The short end of the Treasury curve around the September 2025 FOMC meeting
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-03, from How Markets Price Fed Rate Odds.
| date | yield_3m_pct | yield_1y_pct | yield_2y_pct |
|---|---|---|---|
| 2025-08-15 | 4.3 | 3.93 | 3.75 |
| 2025-08-18 | 4.33 | 3.93 | 3.77 |
| 2025-08-19 | 4.3 | 3.91 | 3.75 |
| 2025-08-20 | 4.3 | 3.9 | 3.74 |
| 2025-08-21 | 4.32 | 3.95 | 3.79 |
| 2025-08-22 | 4.27 | 3.87 | 3.68 |
| 2025-08-25 | 4.29 | 3.88 | 3.73 |
| 2025-08-26 | 4.28 | 3.85 | 3.61 |
| 2025-08-27 | 4.26 | 3.83 | 3.59 |
| 2025-08-28 | 4.26 | 3.85 | 3.62 |
| 2025-08-29 | 4.23 | 3.83 | 3.59 |
| 2025-09-02 | 4.2 | 3.82 | 3.66 |
| 2025-09-03 | 4.18 | 3.77 | 3.61 |
| 2025-09-04 | 4.16 | 3.76 | 3.59 |
| 2025-09-05 | 4.07 | 3.65 | 3.51 |
| 2025-09-08 | 4.1 | 3.64 | 3.49 |
| 2025-09-09 | 4.1 | 3.68 | 3.54 |
| 2025-09-10 | 4.09 | 3.66 | 3.54 |
| 2025-09-11 | 4.08 | 3.63 | 3.52 |
| 2025-09-12 | 4.08 | 3.66 | 3.56 |
| 2025-09-15 | 4.06 | 3.64 | 3.54 |
| 2025-09-16 | 4.04 | 3.62 | 3.51 |
| 2025-09-17 | 4.02 | 3.6 | 3.52 |
| 2025-09-18 | 4.03 | 3.61 | 3.57 |
| 2025-09-19 | 4.03 | 3.6 | 3.57 |
| 2025-09-22 | 4 | 3.61 | 3.61 |
| 2025-09-23 | 4 | 3.61 | 3.53 |
| 2025-09-24 | 4.02 | 3.63 | 3.57 |
| 2025-09-25 | 4.04 | 3.68 | 3.64 |
| 2025-09-26 | 4.02 | 3.67 | 3.63 |
| 2025-09-29 | 4.04 | 3.65 | 3.63 |
| 2025-09-30 | 4.02 | 3.68 | 3.6 |
| 2025-10-01 | 4.01 | 3.62 | 3.55 |
| 2025-10-02 | 4.02 | 3.62 | 3.55 |
| 2025-10-03 | 4.03 | 3.64 | 3.58 |
| 2025-10-06 | 4.02 | 3.66 | 3.6 |
| 2025-10-07 | 4.01 | 3.65 | 3.57 |
| 2025-10-08 | 4.01 | 3.66 | 3.58 |
| 2025-10-09 | 4.03 | 3.66 | 3.6 |
| 2025-10-10 | 4.02 | 3.6 | 3.52 |
| 2025-10-14 | 4.02 | 3.58 | 3.48 |
| 2025-10-15 | 4.03 | 3.61 | 3.5 |
- Rows × columns
- 42 × 4
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
date |
date | 2025-08-15 to 2025-10-15 | |
yield_3m_pct |
number | 4 to 4.33 | percent |
yield_1y_pct |
number | 3.58 to 3.95 | percent |
yield_2y_pct |
number | 3.48 to 3.79 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
the exact SQL behind every number
SELECT date,
round(toFloat64(yield_3_month), 2) AS yield_3m_pct,
round(toFloat64(yield_1_year), 2) AS yield_1y_pct,
round(toFloat64(yield_2_year), 2) AS yield_2y_pct
FROM global_markets.treasury_yields
WHERE date >= toDate('2025-08-15')
AND date <= toDate('2025-10-15')
AND yield_3_month IS NOT NULL
AND yield_1_year IS NOT NULL
AND yield_2_year IS NOT NULL
ORDER BY date
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