Daily Treasury Long-Term Rates
May 2010
| Date | LT Composite (>10 yrs) | Treasury 20-yr CMT | Extrapolation Factor |
|---|---|---|---|
| 05/03/10 | 4.23% | 4.37% | N/A |
| 05/04/10 | 4.13% | 4.27% | N/A |
| 05/05/10 | 4.10% | 4.23% | N/A |
| 05/06/10 | 3.91% | 4.03% | N/A |
| 05/07/10 | 3.98% | 4.11% | N/A |
| 05/10/10 | 4.09% | 4.23% | N/A |
| 05/11/10 | 4.10% | 4.24% | N/A |
| 05/12/10 | 4.14% | 4.29% | N/A |
| 05/13/10 | 4.12% | 4.26% | N/A |
| 05/14/10 | 4.00% | 4.13% | N/A |
| 05/17/10 | 4.06% | 4.17% | N/A |
| 05/18/10 | 3.97% | 4.08% | N/A |
| 05/19/10 | 3.96% | 4.07% | N/A |
| 05/20/10 | 3.85% | 3.96% | N/A |
April 2010
| Date | LT Composite (>10 yrs) | Treasury 20-yr CMT | Extrapolation Factor |
|---|---|---|---|
| 04/01/10 | 4.43% | 4.58% | N/A |
| 04/02/10 | 4.51% | 4.65% | N/A |
| 04/05/10 | 4.55% | 4.69% | N/A |
| 04/06/10 | 4.54% | 4.68% | N/A |
| 04/07/10 | 4.44% | 4.58% | N/A |
| 04/08/10 | 4.46% | 4.60% | N/A |
| 04/09/10 | 4.44% | 4.58% | N/A |
| 04/12/10 | 4.40% | 4.54% | N/A |
| 04/13/10 | 4.38% | 4.52% | N/A |
| 04/14/10 | 4.43% | 4.57% | N/A |
| 04/15/10 | 4.41% | 4.56% | N/A |
| 04/16/10 | 4.36% | 4.50% | N/A |
| 04/19/10 | 4.39% | 4.54% | N/A |
| 04/20/10 | 4.37% | 4.51% | N/A |
| 04/21/10 | 4.31% | 4.45% | N/A |
| 04/22/10 | 4.34% | 4.48% | N/A |
| 04/23/10 | 4.37% | 4.51% | N/A |
March 2010
| Date | LT Composite (>10 yrs) | Treasury 20-yr CMT | Extrapolation Factor |
|---|---|---|---|
| 03/01/10 | 4.25% | 4.41% | N/A |
| 03/02/10 | 4.26% | 4.42% | N/A |
| 03/03/10 | 4.27% | 4.43% | N/A |
| 03/04/10 | 4.24% | 4.40% | N/A |
| 03/05/10 | 4.33% | 4.49% | N/A |
| 03/08/10 | 4.36% | 4.52% | N/A |
| 03/09/10 | 4.35% | 4.53% | N/A |
| 03/10/10 | 4.37% | 4.53% | N/A |
| 03/11/10 | 4.35% | 4.51% | N/A |
| 03/12/10 | 4.31% | 4.47% | N/A |
| 03/15/10 | 4.32% | 4.48% | N/A |
| 03/16/10 | 4.27% | 4.43% | N/A |
| 03/17/10 | 4.25% | 4.41% | N/A |
| 03/18/10 | 4.27% | 4.43% | N/A |
| 03/19/10 | 4.26% | 4.41% | N/A |
| 03/22/10 | 4.26% | 4.41% | N/A |
| 03/23/10 | 4.27% | 4.43% | N/A |
| 03/24/10 | 4.41% | 4.56% | N/A |
| 03/25/10 | 4.48% | 4.63% | N/A |
| 03/26/10 | 4.45% | 4.60% | N/A |
| 03/29/10 | 4.45% | 4.61% | N/A |
| 03/30/10 | 4.45% | 4.59% | N/A |
| 03/31/10 | 4.41% | 4.55% | N/A |
February 2010
| Date | LT Composite (>10 yrs) | Treasury 20-yr CMT | Extrapolation Factor |
|---|---|---|---|
| 02/01/10 | 4.25% | 4.43% | N/A |
| 02/02/10 | 4.24% | 4.42% | N/A |
| 02/03/10 | 4.31% | 4.49% | N/A |
| 02/04/10 | 4.20% | 4.39% | N/A |
| 02/05/10 | 4.17% | 4.36% | N/A |
| 02/08/10 | 4.19% | 4.38% | N/A |
| 02/09/10 | 4.25% | 4.44% | N/A |
| 02/10/10 | 4.32% | 4.51% | N/A |
| 02/11/10 | 4.35% | 4.54% | N/A |
| 02/12/10 | 4.32% | 4.52% | N/A |
| 02/16/10 | 4.32% | 4.49% | N/A |
| 02/17/10 | 4.40% | 4.56% | N/A |
| 02/18/10 | 4.44% | 4.61% | N/A |
| 02/19/10 | 4.42% | 4.58% | N/A |
| 02/22/10 | 4.44% | 4.60% | N/A |
| 02/23/10 | 4.33% | 4.49% | N/A |
| 02/24/10 | 4.33% | 4.49% | N/A |
| 02/25/10 | 4.28% | 4.44% | N/A |
| 02/26/10 | 4.24% | 4.40% | N/A |
January 2010
| Date | LT Composite (>10 yrs) | Treasury 20-yr CMT | Extrapolation Factor |
|---|---|---|---|
| 01/04/10 | 4.42% | 4.60% | N/A |
| 01/05/10 | 4.36% | 4.54% | N/A |
| 01/06/10 | 4.45% | 4.63% | N/A |
| 01/07/10 | 4.44% | 4.62% | N/A |
| 01/08/10 | 4.43% | 4.61% | N/A |
| 01/11/10 | 4.45% | 4.64% | N/A |
| 01/12/10 | 4.33% | 4.52% | N/A |
| 01/13/10 | 4.41% | 4.60% | N/A |
| 01/14/10 | 4.34% | 4.52% | N/A |
| 01/15/10 | 4.29% | 4.48% | N/A |
| 01/19/10 | 4.31% | 4.49% | N/A |
| 01/20/10 | 4.25% | 4.43% | N/A |
| 01/21/10 | 4.20% | 4.38% | N/A |
| 01/22/10 | 4.19% | 4.38% | N/A |
| 01/25/10 | 4.24% | 4.42% | N/A |
| 01/26/10 | 4.24% | 4.43% | N/A |
| 01/27/10 | 4.24% | 4.42% | N/A |
| 01/28/10 | 4.26% | 4.44% | N/A |
| 01/29/10 | 4.20% | 4.38% | N/A |
December 2009
| Date | LT Composite (>10 yrs) | Treasury 20-yr CMT | Extrapolation Factor |
|---|---|---|---|
| 12/01/09 | 3.95% | 4.14% | N/A |
| 12/02/09 | 3.96% | 4.14% | N/A |
| 12/03/09 | 4.05% | 4.23% | N/A |
| 12/04/09 | 4.13% | 4.31% | N/A |
| 12/07/09 | 4.11% | 4.29% | N/A |
| 12/08/09 | 4.08% | 4.28% | N/A |
| 12/09/09 | 4.11% | 4.31% | N/A |
| 12/10/09 | 4.18% | 4.37% | N/A |
| 12/11/09 | 4.21% | 4.39% | N/A |
| 12/14/09 | 4.20% | 4.39% | N/A |
| 12/15/09 | 4.24% | 4.42% | N/A |
| 12/16/09 | 4.24% | 4.42% | N/A |
| 12/17/09 | 4.13% | 4.31% | N/A |
| 12/18/09 | 4.18% | 4.36% | N/A |
| 12/21/09 | 4.29% | 4.47% | N/A |
| 12/22/09 | 4.35% | 4.52% | N/A |
| 12/23/09 | 4.36% | 4.54% | N/A |
| 12/24/09 | 4.42% | 4.60% | N/A |
| 12/28/09 | 4.44% | 4.61% | N/A |
| 12/29/09 | 4.40% | 4.57% | N/A |
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.