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Five-session move in short Treasury yields into each 2025 FOMC decision day

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.

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Five-session move in short Treasury yields into each 2025 FOMC decision day — 8 rows by 3 columns, computed from US exchange, SIP and OPRA data.
meetingm3_change_bpsy1_change_bps
Jan 29-5-3
Mar 19-23
May 7315
Jun 18-32
Jul 3004
Sep 17-7-6
Oct 29-315
Dec 10-31
Rows × columns
8 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Five-session move in short Treasury yields into each 2025 FOMC decision day, derived from the stored result.
ColumnTypeRangeNotes
meeting text 8 distinct values (Dec 10, Jan 29, Jul 30…)
m3_change_bps number -7 to 3
y1_change_bps number -6 to 15

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 
WITH d AS (
    SELECT date,
           toFloat64(yield_3_month) AS m3,
           toFloat64(yield_1_year) AS y1,
           lagInFrame(toFloat64(yield_3_month), 5) OVER (ORDER BY date ROWS BETWEEN 5 PRECEDING AND CURRENT ROW) AS m3_five_before,
           lagInFrame(toFloat64(yield_1_year), 5) OVER (ORDER BY date ROWS BETWEEN 5 PRECEDING AND CURRENT ROW) AS y1_five_before
    FROM global_markets.treasury_yields
    WHERE date >= toDate('2024-11-01')
      AND date <= toDate('2025-12-31')
      AND yield_3_month IS NOT NULL
      AND yield_1_year IS NOT NULL
)
SELECT concat(formatDateTime(date, '%b'), ' ', toString(toDayOfMonth(date))) AS meeting,
       round((m3 - m3_five_before) * 100, 1) AS m3_change_bps,
       round((y1 - y1_five_before) * 100, 1) AS y1_change_bps
FROM d
WHERE date IN (toDate('2025-01-29'), toDate('2025-03-19'), toDate('2025-05-07'),
               toDate('2025-06-18'), toDate('2025-07-30'), toDate('2025-09-17'),
               toDate('2025-10-29'), toDate('2025-12-10'))
ORDER BY date

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