bucket_series

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 2026-09-20, from how-treasury-buybacks-work.

Rows × columns

76 × 4

Period covered

2026-06-01 to 2026-09-17

Computed

2026-09-20

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

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 2026-09-20, and the query below is what returned them.

SELECT
    date,
    concat(monthName(date), ' ', toString(toDayOfMonth(date)), ', ', toString(toYear(date))) AS as_of_label,
    round(toFloat64(max(yield_2_year)), 2)  AS yield_2y_pct,
    round(toFloat64(max(yield_10_year)), 2) AS yield_10y_pct
FROM global_markets.treasury_yields
WHERE date >= '2026-06-01'
  AND date <= '2026-09-18'
  AND isNotNull(yield_2_year)
  AND isNotNull(yield_10_year)
GROUP BY date
ORDER BY date