| Maturity horizon (years) | Median difference (basis points) |
|---|---|
|
0.5 |
-68.75 |
|
1.0 |
-81.11 |
|
1.5 |
-59.46 |
|
2.0 |
-41.73 |
|
2.5 |
-23.42 |
|
3.0 |
-5.69 |
|
3.5 |
0.52 |
|
4.0 |
14.17 |
|
4.5 |
3.18 |
|
5.0 |
13.12 |
|
5.5 |
12.57 |
|
6.0 |
13.20 |
|
6.5 |
14.97 |
|
7.0 |
16.09 |
|
7.5 |
23.09 |
|
8.0 |
27.73 |
|
8.5 |
33.19 |
|
9.0 |
49.75 |
|
9.5 |
55.60 |
|
10.0 |
57.42 |
|
10.5 |
57.34 |
|
11.0 |
60.44 |
|
11.5 |
65.71 |
|
12.0 |
64.24 |
|
12.5 |
60.99 |
|
13.0 |
58.23 |
|
13.5 |
44.43 |
|
14.0 |
21.97 |
|
14.5 |
16.00 |
|
15.0 |
18.82 |
|
Note: TBI = Treasury Breakeven Inflation; CPI-U = Consumer Price Index for All Urban Consumers. Source: U.S. Bureau of Labor Statistics and U.S. Department of the Treasury. |
|