Data.gov Program Management Office Data.gov Program Management Office

created Feb 18, 2011

updated May 11, 2011

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Description

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.

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Category
Federal Government Finances and Employment
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Public
Tags
average, factor, treasury, LT, composite, extrapolation, date
Licensing and Attribution
Data Provided By
Department of the Treasury
Source Link
(none)
Dataset Summary
Agency
Department of the Treasury
Date Released
January 2000
Date Updated
Monthly
Time Period
2000 - Current year
Frequency
Monthly
High Value Dataset
N
Suggested by Public
N
Dataset Information
Data.gov Data Category Type
Raw Data Catalog
Specialized Data Category Designation
Statistical
Unique ID
414
Extended Type
Raw Data
Dataset Coverage
Unit of Analysis
Treasury Long-Term Rate
Granularity
National
Geographic Coverage
Global
Data Quality
Data Quality Certification
Yes
Privacy and Confidentiality
Yes
Applicable Information Quality Guideline Designation
Department of Treasury
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Data.gov Program Management Office Data.gov Program Management Office

created Feb 18, 2011

updated May 11, 2011

Description

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.

Activity
Community Rating
Current value: 0.0 out of 5
Your Rating
Current value: out of 5
Raters
0
Visits
1417
Downloads
1164
Comments
0
Contributors
0
Meta
Category
Federal Government Finances and Employment
Permissions
Public
Tags
average, factor, treasury, LT, composite, extrapolation, date
Licensing and Attribution
Data Provided By
Department of the Treasury
Source Link
(none)
Dataset Summary
Agency
Department of the Treasury
Date Released
January 2000
Date Updated
Monthly
Time Period
2000 - Current year
Frequency
Monthly
High Value Dataset
N
Suggested by Public
N
Dataset Information
Data.gov Data Category Type
Raw Data Catalog
Specialized Data Category Designation
Statistical
Unique ID
414
Extended Type
Raw Data
Dataset Coverage
Unit of Analysis
Treasury Long-Term Rate
Granularity
National
Geographic Coverage
Global
Data Quality
Data Quality Certification
Yes
Privacy and Confidentiality
Yes
Applicable Information Quality Guideline Designation
Department of Treasury