US breakeven inflation term-structure panel (5y/10y/5y5y, daily)
Daily US market-implied inflation-expectations term structure, 2003-01-02 onward: 5-year, 10-year, and 5-year-5-year forward breakeven inflation rates (percent, Board of Governors of the Federal Reserve System via keyless FRED fredgraph.csv). Each trading day carries the three breakeven levels, the 10y-5y term spread and the 5y5y-vs-5y forward gap, 1-week/1-month/3-month/1-year changes in percentage points, 1-year z-scores, 30-day annualized change volatility, the anchoring gap vs the Fed's 2% target, above-target / de-anchored / inversion / 3-sigma shock flags, and a deterministic row hash. Weekends and market holidays are honest gaps, never filled. One row per trading day; join keys: date, country_code=USA. Who joins this: online shops join daily be5y and the anchoring gap on date to time price changes against inflation-expectation regimes; subscription businesses use deanchored_flag as a churn-pricing regime input; sales teams weight pipeline by expectation momentum. The breakeven embeds an inflation risk premium and a TIPS liquidity premium — it is the market's priced-in expectation, not a pure forecast.
- Rows
- 5,940
- Columns
- 21
- Source cadence
- Daily
- Last refreshed
- Sep 30, 2026
- Theme
- markets
| Column | Type | Description |
|---|---|---|
| date | date | Trading day (FRED observation date). Weekends and market holidays are honest gaps, never filled. (unit: date) |
| country | string | Country name (shared normalization layer). (unit: string) |
| country_code | string | ISO 3166-1 alpha-3 country code (USA). (unit: string) |
| be5y | float | 5-Year Breakeven Inflation Rate (FRED T5YIE): the bond market's priced-in average inflation expectation over the next 5 years. (unit: percent) |
| be10y | float | 10-Year Breakeven Inflation Rate (FRED T10YIE): the bond market's priced-in average inflation expectation over the next 10 years. (unit: percent) |
| be5y5y | float | 5-Year, 5-Year Forward Inflation Expectation Rate (FRED T5YIFR): the market's 5-year inflation expectation starting 5 years ahead — the long-run anchor read. (unit: percent) |
| term_spread_10y_5y_pp | float | be10y minus be5y: the expectations curve slope in percentage points. Positive = longer-horizon expectations above near-term. (unit: percentage points) |
| fwd_spot_gap_pp | float | be5y5y minus be5y in percentage points: forward-vs-spot gap. (unit: percentage points) |
| be5y_wow_pp | float | 5-trading-day (~1 week) change of be5y in percentage points. (unit: percentage points) |
| be5y_mom_pp | float | 22-trading-day (~1 month) change of be5y in percentage points. (unit: percentage points) |
| be5y_mom3_pp | float | 63-trading-day (~3 month) change of be5y in percentage points. (unit: percentage points) |
| be5y_yoy_pp | float | 252-trading-day (~1 year) change of be5y in percentage points. (unit: percentage points) |
| be5y_z_1y | float | Z-score of be5y vs its trailing-252-trading-day mean/std (min 60 observations; null when the window std is 0) — theanchoring-regime gauge. (unit: z-score) |
| be10y_z_1y | float | Z-score of be10y vs its trailing-252-trading-day mean/std (min 60 observations; null when the window std is 0). (unit: z-score) |
| be5y_vol_30d_ann | float | 30-day stdev of be5y daily changes, annualized by sqrt(252) (min 20 observations). (unit: percentage points (annualized)) |
| anchoring_gap_pp | float | be5y minus the Fed's 2% inflation target, in percentage points. Positive = market prices above-target inflation. (unit: percentage points) |
| above_target_flag | integer | 1 when be5y exceeds 2.5% (above-target flag). (unit: flag (0/1)) |
| deanchored_flag | integer | 1 when the trailing-252-trading-day mean be5y exceeds 3.0% (expectations de-anchoring flag). (unit: flag (0/1)) |
| inversion_flag | integer | 1 when be5y5y < be5y: the market expects inflation to fall back over the long run. (unit: flag (0/1)) |
| anomaly_flag | integer | 1 when the day's be5y change is a >3-sigma outlier versus its trailing-60-trading-day change baseline (expectation shock). (unit: flag (0/1)) |
| row_hash | string | Deterministic 16-hex sha256 of date + be5y (idempotency key). (unit: string) |
First 10 sample rows — a preview, not the complete dataset.
| date | country | country_code | be5y | be10y | be5y5y | term_spread_10y_5y_pp | fwd_spot_gap_pp | be5y_wow_pp | be5y_mom_pp | be5y_mom3_pp | be5y_yoy_pp | be5y_z_1y | be10y_z_1y | be5y_vol_30d_ann | anchoring_gap_pp | above_target_flag | deanchored_flag | inversion_flag | anomaly_flag | row_hash |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003-01-02 | United States | USA | 1.3 | 1.64 | 1.98 | 0.34 | 0.68 | — | — | — | — | — | — | — | -0.7 | 0 | — | 0 | — | a8662fa8cbac8ca0 |
| 2003-01-03 | United States | USA | 1.28 | 1.62 | 1.96 | 0.34 | 0.68 | — | — | — | — | — | — | — | -0.72 | 0 | — | 0 | — | a5c6d8d491a5a39c |
| 2003-01-06 | United States | USA | 1.31 | 1.63 | 1.95 | 0.32 | 0.64 | — | — | — | — | — | — | — | -0.69 | 0 | — | 0 | — | 891a0eb576a0a30f |
| 2003-01-07 | United States | USA | 1.28 | 1.62 | 1.96 | 0.34 | 0.68 | — | — | — | — | — | — | — | -0.72 | 0 | — | 0 | — | 1f5371a176642e35 |
| 2003-01-08 | United States | USA | 1.33 | 1.71 | 2.09 | 0.38 | 0.76 | — | — | — | — | — | — | — | -0.67 | 0 | — | 0 | — | 5b3555ad3992840b |
| 2003-01-09 | United States | USA | 1.41 | 1.78 | 2.15 | 0.37 | 0.74 | 0.11 | — | — | — | — | — | — | -0.59 | 0 | — | 0 | — | 2a07dc668b8e11d9 |
| 2003-01-10 | United States | USA | 1.4 | 1.75 | 2.1 | 0.35 | 0.7 | 0.12 | — | — | — | — | — | — | -0.6 | 0 | — | 0 | — | 5209df239b62bb33 |
| 2003-01-13 | United States | USA | 1.4 | 1.77 | 2.14 | 0.37 | 0.74 | 0.09 | — | — | — | — | — | — | -0.6 | 0 | — | 0 | — | 866acea767a12ab0 |
| 2003-01-14 | United States | USA | 1.38 | 1.76 | 2.14 | 0.38 | 0.76 | 0.1 | — | — | — | — | — | — | -0.62 | 0 | — | 0 | — | 14001500013be421 |
| 2003-01-15 | United States | USA | 1.41 | 1.8 | 2.19 | 0.39 | 0.78 | 0.08 | — | — | — | — | — | — | -0.59 | 0 | — | 0 | — | e97e8ac9c54cc930 |
- Current
20260930T190245Z-1a2effcb1e66 · sha256 1a2effcb1e66…
5,940 rows · first snapshot
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
curl "https://datazimuts.com/v1/datasets/fred_breakeven_inflation_intel/us_breakeven_inflation_daily" | jq '{title, rows, columns_count, license}'import requests
ds = requests.get("https://datazimuts.com/v1/datasets/fred_breakeven_inflation_intel/us_breakeven_inflation_daily").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/fred_breakeven_inflation_intel/us_breakeven_inflation_daily
Tip: fetch /llms.txt for the full machine-readable catalog.
Where this data comes from and what was made from it. Other people's work shows as counts; only shared projects are named.
Cite this snapshot
Pinned to snapshot 20260930T190245Z-1a2effcb1e66 and its content hash, so readers get exactly the data you used.
US Breakeven Inflation Term Structure (Fed via FRED, keyless). (2026). US breakeven inflation term-structure panel (5y/10y/5y5y, daily) [Data set, snapshot 20260930T190245Z-1a2effcb1e66, sha256 1a2effcb1e66]. Datazimuts. Retrieved 2026-10-01, from https://datazimuts.com/en/datasets/fred_breakeven_inflation_intel/us_breakeven_inflation_daily?snapshot=20260930T190245Z-1a2effcb1e66
@misc{dz_fred_breakeven_inflation_intel_us_breake_1a2effcb,
title = {{US breakeven inflation term-structure panel (5y/10y/5y5y, daily)}},
author = {{US Breakeven Inflation Term Structure (Fed via FRED, keyless)}},
year = {2026},
publisher = {Datazimuts},
howpublished = {\url{https://datazimuts.com/en/datasets/fred_breakeven_inflation_intel/us_breakeven_inflation_daily?snapshot=20260930T190245Z-1a2effcb1e66}},
note = {Snapshot 20260930T190245Z-1a2effcb1e66, sha256 1a2effcb1e6618e39107b312e497360038701c691878489df62a5bbeae0083f2; accessed 2026-10-01}
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