) and include, for example:
Please be aware that
The difference between two indicators each measured in percent per annum (% p.a.) is percentage points (% pts.).
See also