Maturity horizon (years) | Maximum difference (percentage points) |
---|---|
0.5 |
10.44 |
1.0 |
4.69 |
1.5 |
3.65 |
2.0 |
3.00 |
2.5 |
2.66 |
3.0 |
1.65 |
3.5 |
1.68 |
4.0 |
1.37 |
4.5 |
1.39 |
5.0 |
1.20 |
5.5 |
1.28 |
6.0 |
1.12 |
6.5 |
1.50 |
7.0 |
1.31 |
7.5 |
1.54 |
8.0 |
1.44 |
8.5 |
1.51 |
9.0 |
1.46 |
9.5 |
1.50 |
10.0 |
1.04 |
10.5 |
1.09 |
11.0 |
1.06 |
11.5 |
1.08 |
12.0 |
1.01 |
12.5 |
1.07 |
13.0 |
1.05 |
13.5 |
1.08 |
14.0 |
0.61 |
14.5 |
0.25 |
15.0 |
0.19 |
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. |