Model-based inflation expectations by horizon, monthly

Name: Model-based inflation expectations by horizon, monthly
Creator: Strasmore
Published: 2026-08-11
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-11, from Macro Picture Entering H2 2026, With Receipts.

as of 2026-08-11 ranking 6×4read in context →

Model-based inflation expectations by horizon, monthly — 6 rows by 4 columns, computed 2026-08-11 from US exchange, SIP and OPRA data.
period_start	exp_1y_pct	exp_5y_pct	exp_10y_pct
2026-01-01	2.59	2.34	2.33
2026-02-01	2.59	2.37	2.37
2026-03-01	2.29	2.24	2.26
2026-04-01	3.26	2.48	2.4
2026-05-01	3.54	2.59	2.48
2026-06-01	3.02	2.54	2.49

Rows × columns: 6 × 4
Period covered: 2026-01-01 to 2026-06-01
Computed: 2026-08-11
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for Model-based inflation expectations by horizon, monthly, derived from the stored result.
Column	Type	Range	Notes
`period_start`	date	2026-01-01 to 2026-06-01
`exp_1y_pct`	number	2.29 to 3.54	percent
`exp_5y_pct`	number	2.24 to 2.59	percent
`exp_10y_pct`	number	2.26 to 2.49	percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-08-11, and the query below is what returned them.

the exact SQL behind every number

SELECT toString(date) AS period_start,
    round(model_1_year, 2) AS exp_1y_pct,
    round(model_5_year, 2) AS exp_5y_pct,
    round(model_10_year, 2) AS exp_10y_pct
FROM global_markets.inflation_expectations
WHERE date >= toDate('2026-01-01') AND date <= toDate('2026-06-30')
ORDER BY date

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMacro Picture Entering H2 2026, With Receipts

SPY month by month in H1 2026: regular-hours open-to-close return per month ranking 6×4 → CPI month-over-month, computed from the index against the prior month ranking 6×3 → The labor market, monthly: unemployment, participation, average hourly earnings, with ingest receipts table 6×5 → The Treasury curve at each month-end of H1 2026: bill, 2-year, 10-year, and the spreads between them table 6×8 → CPI year-over-year, computed from the index against the same month a year earlier table 6×5 → The as-of receipts: every June print on file, the July CPI column armed as the next tripwire scalar 1×5 → See all 2,170 queries →