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.
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_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 updated_at
#> <Date> <char> <num> <POSc>
#> 1: 2022-01-03 5 year -1.58 2026-07-11 13:00:13
#> 2: 2022-01-03 7 year -1.25 2026-07-11 13:00:13
#> 3: 2022-01-03 10 year -0.97 2026-07-11 13:00:13
#> 4: 2022-01-03 20 year -0.55 2026-07-11 13:00:13
#> 5: 2022-01-03 30 year -0.36 2026-07-11 13:00:13
#> 6: 2022-01-04 5 year -1.56 2026-07-11 13:00:13
#> 7: 2022-01-04 7 year -1.20 2026-07-11 13:00:13
#> 8: 2022-01-04 10 year -0.91 2026-07-11 13:00:13
#> 9: 2022-01-04 20 year -0.47 2026-07-11 13:00:13
#> 10: 2022-01-04 30 year -0.27 2026-07-11 13:00:13
#> 11: 2022-01-05 5 year -1.44 2026-07-11 13:00:13
#> 12: 2022-01-05 7 year -1.10 2026-07-11 13:00:13
#> 13: 2022-01-05 10 year -0.82 2026-07-11 13:00:13
#> 14: 2022-01-05 20 year -0.39 2026-07-11 13:00:13
#> 15: 2022-01-05 30 year -0.20 2026-07-11 13:00:13
#> 16: 2022-01-06 5 year -1.30 2026-07-11 13:00:13
#> 17: 2022-01-06 7 year -0.99 2026-07-11 13:00:13
#> 18: 2022-01-06 10 year -0.73 2026-07-11 13:00:13
#> 19: 2022-01-06 20 year -0.33 2026-07-11 13:00:13
#> 20: 2022-01-06 30 year -0.15 2026-07-11 13:00:13
#> 21: 2022-01-07 5 year -1.28 2026-07-11 13:00:13
#> 22: 2022-01-07 7 year -0.97 2026-07-11 13:00:13
#> 23: 2022-01-07 10 year -0.72 2026-07-11 13:00:13
#> 24: 2022-01-07 20 year -0.33 2026-07-11 13:00:13
#> 25: 2022-01-07 30 year -0.16 2026-07-11 13:00:13
#> 26: 2022-01-10 5 year -1.24 2026-07-11 13:00:13
#> 27: 2022-01-10 7 year -0.95 2026-07-11 13:00:13
#> 28: 2022-01-10 10 year -0.70 2026-07-11 13:00:13
#> 29: 2022-01-10 20 year -0.33 2026-07-11 13:00:13
#> 30: 2022-01-10 30 year -0.15 2026-07-11 13:00:13
#> 31: 2022-01-11 5 year -1.36 2026-07-11 13:00:13
#> 32: 2022-01-11 7 year -1.05 2026-07-11 13:00:13
#> 33: 2022-01-11 10 year -0.79 2026-07-11 13:00:13
#> 34: 2022-01-11 20 year -0.40 2026-07-11 13:00:13
#> 35: 2022-01-11 30 year -0.22 2026-07-11 13:00:13
#> 36: 2022-01-12 5 year -1.32 2026-07-11 13:00:13
#> 37: 2022-01-12 7 year -1.01 2026-07-11 13:00:13
#> 38: 2022-01-12 10 year -0.74 2026-07-11 13:00:13
#> 39: 2022-01-12 20 year -0.35 2026-07-11 13:00:13
#> 40: 2022-01-12 30 year -0.17 2026-07-11 13:00:13
#> 41: 2022-01-13 5 year -1.30 2026-07-11 13:00:13
#> 42: 2022-01-13 7 year -0.99 2026-07-11 13:00:13
#> 43: 2022-01-13 10 year -0.73 2026-07-11 13:00:13
#> 44: 2022-01-13 20 year -0.34 2026-07-11 13:00:13
#> 45: 2022-01-13 30 year -0.17 2026-07-11 13:00:13
#> 46: 2022-01-14 5 year -1.24 2026-07-11 13:00:13
#> 47: 2022-01-14 7 year -0.92 2026-07-11 13:00:13
#> 48: 2022-01-14 10 year -0.66 2026-07-11 13:00:13
#> 49: 2022-01-14 20 year -0.27 2026-07-11 13:00:13
#> 50: 2022-01-14 30 year -0.10 2026-07-11 13:00:13
#> 51: 2022-01-18 5 year -1.15 2026-07-11 13:00:13
#> 52: 2022-01-18 7 year -0.84 2026-07-11 13:00:13
#> 53: 2022-01-18 10 year -0.59 2026-07-11 13:00:13
#> 54: 2022-01-18 20 year -0.22 2026-07-11 13:00:13
#> 55: 2022-01-18 30 year -0.06 2026-07-11 13:00:13
#> 56: 2022-01-19 5 year -1.11 2026-07-11 13:00:13
#> 57: 2022-01-19 7 year -0.81 2026-07-11 13:00:13
#> 58: 2022-01-19 10 year -0.57 2026-07-11 13:00:13
#> 59: 2022-01-19 20 year -0.21 2026-07-11 13:00:13
#> 60: 2022-01-19 30 year -0.05 2026-07-11 13:00:13
#> 61: 2022-01-20 5 year -1.12 2026-07-11 13:00:13
#> 62: 2022-01-20 7 year -0.76 2026-07-11 13:00:13
#> 63: 2022-01-20 10 year -0.50 2026-07-11 13:00:13
#> 64: 2022-01-20 20 year -0.17 2026-07-11 13:00:13
#> 65: 2022-01-20 30 year -0.05 2026-07-11 13:00:13
#> 66: 2022-01-21 5 year -1.16 2026-07-11 13:00:13
#> 67: 2022-01-21 7 year -0.84 2026-07-11 13:00:13
#> 68: 2022-01-21 10 year -0.59 2026-07-11 13:00:13
#> 69: 2022-01-21 20 year -0.26 2026-07-11 13:00:13
#> 70: 2022-01-21 30 year -0.12 2026-07-11 13:00:13
#> 71: 2022-01-24 5 year -1.21 2026-07-11 13:00:13
#> 72: 2022-01-24 7 year -0.89 2026-07-11 13:00:13
#> 73: 2022-01-24 10 year -0.63 2026-07-11 13:00:13
#> 74: 2022-01-24 20 year -0.27 2026-07-11 13:00:13
#> 75: 2022-01-24 30 year -0.12 2026-07-11 13:00:13
#> 76: 2022-01-25 5 year -1.22 2026-07-11 13:00:13
#> 77: 2022-01-25 7 year -0.89 2026-07-11 13:00:13
#> 78: 2022-01-25 10 year -0.63 2026-07-11 13:00:13
#> 79: 2022-01-25 20 year -0.25 2026-07-11 13:00:13
#> 80: 2022-01-25 30 year -0.09 2026-07-11 13:00:13
#> 81: 2022-01-26 5 year -1.09 2026-07-11 13:00:13
#> 82: 2022-01-26 7 year -0.78 2026-07-11 13:00:13
#> 83: 2022-01-26 10 year -0.53 2026-07-11 13:00:13
#> 84: 2022-01-26 20 year -0.18 2026-07-11 13:00:13
#> 85: 2022-01-26 30 year -0.03 2026-07-11 13:00:13
#> 86: 2022-01-27 5 year -1.10 2026-07-11 13:00:13
#> 87: 2022-01-27 7 year -0.82 2026-07-11 13:00:13
#> 88: 2022-01-27 10 year -0.59 2026-07-11 13:00:13
#> 89: 2022-01-27 20 year -0.26 2026-07-11 13:00:13
#> 90: 2022-01-27 30 year -0.11 2026-07-11 13:00:13
#> 91: 2022-01-28 5 year -1.19 2026-07-11 13:00:13
#> 92: 2022-01-28 7 year -0.90 2026-07-11 13:00:13
#> 93: 2022-01-28 10 year -0.66 2026-07-11 13:00:13
#> 94: 2022-01-28 20 year -0.30 2026-07-11 13:00:13
#> 95: 2022-01-28 30 year -0.14 2026-07-11 13:00:13
#> 96: 2022-01-31 5 year -1.20 2026-07-11 13:00:13
#> 97: 2022-01-31 7 year -0.90 2026-07-11 13:00:13
#> 98: 2022-01-31 10 year -0.65 2026-07-11 13:00:13
#> 99: 2022-01-31 20 year -0.29 2026-07-11 13:00:13
#> 100: 2022-01-31 30 year -0.12 2026-07-11 13:00:13
#> date maturity rate updated_at
#> <Date> <char> <num> <POSc>
# or for the entire year
tr_real_yield_curve(2022)
#> date maturity rate updated_at
#> <Date> <char> <num> <POSc>
#> 1: 2022-01-03 5 year -1.58 2026-07-10 15:48:25
#> 2: 2022-01-03 7 year -1.25 2026-07-10 15:48:25
#> 3: 2022-01-03 10 year -0.97 2026-07-10 15:48:25
#> 4: 2022-01-03 20 year -0.55 2026-07-10 15:48:25
#> 5: 2022-01-03 30 year -0.36 2026-07-10 15:48:25
#> ---
#> 1241: 2022-12-30 5 year 1.66 2026-07-10 15:48:25
#> 1242: 2022-12-30 7 year 1.61 2026-07-10 15:48:25
#> 1243: 2022-12-30 10 year 1.58 2026-07-10 15:48:25
#> 1244: 2022-12-30 20 year 1.62 2026-07-10 15:48:25
#> 1245: 2022-12-30 30 year 1.67 2026-07-10 15:48:25
# }