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.
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("202201")
#> 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
#> 6: 2022-01-04 real rate -0.35
#> 7: 2022-01-05 20 year 2.12
#> 8: 2022-01-05 over 10 years 2.08
#> 9: 2022-01-05 real rate -0.27
#> 10: 2022-01-06 20 year 2.12
#> 11: 2022-01-06 over 10 years 2.08
#> 12: 2022-01-06 real rate -0.21
#> 13: 2022-01-07 20 year 2.15
#> 14: 2022-01-07 over 10 years 2.11
#> 15: 2022-01-07 real rate -0.22
#> 16: 2022-01-10 20 year 2.15
#> 17: 2022-01-10 over 10 years 2.11
#> 18: 2022-01-10 real rate -0.21
#> 19: 2022-01-11 20 year 2.13
#> 20: 2022-01-11 over 10 years 2.08
#> 21: 2022-01-11 real rate -0.29
#> 22: 2022-01-12 20 year 2.13
#> 23: 2022-01-12 over 10 years 2.09
#> 24: 2022-01-12 real rate -0.23
#> 25: 2022-01-13 20 year 2.10
#> 26: 2022-01-13 over 10 years 2.05
#> 27: 2022-01-13 real rate -0.23
#> 28: 2022-01-14 20 year 2.18
#> 29: 2022-01-14 over 10 years 2.13
#> 30: 2022-01-14 real rate -0.16
#> 31: 2022-01-18 20 year 2.24
#> 32: 2022-01-18 over 10 years 2.19
#> 33: 2022-01-18 real rate -0.12
#> 34: 2022-01-19 20 year 2.20
#> 35: 2022-01-19 over 10 years 2.16
#> 36: 2022-01-19 real rate -0.11
#> 37: 2022-01-20 20 year 2.19
#> 38: 2022-01-20 over 10 years 2.15
#> 39: 2022-01-20 real rate -0.10
#> 40: 2022-01-21 20 year 2.13
#> 41: 2022-01-21 over 10 years 2.08
#> 42: 2022-01-21 real rate -0.18
#> 43: 2022-01-24 20 year 2.15
#> 44: 2022-01-24 over 10 years 2.11
#> 45: 2022-01-24 real rate -0.19
#> 46: 2022-01-25 20 year 2.18
#> 47: 2022-01-25 over 10 years 2.13
#> 48: 2022-01-25 real rate -0.16
#> 49: 2022-01-26 20 year 2.22
#> 50: 2022-01-26 over 10 years 2.18
#> 51: 2022-01-26 real rate -0.10
#> 52: 2022-01-27 20 year 2.17
#> 53: 2022-01-27 over 10 years 2.11
#> 54: 2022-01-27 real rate -0.17
#> 55: 2022-01-28 20 year 2.14
#> 56: 2022-01-28 over 10 years 2.09
#> 57: 2022-01-28 real rate -0.21
#> 58: 2022-01-31 20 year 2.17
#> 59: 2022-01-31 over 10 years 2.12
#> 60: 2022-01-31 real rate -0.19
#> 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
# }