Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June print

Name: Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June print
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 2026-07-26, from Treasury Yield Curve, H1 2026: Twist, Not Shift.

as of 2026-07-26 ranking 7×4read in context →

Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June print — 7 rows by 4 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
maturity	jan_pct	mar_pct	jun_pct
1-month	3.72	3.74	3.7
3-month	3.65	3.7	3.87
1-year	3.47	3.68	3.98
2-year	3.47	3.79	4.14
5-year	3.74	3.92	4.19
10-year	4.19	4.3	4.44
30-year	4.86	4.88	4.91

Rows × columns: 7 × 4
Computed: 2026-07-26
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June print, derived from the stored result.
Column	Type	Range	Notes
`maturity`	text	7 distinct values (1-month, 1-year, 10-year…)
`jan_pct`	number	3.47 to 4.86	percent
`mar_pct`	number	3.68 to 4.88	percent
`jun_pct`	number	3.7 to 4.91	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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

WITH
    (SELECT (yield_1_month, yield_3_month, yield_1_year, yield_2_year, yield_5_year, yield_10_year, yield_30_year) FROM global_markets.treasury_yields
     WHERE date >= toDate('2026-01-01') AND date <= toDate('2026-06-30') ORDER BY date ASC LIMIT 1) AS jan_row,
    (SELECT (yield_1_month, yield_3_month, yield_1_year, yield_2_year, yield_5_year, yield_10_year, yield_30_year) FROM global_markets.treasury_yields
     WHERE date >= toDate('2026-01-01') AND date <= toDate('2026-03-31') ORDER BY date DESC LIMIT 1) AS mar_row,
    (SELECT (yield_1_month, yield_3_month, yield_1_year, yield_2_year, yield_5_year, yield_10_year, yield_30_year) FROM global_markets.treasury_yields
     WHERE date >= toDate('2026-01-01') AND date <= toDate('2026-06-30') ORDER BY date DESC LIMIT 1) AS jun_row
SELECT z.1 AS maturity, z.2 AS jan_pct, z.3 AS mar_pct, z.4 AS jun_pct
FROM (
    SELECT arrayJoin(arrayZip(['1-month','3-month','1-year','2-year','5-year','10-year','30-year'],
        [jan_row.1, jan_row.2, jan_row.3, jan_row.4, jan_row.5, jan_row.6, jan_row.7],
        [mar_row.1, mar_row.2, mar_row.3, mar_row.4, mar_row.5, mar_row.6, mar_row.7],
        [jun_row.1, jun_row.2, jun_row.3, jun_row.4, jun_row.5, jun_row.6, jun_row.7])) AS z
)

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