A nine-month estimate, interpolated between the 3-month and 1-year points
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 | interp_9m_pct | bill_1y_pct |
|---|---|---|---|---|
| 2026-03-30 | Mar 30 | 3.7 | 3.7 | 3.69 |
| 2026-04-06 | Apr 6 | 3.7 | 3.7 | 3.69 |
| 2026-04-13 | Apr 13 | 3.71 | 3.69 | 3.69 |
| 2026-04-20 | Apr 20 | 3.69 | 3.68 | 3.68 |
| 2026-04-27 | Apr 27 | 3.68 | 3.71 | 3.72 |
| 2026-05-04 | May 4 | 3.69 | 3.74 | 3.76 |
| 2026-05-11 | May 11 | 3.69 | 3.76 | 3.8 |
| 2026-05-18 | May 18 | 3.67 | 3.77 | 3.82 |
| 2026-05-25 | May 25 | 3.69 | 3.76 | 3.8 |
| 2026-06-01 | Jun 1 | 3.78 | 3.82 | 3.84 |
| 2026-06-08 | Jun 8 | 3.79 | 3.84 | 3.87 |
| 2026-06-15 | Jun 15 | 3.81 | 3.88 | 3.91 |
| 2026-06-22 | Jun 22 | 3.84 | 3.94 | 3.99 |
| 2026-06-29 | Jun 29 | 3.85 | 3.94 | 3.98 |
| 2026-07-06 | Jul 6 | 3.86 | 3.97 | 4.03 |
| 2026-07-13 | Jul 13 | 3.85 | 3.96 | 4.02 |
| 2026-07-20 | Jul 20 | 3.91 | 4.04 | 4.1 |
| 2026-07-27 | Jul 27 | 3.87 | 4.01 | 4.08 |
| 2026-08-03 | Aug 3 | 3.89 | 3.99 | 4.04 |
| 2026-08-10 | Aug 10 | 3.88 | 3.96 | 4 |
| 2026-08-17 | Aug 17 | 3.87 | 3.96 | 4 |
| 2026-08-24 | Aug 24 | 3.86 | 3.99 | 4.05 |
| 2026-08-31 | Aug 31 | 3.91 | 4.07 | 4.15 |
| 2026-09-07 | Sep 7 | 3.99 | 4.15 | 4.24 |
| 2026-09-14 | Sep 14 | 4.12 | 4.31 | 4.41 |
| 2026-09-21 | Sep 21 | 4.2 | 4.38 | 4.48 |
- Rows × columns
- 26 × 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 |
|---|---|---|---|
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 |
interp_9m_pct |
number | 3.68 to 4.38 | percent |
bill_1y_pct |
number | 3.68 to 4.48 | 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
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_3_month)
+ (toFloat64(yield_1_year) - toFloat64(yield_3_month)) * (273 - 91) / (365 - 91)
), 2) AS interp_9m_pct,
round(avg(toFloat64(yield_1_year)), 2) AS bill_1y_pct
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
GROUP BY week, week_label
ORDER BY week
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