Short end vs long end of the Treasury curve: monthly averages, July 2024 to June 2026
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 2026-08-01, from When Do Mutual Fund Trades Settle?.
| month | month_label | bill_3m_pct | treasury_10y_pct |
|---|---|---|---|
| 2024-07 | July 2024 | 5.43 | 4.25 |
| 2024-08 | August 2024 | 5.3 | 3.87 |
| 2024-09 | September 2024 | 4.92 | 3.72 |
| 2024-10 | October 2024 | 4.72 | 4.1 |
| 2024-11 | November 2024 | 4.62 | 4.36 |
| 2024-12 | December 2024 | 4.39 | 4.39 |
| 2025-01 | January 2025 | 4.34 | 4.63 |
| 2025-02 | February 2025 | 4.33 | 4.45 |
| 2025-03 | March 2025 | 4.34 | 4.28 |
| 2025-04 | April 2025 | 4.32 | 4.28 |
| 2025-05 | May 2025 | 4.36 | 4.42 |
| 2025-06 | June 2025 | 4.42 | 4.38 |
| 2025-07 | July 2025 | 4.41 | 4.39 |
| 2025-08 | August 2025 | 4.3 | 4.26 |
| 2025-09 | September 2025 | 4.07 | 4.12 |
| 2025-10 | October 2025 | 3.98 | 4.06 |
| 2025-11 | November 2025 | 3.94 | 4.09 |
| 2025-12 | December 2025 | 3.68 | 4.14 |
| 2026-01 | January 2026 | 3.67 | 4.21 |
| 2026-02 | February 2026 | 3.69 | 4.13 |
| 2026-03 | March 2026 | 3.72 | 4.25 |
| 2026-04 | April 2026 | 3.7 | 4.32 |
| 2026-05 | May 2026 | 3.69 | 4.48 |
| 2026-06 | June 2026 | 3.81 | 4.47 |
- Rows × columns
- 24 × 4
- 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 |
|---|---|---|---|
month |
text | 24 distinct values (2024-07, 2024-08, 2024-09…) | |
month_label |
text | 24 distinct values (April 2025, April 2026, August 2024…) | |
bill_3m_pct |
number | 3.67 to 5.43 | percent |
treasury_10y_pct |
number | 3.72 to 4.63 | 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 formatDateTime(toStartOfMonth(date), '%Y-%m') AS month,
formatDateTimeInJodaSyntax(toStartOfMonth(date), 'MMMM yyyy') AS month_label,
round(avg(yield_3_month), 2) AS bill_3m_pct,
round(avg(yield_10_year), 2) AS treasury_10y_pct
FROM global_markets.treasury_yields
WHERE date BETWEEN toDate('2024-07-01') AND toDate('2026-06-30')
AND yield_3_month IS NOT NULL
AND yield_10_year IS NOT NULL
GROUP BY month, month_label
ORDER BY month
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