STRASMORE/EXPLORE 2,985 QUERIES

The 30-year's half: start, end, the first and last 5% prints, time spent at or above 5%, and the high

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 scalar 1×8read in context →
start pct
4.86
end pct
4.91
first 5 date
2026-05-04
last 5 date
2026-06-10
prints at or above 5
16
high pct
5.18
high date
2026-05-19
prints
124
Rows × columns
1 × 8
Period covered
Computed
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 The 30-year's half: start, end, the first and last 5% prints, time spent at or above 5%, and the high, derived from the stored result.
ColumnTypeRangeNotes
start_pct number every row is 4.86 percent
end_pct number every row is 4.91 percent
first_5_date date 2026-05-04
last_5_date date 2026-06-10
prints_at_or_above_5 number every row is 16
high_pct number every row is 5.18 percent
high_date date 2026-05-19
prints number every row is 124

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
    round(argMin(yield_30_year, date), 2) AS start_pct,
    round(argMax(yield_30_year, date), 2) AS end_pct,
    toString(minIf(date, yield_30_year >= 5)) AS first_5_date,
    toString(maxIf(date, yield_30_year >= 5)) AS last_5_date,
    countIf(yield_30_year >= 5) AS prints_at_or_above_5,
    round(max(yield_30_year), 2) AS high_pct,
    argMax(toString(date), (yield_30_year, date)) AS high_date,
    count() AS prints
FROM global_markets.treasury_yields
WHERE date >= toDate('2026-01-01') AND date <= toDate('2026-06-30') AND isNotNull(yield_30_year)
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More from this analysisTreasury Yield Curve, H1 2026: Twist, Not Shift
The rank receipt: H1 2026's twist against every prior half, by absolute size scalar 1×6 → The 2s10s slope receipt: start, end, minimum (with its date), maximum, and print count scalar 1×6 → The 2s10s spread, every print of the half table 124×2 → Every half-year since 1976: the 2y and 10y change, the twist between them, and the half's lowest 2s10s print table 100×7 → The H1 2026 move per maturity, split into quarters: the hump sits squarely on the 2-year ranking 7×4 → Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June print ranking 7×4 → See all 2,985 queries →