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Inflation Expectations

Forward-looking composite of market- and survey-based inflation compensation.

InflationDaily
Product ready

Current reading

How scores work
0.25
Direction
Improving
Strength
Weak
Data date
September 4, 2026

This weak positive reading indicates that the inflation signal is improving as of September 4, 2026.

Signal history

See how the normalized reading changed over time.

197 points

Strongest drivers

University of Michigan 1-Year Inflation ExpectationsSupporting1.00
5-Year Breakeven Inflation RateDragging-0.17
10-Year Breakeven Inflation RateNeutral-0.09
5-Year, 5-Year Forward Inflation ExpectationNeutral0.00

Evidence preview

Full Evidence
10Y Yield 1M Forward68 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 63% hit rate
Promising alignment
WTI Crude 1M Forward66 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 88% hit rate
Promising alignment
2Y Yield 1M Forward66 observations · Sample period not availableAbout 1 month forward · Aligned count not available · 64% hit rate
Promising alignment

Sources

5-Year Breakeven Inflation RateFederal Reserve Board via FRED
10-Year Breakeven Inflation RateFederal Reserve Board via FRED
5-Year, 5-Year Forward Inflation ExpectationFederal Reserve Board via FRED
University of Michigan 1-Year Inflation ExpectationsUniversity of Michigan via FRED

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