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