| Maturity horizon (years) | Minimum difference (percentage points) |
|---|---|
|
0.5 |
-13.17 |
|
1.0 |
-8.98 |
|
1.5 |
-7.27 |
|
2.0 |
-5.11 |
|
2.5 |
-5.89 |
|
3.0 |
-4.94 |
|
3.5 |
-4.79 |
|
4.0 |
-4.26 |
|
4.5 |
-4.18 |
|
5.0 |
-3.69 |
|
5.5 |
-3.68 |
|
6.0 |
-2.98 |
|
6.5 |
-2.82 |
|
7.0 |
-2.27 |
|
7.5 |
-2.13 |
|
8.0 |
-1.75 |
|
8.5 |
-1.56 |
|
9.0 |
-1.30 |
|
9.5 |
-0.66 |
|
10.0 |
-0.68 |
|
10.5 |
-0.51 |
|
11.0 |
-0.59 |
|
11.5 |
-0.35 |
|
12.0 |
-0.35 |
|
12.5 |
-0.17 |
|
13.0 |
-0.21 |
|
13.5 |
-0.12 |
|
14.0 |
-0.14 |
|
14.5 |
-0.09 |
|
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. |
|