| Maturity horizon (years) | Range (percentage points) |
|---|---|
|
0.5 |
23.61 |
|
1.0 |
13.67 |
|
1.5 |
10.91 |
|
2.0 |
8.11 |
|
2.5 |
8.55 |
|
3.0 |
6.59 |
|
3.5 |
6.48 |
|
4.0 |
5.63 |
|
4.5 |
5.57 |
|
5.0 |
4.90 |
|
5.5 |
4.96 |
|
6.0 |
4.10 |
|
6.5 |
4.32 |
|
7.0 |
3.58 |
|
7.5 |
3.66 |
|
8.0 |
3.20 |
|
8.5 |
3.07 |
|
9.0 |
2.76 |
|
9.5 |
2.15 |
|
10.0 |
1.71 |
|
10.5 |
1.61 |
|
11.0 |
1.65 |
|
11.5 |
1.43 |
|
12.0 |
1.36 |
|
12.5 |
1.24 |
|
13.0 |
1.26 |
|
13.5 |
1.21 |
|
14.0 |
0.75 |
|
14.5 |
0.34 |
|
15.0 |
0.00 |
|
Note: TBI = Treasury Breakeven Inflation; CPI-U = Consumer Price Index for All Urban Consumers. Source: U.S. Bureau of Labor Statistics and U.S. Department of the Treasury. |
|