Front-end yields by horizon: 13-week bill, 1-year point, 2-year note
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.
| week | week_label | bill_3m_pct | bill_1y_pct | note_2y_pct | spread_bps |
|---|---|---|---|---|---|
| 2026-03-30 | Mar 30 | 3.7 | 3.69 | 3.81 | 11 |
| 2026-04-06 | Apr 6 | 3.7 | 3.69 | 3.81 | 10.8 |
| 2026-04-13 | Apr 13 | 3.71 | 3.69 | 3.76 | 5.2 |
| 2026-04-20 | Apr 20 | 3.69 | 3.68 | 3.78 | 8.6 |
| 2026-04-27 | Apr 27 | 3.68 | 3.72 | 3.86 | 18 |
| 2026-05-04 | May 4 | 3.69 | 3.76 | 3.91 | 22.2 |
| 2026-05-11 | May 11 | 3.69 | 3.8 | 4 | 31 |
| 2026-05-18 | May 18 | 3.67 | 3.82 | 4.09 | 41.8 |
| 2026-05-25 | May 25 | 3.69 | 3.8 | 4 | 31 |
| 2026-06-01 | Jun 1 | 3.78 | 3.84 | 4.08 | 30.2 |
| 2026-06-08 | Jun 8 | 3.79 | 3.87 | 4.11 | 32.2 |
| 2026-06-15 | Jun 15 | 3.81 | 3.91 | 4.13 | 31.8 |
| 2026-06-22 | Jun 22 | 3.84 | 3.99 | 4.13 | 29 |
| 2026-06-29 | Jun 29 | 3.85 | 3.98 | 4.14 | 28.5 |
| 2026-07-06 | Jul 6 | 3.86 | 4.03 | 4.18 | 32.4 |
| 2026-07-13 | Jul 13 | 3.85 | 4.02 | 4.18 | 33.2 |
| 2026-07-20 | Jul 20 | 3.91 | 4.1 | 4.3 | 39 |
| 2026-07-27 | Jul 27 | 3.87 | 4.08 | 4.26 | 39.2 |
| 2026-08-03 | Aug 3 | 3.89 | 4.04 | 4.21 | 32.2 |
| 2026-08-10 | Aug 10 | 3.88 | 4 | 4.2 | 32.2 |
| 2026-08-17 | Aug 17 | 3.87 | 4 | 4.2 | 33.2 |
| 2026-08-24 | Aug 24 | 3.86 | 4.05 | 4.23 | 36.4 |
| 2026-08-31 | Aug 31 | 3.91 | 4.15 | 4.37 | 45.6 |
| 2026-09-07 | Sep 7 | 3.99 | 4.24 | 4.5 | 51.2 |
| 2026-09-14 | Sep 14 | 4.12 | 4.41 | 4.7 | 57.4 |
| 2026-09-21 | Sep 21 | 4.2 | 4.48 | 4.8 | 60 |
- Rows × columns
- 26 × 6
- 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 |
|---|---|---|---|
week |
date | 2026-03-30 to 2026-09-21 | |
week_label |
text | 26 distinct values (Apr 13, Apr 20, Apr 27…) | |
bill_3m_pct |
number | 3.67 to 4.2 | percent |
bill_1y_pct |
number | 3.68 to 4.48 | percent |
note_2y_pct |
number | 3.76 to 4.8 | percent |
spread_bps |
number | 5.2 to 60 |
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.
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SELECT
toString(toMonday(date)) AS week,
formatDateTime(toMonday(date), '%b %e') AS week_label,
round(avg(toFloat64(yield_3_month)), 2) AS bill_3m_pct,
round(avg(toFloat64(yield_1_year)), 2) AS bill_1y_pct,
round(avg(toFloat64(yield_2_year)), 2) AS note_2y_pct,
round((avg(toFloat64(yield_2_year)) - avg(toFloat64(yield_3_month))) * 100, 1) AS spread_bps
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
GROUP BY week, week_label
ORDER BY week
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