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InflationUpdated with every release

Inflation Expectations (Term Structure)

Inflation expectations across the term structure: market-based breakevens (nominal Treasury yields minus TIPS yields) at 5 and 10 years plus the 5-year, 5-year forward — the Fed's preferred "anchoring" gauge — alongside the Cleveland Fed's model-based 1- and 2-year expected inflation. The short end shows what markets price for the near term; the long end shows whether the Fed's credibility is intact.

Latest reading

As of August 4, 2026, Inflation Expectations (5Y, 5Y forward) stands at 2.27% — down from 2.31% the prior reading. Read the ends against each other. Short-dated measures swing with oil and TIPS liquidity — a collapse in short breakevens while the 5y5y forward holds near 2–2.5% is an energy round-trip, not a regime change (and the reverse, a stable short end with a rising 5y5y, is credibility eroding). The measures can disagree sharply: in mid-2026, raw 2-year breakevens printed below 2% while the Cleveland model read 2.7% — which is exactly why no single short-end series should be treated as "the" expectation. Series history runs from 2003 to present.

Sources, methodology & freshnessLast updated 2026-08-04 · Open ↓
Source
Federal Reserve via FRED (T5YIFR, T10YIE, T5YIE) daily; Cleveland Fed (EXPINF1YR, EXPINF2YR) monthly
Methodology
Complete daily history, charted as released — release-dated readings, no smoothing or adjustment beyond what the chart legend states
Updates
Daily, with every releaseLast: 2026-08-04
Maintained & reviewed by Yuriy Matso — methodology shown on the page.
Inflation ExpectationsReleased 2026-08-04covers 2026-08-04
2.27%
from 2.30%

5Y, 5Y forward

5Y breakeven
2.19%
Cleveland Fed 2Y
2.44%
Cleveland Fed 1Y
2.39%
All-time high 3.05% (2008-11)
All-time low 0.43% (2008-12)
Since 2003
Observations 5,901

Next release: Aug 5, 2026

01

Full history

Range:

Overview

5Y, 5Y forwardSPY price (right, since 1993)

5-Year breakeven (market)

The shortest clean market-based read — nominal 5Y minus 5Y TIPS. More energy-sensitive than the long end: when this falls while the 5y5y holds, the move is mostly the oil component, not a regime change.

5-Year breakevenSPY price (right, since 1993)

Cleveland Fed 2-Year expected inflation

Model-based 2-year expected inflation (monthly, forward-filled between releases) — blends swaps, surveys and yields, so it is far steadier than raw short-dated breakevens, which swing with spot oil and thin TIPS liquidity.

Cleveland Fed 2Y expected inflationSPY price (right, since 1993)

Cleveland Fed 1-Year expected inflation

The model's one-year-ahead read (monthly, forward-filled) — the nearest-term gauge of where inflation expectations sit, without the noise of short-dated TIPS pricing.

Cleveland Fed 1Y expected inflationSPY price (right, since 1993)
02

Methodology & data

Inflation Expectations is sourced from Fed via the Federal Reserve's FRED service (Federal Reserve via FRED (T5YIFR, T10YIE, T5YIE) daily; Cleveland Fed (EXPINF1YR, EXPINF2YR) monthly). We pull the complete history, chart it on a daily basis, overlay SPY for context, and generate a dated plain-English reading from the latest release — with no smoothing or adjustment beyond what the chart legend states.

Every reading is stamped with its release date, last updated 2026-08-04. Maintained and reviewed by Yuriy Matso; see our methodology for the standards every series on the site is held to.

03

Frequently asked questions

What is the Inflation Expectations (Term Structure)?

Inflation expectations across the term structure: market-based breakevens (nominal Treasury yields minus TIPS yields) at 5 and 10 years plus the 5-year, 5-year forward — the Fed's preferred "anchoring" gauge — alongside the Cleveland Fed's model-based 1- and 2-year expected inflation. The short end shows what markets price for the near term; the long end shows whether the Fed's credibility is intact.

How do you read Inflation Expectations?

Read the ends against each other. Short-dated measures swing with oil and TIPS liquidity — a collapse in short breakevens while the 5y5y forward holds near 2–2.5% is an energy round-trip, not a regime change (and the reverse, a stable short end with a rising 5y5y, is credibility eroding). The measures can disagree sharply: in mid-2026, raw 2-year breakevens printed below 2% while the Cleveland model read 2.7% — which is exactly why no single short-end series should be treated as "the" expectation.

Where does the Inflation Expectations data come from?

Federal Reserve via FRED (T5YIFR, T10YIE, T5YIE) daily; Cleveland Fed (EXPINF1YR, EXPINF2YR) monthly. We chart the full history and publish a dated, plain-English reading with every release; the raw series is downloadable as CSV at /data/indicators/inflation-expectations.csv.

How often is Inflation Expectations updated?

Inflation Expectations is a daily series from Fed, refreshed here as soon as a new release posts to FRED.

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