Now at the Federal Reserve Bank of Cleveland's Inflation Central, daily updates on expected inflation, based on the returns of Treasury inflation-protected securities. As explained in the new "TIPS Expected Inflation Measure" feature:
The yields on two different kinds of Treasury securities—nominal treasury notes and treasury inflation-protected securities (TIPS) can be used to calculate a measure of inflation expectations. Because the market's expectations for inflation are priced into one of these securities, the measure that is derived from the yields is a good estimate of the market's estimate of future inflation.
This new feature allows you to chart four measures of inflation expectations: A basic 10-year-ahead TIPS-based measure, a TIPS-based measure adjusted for a time-varying liquidity premium (described here), 5-10 year expectations from the University of Michigan's Institute for Social Research, and expectations over the next 10 years from the Federal Reserve Bank of Philadelphia's Survey of Professional Forecasters. You can also download the data into an Excel file.
Stop by, have a look.