FRED DGS30 — Daily CSV Download (US 30-Year Treasury Yield)

The 30-year Treasury yield is the benchmark for the longest duration US government debt — the rate that prices pension liabilities, insurance reserves, and long-term infrastructure financing. Daily observations from FRED series DGS30.

Dataset: US 30-Year Treasury Yield (1977–2026) · Updated —



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Source: FRED series DGS30 · Federal Reserve Bank of St. Louis


Macro Takeaway

This indicator is a key component of the macro-financial monitoring framework. Its current level relative to its historical distribution — captured in the percentile and z-score above — provides immediate context for whether conditions are historically normal, stretched, or compressed.

Cross-referencing with the 10-year Treasury yield and the yield curve spread helps situate this indicator within the broader macro regime.


Dataset Overview

IndicatorUS 30-Year Treasury Yield (1977–2026)
GeographyUnited States
FrequencyDaily (business days)
Period1977–2026
Variablesdate, yield_30y
FormatCSV, Excel (XLSX)
SourcesFederal Reserve Bank of St. Louis — FRED
Last updated

Dataset Variables

The CSV and Excel files contain the following columns.

ColumnTypeDescription
dateDate (YYYY-MM-DD)Observation date
yield_30yFloatyield_30y value

Column names match the CSV headers exactly.


Download the Complete Dataset

The full dataset is available in CSV and Excel formats.


FRED Direct CSV Access

The underlying data is available from FRED under series code DGS30:

https://fred.stlouisfed.org/graph/fredgraph.csv?id=DGS30

Direct CSV Access — Eco3min Structured Dataset

https://eco3min.fr/dataset/us-30y-treasury-yield.csv

This URL returns the complete dataset in CSV format. It can be used directly in pandas, R, curl, or any data tool.


Using the Dataset in Python

import pandas as pd

url = "https://eco3min.fr/dataset/us-30y-treasury-yield.csv"
df = pd.read_csv(url, parse_dates=["date"])

print(df.head())
print(df["dgs30"].describe())

Using the Dataset in R

library(readr)

url <- "https://eco3min.fr/dataset/us-30y-treasury-yield.csv"
df <- read_csv(url)

head(df)
summary(df$dgs30)

Both examples load the dataset directly from the URL — no download or API key required.


Methodology

The primary data source is the Federal Reserve’s FRED database, series DGS30. The data is published by the relevant US government agency and made available through FRED with consistent formatting and metadata.

This dataset is updated weekly (Saturday 08:00 UTC) via automated pull from the FRED API.


Historical Regimes

Historical regime analysis for this dataset will be added in a future update. The key stats block above provides immediate context for the current reading relative to the full historical distribution.


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Macroeconomic Dataset Hub

This dataset is part of the Eco3min macro-financial data repository.

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Sources

  • Federal Reserve Bank of St. Louis — FRED database

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