Treasury ceased publication of the 30-year constant maturity series on February 18, 2002 and resumed that series on February 9, 2006. To estimate a 30-year rate during that time frame, this series includes the Treasury 20-year Constant Maturity rate and an "adjustment factor," which may be added to the 20-year rate to estimate a 30-year rate during the period of time in which Treasury did not issue the 30-year bonds.
Value
A data.table::data.table() containing the rates or NULL when no entries were found.
See also
Other interest rate:
tr_bill_rates(),
tr_real_long_term(),
tr_real_yield_curve(),
tr_yield_curve()
Examples
# \donttest{
# get data for a single month
tr_long_term_rate("202212")
#> date rate_type rate
#> <Date> <char> <num>
#> 1: 2022-12-01 20 year 3.85
#> 2: 2022-12-01 over 10 years 3.82
#> 3: 2022-12-01 real rate 1.46
#> 4: 2022-12-02 20 year 3.79
#> 5: 2022-12-02 over 10 years 3.76
#> 6: 2022-12-02 real rate 1.31
#> 7: 2022-12-05 20 year 3.84
#> 8: 2022-12-05 over 10 years 3.81
#> 9: 2022-12-05 real rate 1.39
#> 10: 2022-12-06 20 year 3.77
#> 11: 2022-12-06 over 10 years 3.72
#> 12: 2022-12-06 real rate 1.36
#> 13: 2022-12-07 20 year 3.66
#> 14: 2022-12-07 over 10 years 3.62
#> 15: 2022-12-07 real rate 1.29
#> 16: 2022-12-08 20 year 3.71
#> 17: 2022-12-08 over 10 years 3.66
#> 18: 2022-12-08 real rate 1.28
#> 19: 2022-12-09 20 year 3.82
#> 20: 2022-12-09 over 10 years 3.76
#> 21: 2022-12-09 real rate 1.43
#> 22: 2022-12-12 20 year 3.84
#> 23: 2022-12-12 over 10 years 3.78
#> 24: 2022-12-12 real rate 1.44
#> 25: 2022-12-13 20 year 3.74
#> 26: 2022-12-13 over 10 years 3.70
#> 27: 2022-12-13 real rate 1.45
#> 28: 2022-12-14 20 year 3.74
#> 29: 2022-12-14 over 10 years 3.69
#> 30: 2022-12-14 real rate 1.50
#> 31: 2022-12-15 20 year 3.69
#> 32: 2022-12-15 over 10 years 3.64
#> 33: 2022-12-15 real rate 1.48
#> 34: 2022-12-16 20 year 3.73
#> 35: 2022-12-16 over 10 years 3.69
#> 36: 2022-12-16 real rate 1.55
#> 37: 2022-12-19 20 year 3.82
#> 38: 2022-12-19 over 10 years 3.78
#> 39: 2022-12-19 real rate 1.61
#> 40: 2022-12-20 20 year 3.94
#> 41: 2022-12-20 over 10 years 3.90
#> 42: 2022-12-20 real rate 1.64
#> 43: 2022-12-21 20 year 3.93
#> 44: 2022-12-21 over 10 years 3.90
#> 45: 2022-12-21 real rate 1.61
#> 46: 2022-12-22 20 year 3.91
#> 47: 2022-12-22 over 10 years 3.88
#> 48: 2022-12-22 real rate 1.65
#> 49: 2022-12-23 20 year 3.99
#> 50: 2022-12-23 over 10 years 3.97
#> 51: 2022-12-23 real rate 1.72
#> 52: 2022-12-27 20 year 4.10
#> 53: 2022-12-27 over 10 years 4.07
#> 54: 2022-12-27 real rate 1.76
#> 55: 2022-12-28 20 year 4.13
#> 56: 2022-12-28 over 10 years 4.11
#> 57: 2022-12-28 real rate 1.79
#> 58: 2022-12-29 20 year 4.09
#> 59: 2022-12-29 over 10 years 4.06
#> 60: 2022-12-29 real rate 1.74
#> 61: 2022-12-30 20 year 4.14
#> 62: 2022-12-30 over 10 years 4.11
#> 63: 2022-12-30 real rate 1.78
#> date rate_type rate
# or for the entire year
tr_long_term_rate(2022)
#> date rate_type rate
#> <Date> <char> <num>
#> 1: 2022-01-03 20 year 2.05
#> 2: 2022-01-03 over 10 years 2.00
#> 3: 2022-01-03 real rate -0.43
#> 4: 2022-01-04 20 year 2.10
#> 5: 2022-01-04 over 10 years 2.06
#> ---
#> 743: 2022-12-29 over 10 years 4.06
#> 744: 2022-12-29 real rate 1.74
#> 745: 2022-12-30 20 year 4.14
#> 746: 2022-12-30 over 10 years 4.11
#> 747: 2022-12-30 real rate 1.78
# }