The par real curve, which relates the par real yield on a Treasury Inflation Protected Security (TIPS) to its time to maturity, is based on the closing market bid prices on the most recently auctioned TIPS in the over-the-counter market. The par real yields are derived from input market prices, which are indicative quotations obtained by the Federal Reserve Bank of New York at approximately 3:30 PM each business day. Treasury began publishing this series on January 2, 2004. At that time Treasury released 1 year of historical data.
See also
Other interest rate:
tr_bill_rates(),
tr_long_term_rate(),
tr_real_long_term(),
tr_yield_curve()
Examples
# \donttest{
# get data for a single month
tr_real_yield_curve("202201")
#> date maturity rate
#> <Date> <char> <num>
#> 1: 2022-01-03 5 year -1.58
#> 2: 2022-01-03 7 year -1.25
#> 3: 2022-01-03 10 year -0.97
#> 4: 2022-01-03 20 year -0.55
#> 5: 2022-01-03 30 year -0.36
#> 6: 2022-01-04 5 year -1.56
#> 7: 2022-01-04 7 year -1.20
#> 8: 2022-01-04 10 year -0.91
#> 9: 2022-01-04 20 year -0.47
#> 10: 2022-01-04 30 year -0.27
#> 11: 2022-01-05 5 year -1.44
#> 12: 2022-01-05 7 year -1.10
#> 13: 2022-01-05 10 year -0.82
#> 14: 2022-01-05 20 year -0.39
#> 15: 2022-01-05 30 year -0.20
#> 16: 2022-01-06 5 year -1.30
#> 17: 2022-01-06 7 year -0.99
#> 18: 2022-01-06 10 year -0.73
#> 19: 2022-01-06 20 year -0.33
#> 20: 2022-01-06 30 year -0.15
#> 21: 2022-01-07 5 year -1.28
#> 22: 2022-01-07 7 year -0.97
#> 23: 2022-01-07 10 year -0.72
#> 24: 2022-01-07 20 year -0.33
#> 25: 2022-01-07 30 year -0.16
#> 26: 2022-01-10 5 year -1.24
#> 27: 2022-01-10 7 year -0.95
#> 28: 2022-01-10 10 year -0.70
#> 29: 2022-01-10 20 year -0.33
#> 30: 2022-01-10 30 year -0.15
#> 31: 2022-01-11 5 year -1.36
#> 32: 2022-01-11 7 year -1.05
#> 33: 2022-01-11 10 year -0.79
#> 34: 2022-01-11 20 year -0.40
#> 35: 2022-01-11 30 year -0.22
#> 36: 2022-01-12 5 year -1.32
#> 37: 2022-01-12 7 year -1.01
#> 38: 2022-01-12 10 year -0.74
#> 39: 2022-01-12 20 year -0.35
#> 40: 2022-01-12 30 year -0.17
#> 41: 2022-01-13 5 year -1.30
#> 42: 2022-01-13 7 year -0.99
#> 43: 2022-01-13 10 year -0.73
#> 44: 2022-01-13 20 year -0.34
#> 45: 2022-01-13 30 year -0.17
#> 46: 2022-01-14 5 year -1.24
#> 47: 2022-01-14 7 year -0.92
#> 48: 2022-01-14 10 year -0.66
#> 49: 2022-01-14 20 year -0.27
#> 50: 2022-01-14 30 year -0.10
#> 51: 2022-01-18 5 year -1.15
#> 52: 2022-01-18 7 year -0.84
#> 53: 2022-01-18 10 year -0.59
#> 54: 2022-01-18 20 year -0.22
#> 55: 2022-01-18 30 year -0.06
#> 56: 2022-01-19 5 year -1.11
#> 57: 2022-01-19 7 year -0.81
#> 58: 2022-01-19 10 year -0.57
#> 59: 2022-01-19 20 year -0.21
#> 60: 2022-01-19 30 year -0.05
#> 61: 2022-01-20 5 year -1.12
#> 62: 2022-01-20 7 year -0.76
#> 63: 2022-01-20 10 year -0.50
#> 64: 2022-01-20 20 year -0.17
#> 65: 2022-01-20 30 year -0.05
#> 66: 2022-01-21 5 year -1.16
#> 67: 2022-01-21 7 year -0.84
#> 68: 2022-01-21 10 year -0.59
#> 69: 2022-01-21 20 year -0.26
#> 70: 2022-01-21 30 year -0.12
#> 71: 2022-01-24 5 year -1.21
#> 72: 2022-01-24 7 year -0.89
#> 73: 2022-01-24 10 year -0.63
#> 74: 2022-01-24 20 year -0.27
#> 75: 2022-01-24 30 year -0.12
#> 76: 2022-01-25 5 year -1.22
#> 77: 2022-01-25 7 year -0.89
#> 78: 2022-01-25 10 year -0.63
#> 79: 2022-01-25 20 year -0.25
#> 80: 2022-01-25 30 year -0.09
#> 81: 2022-01-26 5 year -1.09
#> 82: 2022-01-26 7 year -0.78
#> 83: 2022-01-26 10 year -0.53
#> 84: 2022-01-26 20 year -0.18
#> 85: 2022-01-26 30 year -0.03
#> 86: 2022-01-27 5 year -1.10
#> 87: 2022-01-27 7 year -0.82
#> 88: 2022-01-27 10 year -0.59
#> 89: 2022-01-27 20 year -0.26
#> 90: 2022-01-27 30 year -0.11
#> 91: 2022-01-28 5 year -1.19
#> 92: 2022-01-28 7 year -0.90
#> 93: 2022-01-28 10 year -0.66
#> 94: 2022-01-28 20 year -0.30
#> 95: 2022-01-28 30 year -0.14
#> 96: 2022-01-31 5 year -1.20
#> 97: 2022-01-31 7 year -0.90
#> 98: 2022-01-31 10 year -0.65
#> 99: 2022-01-31 20 year -0.29
#> 100: 2022-01-31 30 year -0.12
#> date maturity rate
# or for the entire year
tr_real_yield_curve(2022)
#> date maturity rate
#> <Date> <char> <num>
#> 1: 2022-01-03 5 year -1.58
#> 2: 2022-01-03 7 year -1.25
#> 3: 2022-01-03 10 year -0.97
#> 4: 2022-01-03 20 year -0.55
#> 5: 2022-01-03 30 year -0.36
#> ---
#> 1241: 2022-12-30 5 year 1.66
#> 1242: 2022-12-30 7 year 1.61
#> 1243: 2022-12-30 10 year 1.58
#> 1244: 2022-12-30 20 year 1.62
#> 1245: 2022-12-30 30 year 1.67
# }