The published short end of the Treasury curve, April to September 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 2026-10-07, from T-Bill Maturities and How Yields Are Quoted.
| tenor_point | nearest_security | avg_yield_pct | low_yield_pct | high_yield_pct | session_count |
|---|---|---|---|---|---|
| 3-month | 13-week bill | 3.83 | 3.65 | 4.24 | 124 |
| 1-year | 52-week bill | 3.96 | 3.64 | 4.51 | 124 |
| 2-year | 2-year note | 4.15 | 3.71 | 4.87 | 124 |
- Rows × columns
- 3 × 6
- 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_point |
text | 3 distinct values (1-year, 2-year, 3-month) | |
nearest_security |
text | 3 distinct values (13-week bill, 2-year note, 52-week bill) | |
avg_yield_pct |
number | 3.83 to 4.15 | percent |
low_yield_pct |
number | 3.64 to 3.71 | percent |
high_yield_pct |
number | 4.24 to 4.87 | percent |
session_count |
number | every row is 124 | count |
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.
WITH published AS
(
SELECT
tupleElement(pt, 1) AS tenor_point,
tupleElement(pt, 2) AS nearest_security,
tupleElement(pt, 3) AS maturity_days,
tupleElement(pt, 4) AS rate_pct
FROM
(
SELECT arrayJoin([
('3-month', '13-week bill', 91, toFloat64(yield_3_month)),
('1-year', '52-week bill', 365, toFloat64(yield_1_year)),
('2-year', '2-year note', 730, toFloat64(yield_2_year))
]) AS pt
FROM global_markets.treasury_yields
WHERE date >= '2026-04-01'
AND date < '2026-09-26'
AND yield_3_month > 0
AND yield_1_year > 0
AND yield_2_year > 0
)
)
SELECT
tenor_point,
nearest_security,
round(avg(rate_pct), 2) AS avg_yield_pct,
round(min(rate_pct), 2) AS low_yield_pct,
round(max(rate_pct), 2) AS high_yield_pct,
count() AS session_count
FROM published
GROUP BY tenor_point, nearest_security, maturity_days
ORDER BY maturity_days
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