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Daily Treasury Long Term Rate Data

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DATELT COMPOSITE (>10 yrs)
10/01/201.26
10/02/201.29
10/05/201.38
10/06/201.36
10/07/201.40
10/08/201.37
10/09/201.37
10/13/201.32
10/14/201.31
10/15/201.32
10/16/201.33
10/19/201.35
10/20/201.40
10/21/201.42
10/22/201.46
10/23/201.44
10/26/201.39
10/27/201.36
10/28/201.36
10/29/201.41
10/30/201.45
DATETREASURY 20-yr CMTEXTRAPOLATION FACTOR
10/01/201.23N/A
10/02/201.25N/A
10/05/201.34N/A
10/06/201.33N/A
10/07/201.37N/A
10/08/201.34N/A
10/09/201.34N/A
10/13/201.29N/A
10/14/201.28N/A
10/15/201.29N/A
10/16/201.30N/A
10/19/201.32N/A
10/20/201.37N/A
10/21/201.40N/A
10/22/201.43N/A
10/23/201.41N/A
10/26/201.37N/A
10/27/201.34N/A
10/28/201.34N/A
10/29/201.39N/A
10/30/201.43N/A
Sunday Nov 1, 2020, 3:26 AM

Treasury Long-Term Average Rate and Extrapolation Factors. Beginning February 18, 2002, Treasury ceased publication of the 30-year constant maturity series. Instead, from February 19, 2002 through May 28, 2004, Treasury published a Long-Term Average Rate, "LT>25," (not to be confused with the Long-Term Composite Rate, definitions below). In addition, Treasury published daily linear extrapolation factors that could be added to the Long-Term Average Rate to allow interested parties to compute an estimated 30-year rate. On June 1, 2004, Treasury discontinued the "LT>25" average due to a dearth of eligible bonds. In place of the "LT>25" average, Treasury published the Treasury 20-year Constant Maturity rate on this page along with an extrapolation factor that was added to the 20-year Constant Maturity to obtain an estimate for a theoretical 30-year rate. On February 9, 2006, Treasury reintroduced the 30-year constant maturity and is no longer publishing the extrapolation factor.

The Long-Term Average Rate, "LT>25," was the arithmetic average of the bid yields on all outstanding fixed-coupon securities (i.e., excluding Inflation-Indexed securities) with 25 years or more remaining to maturity. This series first appeared on February 19, 2002, following discontinuation of the 30-year Treasury constant maturity series. Subsequently, the "LT>25" average was discontinued on June 1, 2004.

Linear Extrapolation Factors were determined by considering the slope of the yield curve at it's long end and extrapolating out to a theoretical 30-year point. To use the Extrapolation Factor to determine a 30-year proxy rate, add the factor to the 20-year Constant Maturity Rate. For example, if on a particular day the 20-year Constant Maturity was 5.40% and the Extrapolation Factor was 0.02%, then a 30-year theoretical rate would have been 5.40% + 0.02% = 5.42%. Publishing of the Linear Extrapolation Factors was discontinued on February 9, 2006 with the reintroduction of the 30-year Constant Maturity Rate.

The Long-Term Composite Rate is the unweighted average of bid yields on all outstanding fixed-coupon bonds neither due nor callable in less than 10 years.

For more information regarding these statistics contact the Office of Debt Management by email at debt.management@do.treas.gov.