5 year breakeven inflation chart

AlexandraGibbs

Is there a way of pulling up the 5 year forward breakeven inflation rate on stockcharts?

gord

If I understand your question, the answer is yes and no. Here's a link for more details on the subject, basically a plot of Bond yield minus Treasury yield.

http://www.frbsf.org/economic-research/publications/economic-letter/2005/october/inflation-expectations-how-the-market-speaks/

Now as for StockCharts, yes you can subtract two symbols and plot the result. However StockCharts only seems to have two index symbols for bonds, 2yr and 3 month, for Treasuries there are quite a few different time periods. You might have to write to support and see if they can add more bond time periods for the continuous bond yield index. They are usually pretty good at adding symbols to the database, provided they are available without additional costs.

Here's a chart showing a comparison for the 2yr chart. Top section shows bonds and treasury, bottom section is a plot of the difference.

http://stockcharts.com/h-sc/ui?s=$YC2YR&p=D&yr=2&mn=0&dy=0&id=p93694638762&listNum=19&a=397398196

markd

I don't think so. But if you explain more in detail what it is, there might be a way to synthesize it. I'm guessing it's the difference between rates on different instruments?