On this page is an inflation expectations calculator. Using breakeven rates on nominal and inflation adjusted notes in constant maturity debt, we show the market’s inflation expectations. What are current inflation expectations? Below is the inflations expectations tool showing the market’s current prediction for forward inflation. Numbers are annualized, in percent, over the next x […]
In an earlier article, I detailed how you could check on inflation expectations using information publicly available from the Department of the Treasury. Using the data they provide, it is simple to calculate the market’s expectations for inflation over the next 5, 7, 10, and 20 Year periods. Let’s take another look not at the 2009 inflation rate, but the expected inflation rate of the future viewed through ‘2009’ colored glasses.