US Break-even inflation tracker

U.S. 10-year TIPS breakeven rate rises after auction

NEW YORK, March 19 Thu Mar 19, 2015 3:05pm EDT

(Reuters) - The U.S. bond market's gauge of inflation expectations in the next 10 years
climbed to its strongest level in more than a week on Thursday following robust demand at $13 billion
auction of 10-year Treasury Inflation-Protected Securities (TIPS). http://ow.ly/KDOCF

The U.S. market is sending a worrisome signal on inflation

By Ben Eisen, Sept 25, 2014

NEW YORK (MarketWatch) — Investors are downgrading their expectations for inflation over the next half decade, sending a concerning signal about the pace of the U.S. economic recovery.


Market-implied inflation forecasts took a nose-dive after Federal Reserve policy members suggested a more aggressive timeline for hiking key short-term interest rates last Wednesday.

Treasuries Trade in Narrowest Range Since 2007 on Ukraine

By Daniel Kruger  Mar 1, 2014 6:00 AM GMT+0100

The difference in yields on 10-year notes and inflation-protected debt, known as the  #break-even rate, widened widened by 0.02 percentage point to 2.18 percentage points, the most since Feb. 13, after a separate report showed a pickup in consumer spending even as the economy grew at a slower-than-predicted pace in the last three months of 2013.

Treasuries Head for Weekly Gain as Inflation Expectations Slide

By Wes Goodman February 27, 2014

Treasuries headed for their biggest weekly advance this month, eking out a February gain as signs of slowing #growth sent a gauge of #inflation #expectations tumbling.

“Yields should go down,” said Hideo Shimomura, chief fund investor in Tokyo at Mitsubishi UFJ Asset Management Co., which oversees the equivalent of about $78.4 billion. “Growth is slowing, and it’s not temporary.”