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Inflation Market Forecasts

Inflation forecasts from derivatives markets

The following fancharts are derived from the inflation swap markets. The tables show for each future inflation observation date (column), the simulated outcome as a percentile (row). The 90-th percentile range for a given observation date is then between the lowest inflation rate in the first row and the highest rate in the final row.

UK: Core Inflation

Source: Atlantic House 

(data as of a recent date)

UK: Headline Inflation

Source: Atlantic House 
(data as of a recent date)

US: Core Inflation 

Source: Atlantic House 
(data as of a recent date)

US: Headline  Inflation 

Source: Atlantic House 
(data as of a recent date)
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