curve_by_bucket
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.
| tenor | buyback_bucket | yield_pct |
|---|---|---|
| 1M | 1Mo to 2Y | 3.97 |
| 3M | 1Mo to 2Y | 4.12 |
| 1Y | 1Mo to 2Y | 4.4 |
| 2Y | 1Mo to 2Y | 4.67 |
| 5Y | 3Y to 5Y | 4.78 |
| 10Y | 7Y to 10Y | 4.94 |
| 30Y | 20Y to 30Y | 5.29 |
- Rows × columns
- 7 × 3
- 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 |
|---|---|---|---|
tenor |
text | 7 distinct values (10Y, 1M, 1Y…) | |
buyback_bucket |
text | 4 distinct values (1Mo to 2Y, 20Y to 30Y, 3Y to 5Y…) | |
yield_pct |
number | 3.97 to 5.29 | 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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
tenor,
buyback_bucket,
round(yld, 2) AS yield_pct
FROM
(
SELECT
date,
['1M', '3M', '6M', '1Y', '2Y', '3Y', '5Y', '7Y', '10Y', '20Y', '30Y'] AS tenors,
['1Mo to 2Y', '1Mo to 2Y', '1Mo to 2Y', '1Mo to 2Y', '1Mo to 2Y',
'2Y to 3Y', '3Y to 5Y', '5Y to 7Y', '7Y to 10Y', '10Y to 20Y', '20Y to 30Y'] AS buckets,
[toFloat64(yield_1_month), toFloat64(yield_3_month), toFloat64(yield_6_month),
toFloat64(yield_1_year), toFloat64(yield_2_year), toFloat64(yield_3_year),
toFloat64(yield_5_year), toFloat64(yield_7_year), toFloat64(yield_10_year),
toFloat64(yield_20_year), toFloat64(yield_30_year)] AS ylds
FROM global_markets.treasury_yields
WHERE date <= '2026-09-18'
AND isNotNull(yield_2_year)
AND isNotNull(yield_10_year)
ORDER BY date DESC
LIMIT 1
)
ARRAY JOIN
tenors AS tenor,
buckets AS buyback_bucket,
ylds AS yld,
arrayEnumerate(tenors) AS pos
WHERE isNotNull(yld)
ORDER BY pos