10Y Breakeven Inflation

Market-implied inflation expectation — above 3% signals markets pricing a soft default via inflation.

2.3%

Trend YoY growth is -0.2%, slowing by 1 bps/month over the last 5Y. Deviations have remained above trend for 251 consecutive periods. Latest: +0.1%, 40 bps above trend, a 1.2σ deviation.

Level

YoY Change

y = 0.5% 1 bps/mo · t

Deviation from trend

Forecast

Rolling 1Y trend forecast

Forecast made inMay '25Jun '25Jul '25Aug '25Sep '25Oct '25Nov '25Dec '25Jan '26Feb '26Mar '26Apr '26May '26Jun '26Jul '26Aug '26Sep '26Oct '26Nov '26Dec '26Jan '27Feb '27Mar '27Apr '27
May '25+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%
Jun '25+0.0%+0.0%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.3%+0.3%
Jul '25+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.3%+0.3%+0.3%+0.3%+0.3%+0.3%+0.3%+0.4%+0.4%+0.4%
Aug '25+0.1%+0.1%+0.2%+0.2%+0.2%+0.2%+0.2%+0.3%+0.3%+0.3%+0.3%+0.3%+0.4%+0.4%+0.4%+0.4%+0.4%+0.5%+0.5%+0.5%+0.5%
Sep '25+0.2%+0.2%+0.2%+0.2%+0.3%+0.3%+0.3%+0.3%+0.3%+0.4%+0.4%+0.4%+0.4%+0.4%+0.5%+0.5%+0.5%+0.5%+0.6%+0.6%
Oct '25+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.3%+0.3%+0.3%+0.3%+0.3%+0.3%+0.4%+0.4%+0.4%+0.4%+0.4%+0.4%+0.5%
Nov '25+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%+0.2%
Dec '25+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%+0.1%
Jan '26+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%
Feb '26+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%-0.1%-0.1%-0.1%
Mar '26+0.0%+0.0%+0.0%+0.0%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%
Apr '26+0.0%+0.0%+0.0%+0.0%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%-0.1%