monthly_history

Name: monthly_history
Creator: Strasmore
Published: 2026-09-28
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 2026-09-28, from what-is-the-5s30s-spread.

as of 2026-09-28 series 241×4read in context →

monthly_history — 241 rows by 4 columns, computed 2026-09-28 from US exchange, SIP and OPRA data.
month	five_year_pct	thirty_year_pct	spread_bps
2006-09	4.67	4.85	18
2006-10	4.69	4.85	17
2006-11	4.58	4.69	10
2006-12	4.53	4.68	15
2007-01	4.75	4.85	10
2007-02	4.71	4.82	11
2007-03	4.48	4.72	24
2007-04	4.59	4.87	27
2007-05	4.67	4.9	23
2007-06	5.03	5.2	18
2007-07	4.88	5.11	22
2007-08	4.43	4.93	50
2007-09	4.2	4.79	59
2007-10	4.2	4.77	58
2007-11	3.67	4.52	85
2007-12	3.49	4.53	104
2008-01	2.98	4.33	135
2008-02	2.78	4.52	174
2008-03	2.48	4.39	191
2008-04	2.84	4.44	160
2008-05	3.15	4.6	144
2008-06	3.49	4.69	120
2008-07	3.3	4.57	127
2008-08	3.14	4.5	136
2008-09	2.88	4.27	138
2008-10	2.73	4.17	145
2008-11	2.29	4	171
2008-12	1.52	2.87	135
2009-01	1.6	3.13	153
2009-02	1.87	3.59	172
2009-03	1.82	3.64	183
2009-04	1.86	3.76	190
2009-05	2.13	4.23	209
2009-06	2.71	4.52	181
2009-07	2.46	4.41	194
2009-08	2.57	4.37	180
2009-09	2.37	4.19	182
2009-10	2.33	4.19	186
2009-11	2.23	4.31	208
2009-12	2.34	4.49	215
2010-01	2.48	4.6	212
2010-02	2.36	4.62	226
2010-03	2.43	4.64	221
2010-04	2.58	4.69	211
2010-05	2.18	4.29	211
2010-06	2	4.13	213
2010-07	1.76	3.99	223
2010-08	1.47	3.8	234
2010-09	1.41	3.77	236
2010-10	1.18	3.87	269
2010-11	1.35	4.19	284
2010-12	1.93	4.42	248
2011-01	1.99	4.52	253
2011-02	2.26	4.65	239
2011-03	2.11	4.51	240
2011-04	2.17	4.5	233
2011-05	1.84	4.29	245
2011-06	1.58	4.23	265
2011-07	1.54	4.27	273
2011-08	1.02	3.65	263
2011-09	0.9	3.18	228
2011-10	1.06	3.13	207
2011-11	0.91	3.02	211
2011-12	0.89	2.98	209
2012-01	0.84	3.03	219
2012-02	0.83	3.11	228
2012-03	1.02	3.28	226
2012-04	0.89	3.18	229
2012-05	0.76	2.93	217
2012-06	0.71	2.7	199
2012-07	0.62	2.59	197
2012-08	0.71	2.77	206
2012-09	0.67	2.88	221
2012-10	0.71	2.9	219
2012-11	0.67	2.8	214
2012-12	0.7	2.88	219
2013-01	0.81	3.08	228
2013-02	0.85	3.17	232
2013-03	0.82	3.16	234
2013-04	0.71	2.93	222
2013-05	0.84	3.11	227
2013-06	1.2	3.4	220
2013-07	1.4	3.61	220
2013-08	1.52	3.76	224
2013-09	1.6	3.79	219
2013-10	1.37	3.68	231
2013-11	1.37	3.8	243
2013-12	1.58	3.89	231
2014-01	1.65	3.77	212
2014-02	1.52	3.66	215
2014-03	1.64	3.62	198
2014-04	1.7	3.52	182
2014-05	1.59	3.39	180
2014-06	1.68	3.42	174
2014-07	1.7	3.33	163
2014-08	1.63	3.2	157
2014-09	1.77	3.26	149
2014-10	1.55	3.04	149
2014-11	1.62	3.04	142
2014-12	1.64	2.83	119
2015-01	1.37	2.46	108
2015-02	1.47	2.57	109
2015-03	1.52	2.63	111
2015-04	1.35	2.59	123
2015-05	1.54	2.96	142
2015-06	1.68	3.11	143
2015-07	1.63	3.07	143
2015-08	1.54	2.86	131
2015-09	1.49	2.95	146
2015-10	1.39	2.89	150
2015-11	1.67	3.03	136
2015-12	1.7	2.97	127
2016-01	1.52	2.86	134
2016-02	1.22	2.62	140
2016-03	1.38	2.68	131
2016-04	1.26	2.62	137
2016-05	1.3	2.63	133
2016-06	1.17	2.45	129
2016-07	1.07	2.23	116
2016-08	1.13	2.26	113
2016-09	1.18	2.35	117
2016-10	1.27	2.5	123
2016-11	1.6	2.86	127
2016-12	1.96	3.11	115
2017-01	1.92	3.02	110
2017-02	1.9	3.03	113
2017-03	2.01	3.08	107
2017-04	1.82	2.94	112
2017-05	1.84	2.96	112
2017-06	1.77	2.8	102
2017-07	1.87	2.88	101
2017-08	1.78	2.8	102
2017-09	1.8	2.78	98
2017-10	1.98	2.88	90
2017-11	2.05	2.8	75
2017-12	2.18	2.77	59
2018-01	2.38	2.88	50
2018-02	2.6	3.13	53
2018-03	2.63	3.09	46
2018-04	2.7	3.07	37
2018-05	2.82	3.13	32
2018-06	2.78	3.05	27
2018-07	2.78	3.01	23
2018-08	2.77	3.04	27
2018-09	2.89	3.15	26
2018-10	3	3.34	34
2018-11	2.95	3.36	41
2018-12	2.68	3.1	41
2019-01	2.54	3.04	50
2019-02	2.49	3.02	54
2019-03	2.37	2.98	60
2019-04	2.33	2.94	61
2019-05	2.19	2.82	63
2019-06	1.82	2.57	75
2019-07	1.83	2.57	74
2019-08	1.49	2.12	63
2019-09	1.56	2.16	59
2019-10	1.52	2.19	67
2019-11	1.64	2.28	64
2019-12	1.68	2.3	62
2020-01	1.56	2.22	65
2020-02	1.32	1.97	65
2020-03	0.59	1.45	86
2020-04	0.39	1.27	88
2020-05	0.34	1.38	104
2020-06	0.34	1.49	115
2020-07	0.28	1.31	103
2020-08	0.27	1.36	109
2020-09	0.27	1.42	115
2020-10	0.34	1.57	123
2020-11	0.39	1.62	123
2020-12	0.39	1.67	128
2021-01	0.45	1.82	138
2021-02	0.54	2.04	150
2021-03	0.82	2.34	152
2021-04	0.86	2.3	144
2021-05	0.82	2.32	150
2021-06	0.84	2.16	132
2021-07	0.76	1.94	118
2021-08	0.77	1.92	114
2021-09	0.86	1.94	107
2021-10	1.11	2.06	95
2021-11	1.2	1.94	73
2021-12	1.23	1.85	62
2022-01	1.54	2.1	56
2022-02	1.81	2.25	43
2022-03	2.11	2.41	30
2022-04	2.78	2.81	3
2022-05	2.87	3.07	19
2022-06	3.19	3.25	6
2022-07	2.96	3.1	14
2022-08	3.03	3.13	10
2022-09	3.7	3.56	-14
2022-10	4.18	4.04	-14
2022-11	4.06	4	-6
2022-12	3.76	3.66	-11
2023-01	3.64	3.66	2
2023-02	3.94	3.8	-14
2023-03	3.82	3.77	-5
2023-04	3.54	3.68	15
2023-05	3.59	3.86	26
2023-06	3.95	3.87	-8
2023-07	4.14	3.96	-18
2023-08	4.31	4.28	-3
2023-09	4.49	4.47	-1
2023-10	4.77	4.95	17
2023-11	4.49	4.66	17
2023-12	4	4.14	14
2024-01	3.98	4.26	27
2024-02	4.19	4.38	19
2024-03	4.2	4.36	16
2024-04	4.56	4.66	10
2024-05	4.5	4.62	12
2024-06	4.32	4.44	13
2024-07	4.16	4.46	30
2024-08	3.71	4.15	44
2024-09	3.5	4.04	55
2024-10	3.91	4.38	46
2024-11	4.23	4.54	31
2024-12	4.25	4.58	33
2025-01	4.43	4.85	42
2025-02	4.28	4.68	40
2025-03	4.04	4.6	55
2025-04	3.91	4.71	80
2025-05	4.02	4.9	88
2025-06	3.96	4.89	93
2025-07	3.95	4.92	97
2025-08	3.79	4.87	108
2025-09	3.66	4.74	108
2025-10	3.65	4.64	99
2025-11	3.67	4.7	103
2025-12	3.7	4.8	110
2026-01	3.78	4.84	106
2026-02	3.68	4.76	108
2026-03	3.85	4.84	100
2026-04	3.94	4.91	97
2026-05	4.15	5.03	89
2026-06	4.21	4.95	74
2026-07	4.33	5.1	77
2026-08	4.38	5.22	84
2026-09	4.75	5.32	57

Rows × columns: 241 × 4
Computed: 2026-09-28
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 monthly_history, derived from the stored result.
Column	Type	Range	Notes
`month`	text	241 distinct values (2006-09, 2006-10, 2006-11…)
`five_year_pct`	number	0.27 to 5.03	percent
`thirty_year_pct`	number	1.27 to 5.32	percent
`spread_bps`	number	-18 to 284

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 2026-09-28, 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
    formatDateTime(toStartOfMonth(date), '%Y-%m')                           AS month,
    round(avg(toFloat64(yield_5_year)), 2)                                  AS five_year_pct,
    round(avg(toFloat64(yield_30_year)), 2)                                 AS thirty_year_pct,
    round(avg(toFloat64(yield_30_year) - toFloat64(yield_5_year)) * 100, 0) AS spread_bps
FROM global_markets.treasury_yields
WHERE date >= toStartOfMonth(subtractYears(today(), 20))
  AND yield_5_year  > 0
  AND yield_30_year > 0
GROUP BY month
ORDER BY month

SQL to run

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