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H15: Correction to historical 20-year Treasury Constant Maturity series

H15: Correction to historical 20-year Treasury Constant Maturity series

By FEDERAL RESERVE
Published - Dec 02, 2022, 01:06 PM ET
Last Updated - Feb 09, 2023, 12:33 AM EST
In July 2020, the current 20-year Treasury Constant Maturity series and the previously discontinued 20-year Treasury Constant Maturity rates were joined to make it easier for users to discover the discontinued rates. When combining these series, we inadvertently included estimated rates that covered the period when the US Treasury did not issue any securities with a 20-year maturity (January 1, 1987-September 30, 1993). These estimates were the average of the 10-year and 30-year rates. Given that these rates were estimates and not reported values, they have been removed from the Data Download Program.
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