US 5-year breakeven inflation signals (market-implied expectations)
Daily US market-implied inflation-expectations signals from the 5-year breakeven inflation rate (FRED, 2003 ->): the bond market's priced-in 5-year inflation expectation, with 63-day momentum, 30-day annualized change volatility, 3-sigma shock flags, 21-day drift forecasts, a 1-year expectations z-score, the anchoring gap versus the Fed's 2% target, above-target and de-anchoring flags. The market-implied counterpart to the consumer-survey expectations set: what traders, not households, expect. All rows normalized to country_code USA. Raw series: Federal Reserve Bank of St. Louis via FRED.
Quality
Attribution
Federal Reserve Bank of St. Louis via FRED; derived signals by Frontier Data Hub
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Reference day (FRED observation date; daily). |
| country | string | United States (all series are US national). |
| country_code | string | ISO 3166-1 alpha-3 code: USA. |
| series_id | string | FRED series ID: T5YIE (5-Year Breakeven Inflation Rate). |
| series_label | string | Official FRED series title as published in the series metadata. |
| value | float | 5-year breakeven inflation rate in percent: the nominal 5-year Treasury yield minus the 5-year TIPS real yield — the bond market's priced-in average inflation expectation over the next 5 years (includes an inflation risk premium and a TIPS liquidity premium); Federal Reserve Bank of St. Louis via FRED. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pp | float | |
| expectations_z_1y | float | |
| anchoring_gap_pp | float | |
| above_target_flag | integer | |
| deanchored_flag | integer | |
| anomaly_flag | integer | |
| forecast_1m | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pp | expectations_z_1y | anchoring_gap_pp | above_target_flag | deanchored_flag | anomaly_flag | forecast_1m |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003-01-02 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.3 | — | — | — | — | -0.7 | 0 | 0 | 0 | — |
| 2003-01-03 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.28 | — | — | — | — | -0.72 | 0 | 0 | 0 | — |
| 2003-01-06 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.31 | — | — | — | — | -0.69 | 0 | 0 | 0 | — |
| 2003-01-07 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.28 | — | — | — | — | -0.72 | 0 | 0 | 0 | — |
| 2003-01-08 | United States | USA | T5YIE | 5-Year Breakeven Inflation Rate | 1.33 | — | — | — | — | -0.6699999999999999 | 0 | 0 | 0 | — |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/breakeven5y_signals/us_5y_breakeven_inflation_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/breakeven5y_signals/us_5y_breakeven_inflation_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/breakeven5y_signals/us_5y_breakeven_inflation_signals
Tip: fetch /llms.txt for the full machine-readable catalog.