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. The adjustment factor is returned in the
extrapolation_factor column and is NA outside of that period.
Value
A data.table::data.table() containing the rates, or NULL when no entries were found. The
updated_at column gives the feed's last update time as a POSIXct (UTC).
See also
Other interest rate:
tr_bill_rate(),
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 extrapolation_factor updated_at
#> <Date> <char> <num> <num> <POSc>
#> 1: 2022-12-01 20 year 3.85 NA 2026-07-11 13:00:11
#> 2: 2022-12-01 over 10 years 3.82 NA 2026-07-11 13:00:11
#> 3: 2022-12-01 real rate 1.46 NA 2026-07-11 13:00:11
#> 4: 2022-12-02 20 year 3.79 NA 2026-07-11 13:00:11
#> 5: 2022-12-02 over 10 years 3.76 NA 2026-07-11 13:00:11
#> 6: 2022-12-02 real rate 1.31 NA 2026-07-11 13:00:11
#> 7: 2022-12-05 20 year 3.84 NA 2026-07-11 13:00:11
#> 8: 2022-12-05 over 10 years 3.81 NA 2026-07-11 13:00:11
#> 9: 2022-12-05 real rate 1.39 NA 2026-07-11 13:00:11
#> 10: 2022-12-06 20 year 3.77 NA 2026-07-11 13:00:11
#> 11: 2022-12-06 over 10 years 3.72 NA 2026-07-11 13:00:11
#> 12: 2022-12-06 real rate 1.36 NA 2026-07-11 13:00:11
#> 13: 2022-12-07 20 year 3.66 NA 2026-07-11 13:00:11
#> 14: 2022-12-07 over 10 years 3.62 NA 2026-07-11 13:00:11
#> 15: 2022-12-07 real rate 1.29 NA 2026-07-11 13:00:11
#> 16: 2022-12-08 20 year 3.71 NA 2026-07-11 13:00:11
#> 17: 2022-12-08 over 10 years 3.66 NA 2026-07-11 13:00:11
#> 18: 2022-12-08 real rate 1.28 NA 2026-07-11 13:00:11
#> 19: 2022-12-09 20 year 3.82 NA 2026-07-11 13:00:11
#> 20: 2022-12-09 over 10 years 3.76 NA 2026-07-11 13:00:11
#> 21: 2022-12-09 real rate 1.43 NA 2026-07-11 13:00:11
#> 22: 2022-12-12 20 year 3.84 NA 2026-07-11 13:00:11
#> 23: 2022-12-12 over 10 years 3.78 NA 2026-07-11 13:00:11
#> 24: 2022-12-12 real rate 1.44 NA 2026-07-11 13:00:11
#> 25: 2022-12-13 20 year 3.74 NA 2026-07-11 13:00:11
#> 26: 2022-12-13 over 10 years 3.70 NA 2026-07-11 13:00:11
#> 27: 2022-12-13 real rate 1.45 NA 2026-07-11 13:00:11
#> 28: 2022-12-14 20 year 3.74 NA 2026-07-11 13:00:11
#> 29: 2022-12-14 over 10 years 3.69 NA 2026-07-11 13:00:11
#> 30: 2022-12-14 real rate 1.50 NA 2026-07-11 13:00:11
#> 31: 2022-12-15 20 year 3.69 NA 2026-07-11 13:00:11
#> 32: 2022-12-15 over 10 years 3.64 NA 2026-07-11 13:00:11
#> 33: 2022-12-15 real rate 1.48 NA 2026-07-11 13:00:11
#> 34: 2022-12-16 20 year 3.73 NA 2026-07-11 13:00:11
#> 35: 2022-12-16 over 10 years 3.69 NA 2026-07-11 13:00:11
#> 36: 2022-12-16 real rate 1.55 NA 2026-07-11 13:00:11
#> 37: 2022-12-19 20 year 3.82 NA 2026-07-11 13:00:11
#> 38: 2022-12-19 over 10 years 3.78 NA 2026-07-11 13:00:11
#> 39: 2022-12-19 real rate 1.61 NA 2026-07-11 13:00:11
#> 40: 2022-12-20 20 year 3.94 NA 2026-07-11 13:00:11
#> 41: 2022-12-20 over 10 years 3.90 NA 2026-07-11 13:00:11
#> 42: 2022-12-20 real rate 1.64 NA 2026-07-11 13:00:11
#> 43: 2022-12-21 20 year 3.93 NA 2026-07-11 13:00:11
#> 44: 2022-12-21 over 10 years 3.90 NA 2026-07-11 13:00:11
#> 45: 2022-12-21 real rate 1.61 NA 2026-07-11 13:00:11
#> 46: 2022-12-22 20 year 3.91 NA 2026-07-11 13:00:11
#> 47: 2022-12-22 over 10 years 3.88 NA 2026-07-11 13:00:11
#> 48: 2022-12-22 real rate 1.65 NA 2026-07-11 13:00:11
#> 49: 2022-12-23 20 year 3.99 NA 2026-07-11 13:00:11
#> 50: 2022-12-23 over 10 years 3.97 NA 2026-07-11 13:00:11
#> 51: 2022-12-23 real rate 1.72 NA 2026-07-11 13:00:11
#> 52: 2022-12-27 20 year 4.10 NA 2026-07-11 13:00:11
#> 53: 2022-12-27 over 10 years 4.07 NA 2026-07-11 13:00:11
#> 54: 2022-12-27 real rate 1.76 NA 2026-07-11 13:00:11
#> 55: 2022-12-28 20 year 4.13 NA 2026-07-11 13:00:11
#> 56: 2022-12-28 over 10 years 4.11 NA 2026-07-11 13:00:11
#> 57: 2022-12-28 real rate 1.79 NA 2026-07-11 13:00:11
#> 58: 2022-12-29 20 year 4.09 NA 2026-07-11 13:00:11
#> 59: 2022-12-29 over 10 years 4.06 NA 2026-07-11 13:00:11
#> 60: 2022-12-29 real rate 1.74 NA 2026-07-11 13:00:11
#> 61: 2022-12-30 20 year 4.14 NA 2026-07-11 13:00:11
#> 62: 2022-12-30 over 10 years 4.11 NA 2026-07-11 13:00:11
#> 63: 2022-12-30 real rate 1.78 NA 2026-07-11 13:00:11
#> date rate_type rate extrapolation_factor updated_at
#> <Date> <char> <num> <num> <POSc>
# or for the entire year
tr_long_term_rate(2022)
#> date rate_type rate extrapolation_factor updated_at
#> <Date> <char> <num> <num> <POSc>
#> 1: 2022-01-03 20 year 2.05 NA 2026-07-11 03:09:27
#> 2: 2022-01-03 over 10 years 2.00 NA 2026-07-11 03:09:27
#> 3: 2022-01-03 real rate -0.43 NA 2026-07-11 03:09:27
#> 4: 2022-01-04 20 year 2.10 NA 2026-07-11 03:09:27
#> 5: 2022-01-04 over 10 years 2.06 NA 2026-07-11 03:09:27
#> ---
#> 743: 2022-12-29 over 10 years 4.06 NA 2026-07-11 03:09:27
#> 744: 2022-12-29 real rate 1.74 NA 2026-07-11 03:09:27
#> 745: 2022-12-30 20 year 4.14 NA 2026-07-11 03:09:27
#> 746: 2022-12-30 over 10 years 4.11 NA 2026-07-11 03:09:27
#> 747: 2022-12-30 real rate 1.78 NA 2026-07-11 03:09:27
# }