Inflation Expectations
GET
/fed/v1/inflation-expectations
Provides a broad view of how inflation is expected to evolve over time in the U.S. economy. This endpoint combines signals from financial markets and economic models to reflect both near-term and long-term inflation outlooks. It helps contextualize how inflation risk is perceived by investors and forecasters across different time horizons.
Use Cases: Analyzing inflation sentiment, comparing near-term vs. long-term expectations, supporting macroeconomic research and fixed-income strategy.
Query Parameters
date
string
Calendar date of the observation (YYYY‑MM‑DD).
limit
integer
Limit the maximum number of results returned. Defaults to '100' if not specified. The maximum allowed limit is '50000'.
sort
string
A comma separated list of sort columns. For each column, append '.asc' or '.desc' to specify the sort direction. The sort column defaults to 'date' if not specified. The sort order defaults to 'asc' if not specified.
Response Attributes
next_url
string
optional
If present, this value can be used to fetch the next page.
request_id
string
A request id assigned by the server.
results
array (object)
The results for this request.
date
string
optional
Calendar date of the observation (YYYY‑MM‑DD).
forward_years_5_to_10
number
optional
5-Year, 5-Year Forward Inflation Expectation Rate — the market's expectation of average annual inflation for the 5-year period beginning 5 years from now, based on the spread between forward nominal and real yields.
market_10_year
number
optional
10-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 10 years, based on the spread between 10-year nominal Treasury yields and 10-year TIPS yields.
market_5_year
number
optional
5-Year Breakeven Inflation Rate — the market's expectation of average annual inflation over the next 5 years, based on the spread between 5-year nominal Treasury yields and 5-year TIPS yields.
model_10_year
number
optional
The Cleveland Fed’s 10-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.
model_1_year
number
optional
The Cleveland Fed’s 1-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.
model_30_year
number
optional
The Cleveland Fed’s 30-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.
model_5_year
number
optional
The Cleveland Fed’s 5-year inflation expectations data estimated expected inflation, risk premiums, and the real interest rate using a model based on Treasury yields, inflation data, swaps, and surveys.
status
enum (OK)
The status of this request's response.
Code Examples
Query URL
GET
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Response Object