monthly_curve
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 2026-09-29, from off-the-run-vs-on-the-run-treasuries.
| month | month_label | yield_2y_pct | yield_10y_pct | spread_2s10s_bps |
|---|---|---|---|---|
| 2024-10-01 | Oct 2024 | 3.97 | 4.1 | 12.3 |
| 2024-11-01 | Nov 2024 | 4.26 | 4.36 | 9.8 |
| 2024-12-01 | Dec 2024 | 4.23 | 4.39 | 16.6 |
| 2025-01-01 | Jan 2025 | 4.27 | 4.63 | 35.7 |
| 2025-02-01 | Feb 2025 | 4.21 | 4.45 | 24.1 |
| 2025-03-01 | Mar 2025 | 3.97 | 4.28 | 31 |
| 2025-04-01 | Apr 2025 | 3.78 | 4.28 | 50.1 |
| 2025-05-01 | May 2025 | 3.92 | 4.42 | 50.4 |
| 2025-06-01 | Jun 2025 | 3.89 | 4.38 | 49.4 |
| 2025-07-01 | Jul 2025 | 3.88 | 4.39 | 51 |
| 2025-08-01 | Aug 2025 | 3.7 | 4.26 | 56.1 |
| 2025-09-01 | Sep 2025 | 3.57 | 4.12 | 55.2 |
| 2025-10-01 | Oct 2025 | 3.52 | 4.06 | 54 |
| 2025-11-01 | Nov 2025 | 3.55 | 4.09 | 54.4 |
| 2025-12-01 | Dec 2025 | 3.5 | 4.14 | 64.2 |
| 2026-01-01 | Jan 2026 | 3.54 | 4.21 | 67.7 |
| 2026-02-01 | Feb 2026 | 3.47 | 4.13 | 65.4 |
| 2026-03-01 | Mar 2026 | 3.71 | 4.25 | 53.1 |
| 2026-04-01 | Apr 2026 | 3.8 | 4.32 | 52 |
| 2026-05-01 | May 2026 | 4 | 4.48 | 48.9 |
| 2026-06-01 | Jun 2026 | 4.11 | 4.47 | 35.8 |
| 2026-07-01 | Jul 2026 | 4.22 | 4.6 | 37.7 |
| 2026-08-01 | Aug 2026 | 4.22 | 4.68 | 46.8 |
| 2026-09-01 | Sep 2026 | 4.61 | 4.94 | 33.3 |
- Rows × columns
- 24 × 5
- 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 |
|---|---|---|---|
month |
date | 2024-10-01 to 2026-09-01 | |
month_label |
text | 24 distinct values (Apr 2025, Apr 2026, Aug 2025…) | |
yield_2y_pct |
number | 3.47 to 4.61 | percent |
yield_10y_pct |
number | 4.06 to 4.94 | percent |
spread_2s10s_bps |
number | 9.8 to 67.7 |
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
toString(toStartOfMonth(date)) AS month,
formatDateTime(toStartOfMonth(date), '%b %Y') AS month_label,
round(avg(toFloat64(yield_2_year)), 2) AS yield_2y_pct,
round(avg(toFloat64(yield_10_year)), 2) AS yield_10y_pct,
round((avg(toFloat64(yield_10_year)) - avg(toFloat64(yield_2_year))) * 100, 1) AS spread_2s10s_bps
FROM global_markets.treasury_yields
WHERE date >= toStartOfMonth(today() - 700)
AND yield_2_year > 0
AND yield_10_year > 0
GROUP BY month, month_label
ORDER BY month
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