The Treasury curve now and a year ago, by maturity
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 2026-10-05, from What Is the Term Premium in Bond Yields?.
| maturity | yield_recent_pct | yield_year_ago_pct |
|---|---|---|
| 3M | 4.14 | 4.07 |
| 2Y | 4.72 | 3.57 |
| 5Y | 4.87 | 3.66 |
| 10Y | 5.05 | 4.12 |
| 20Y | None | None |
| 30Y | 5.4 | 4.74 |
- Rows × columns
- 6 × 3
- Computed
- Completeness
- Some fields are partly empty — see the columns below
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
maturity |
text | 6 distinct values (10Y, 20Y, 2Y…) | |
yield_recent_pct |
number | 4.14 to 5.4 | percent · 5 of 6 rows populated |
yield_year_ago_pct |
number | 3.57 to 4.74 | percent · 5 of 6 rows populated |
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
leg.1 AS maturity,
leg.2 AS yield_recent_pct,
leg.3 AS yield_year_ago_pct
FROM
(
SELECT
round(avgIf(toFloat64(yield_3_month), is_recent), 2) AS m3_now,
round(avgIf(toFloat64(yield_3_month), is_prior), 2) AS m3_then,
round(avgIf(toFloat64(yield_2_year), is_recent), 2) AS y2_now,
round(avgIf(toFloat64(yield_2_year), is_prior), 2) AS y2_then,
round(avgIf(toFloat64(yield_5_year), is_recent), 2) AS y5_now,
round(avgIf(toFloat64(yield_5_year), is_prior), 2) AS y5_then,
round(avgIf(toFloat64(yield_10_year), is_recent), 2) AS y10_now,
round(avgIf(toFloat64(yield_10_year), is_prior), 2) AS y10_then,
round(avgIf(toFloat64(yield_20_year), is_recent), 2) AS y20_now,
round(avgIf(toFloat64(yield_20_year), is_prior), 2) AS y20_then,
round(avgIf(toFloat64(yield_30_year), is_recent), 2) AS y30_now,
round(avgIf(toFloat64(yield_30_year), is_prior), 2) AS y30_then
FROM
(
SELECT
yield_3_month,
yield_2_year,
yield_5_year,
yield_10_year,
yield_20_year,
yield_30_year,
date >= today() - 30 AS is_recent,
date BETWEEN today() - 400 AND today() - 370 AS is_prior
FROM global_markets.treasury_yields
WHERE (date >= today() - 30 OR date BETWEEN today() - 400 AND today() - 370)
AND yield_10_year > 0
)
HAVING countIf(is_recent) > 0 AND countIf(is_prior) > 0
)
ARRAY JOIN
[
('3M', m3_now, m3_then),
('2Y', y2_now, y2_then),
('5Y', y5_now, y5_then),
('10Y', y10_now, y10_then),
('20Y', y20_now, y20_then),
('30Y', y30_now, y30_then)
] AS leg
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.