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. |