- The Big Picture - http://www.ritholtz.com/blog -
Inflation expectations continue to rise
Posted By Peter Boockvar On November 9, 2009 @ 11:30 am In MacroNotes | Comments Disabled
On the heels of the status quo G20 meeting over the weekend that has hit the US$ today and buoyed commodities, the implied inflation rate in the 5 year TIPS is rising 8 bps from Friday to 1.86% (vs 1.72% one week ago), matching the highest level since Sept 1st ’08 and expectations 10 years out have risen to 2.23% (vs 2.04% one week ago), up 7 bps from Friday and at the highest since Aug 21st ’08.
Article printed from The Big Picture: http://www.ritholtz.com/blog
URL to article: http://www.ritholtz.com/blog/2009/11/inflation-expectations-continue-to-rise/
Copyright © 2008 The Big Picture. All rights reserved.