| 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. |
|