T-Bill Maturities and How Yields Are Quoted
A nine-month estimate, interpolated between the 3-month and 1-year pointsseries ·
2026-10-07 · 26×5
Front-end yields by horizon: 13-week bill, 1-year point, 2-year noteseries ·
2026-10-07 · 26×6
The published short end of the Treasury curve, April to September 2026table ·
2026-10-07 · 3×6
The same bill on both conventions: coupon equivalent versus discount basistable ·
2026-10-07 · 2×5
What Is the Term Premium in Bond Yields?
Ten year inflation expectations: market implied against model basedseries ·
2026-10-05 · 18×5
The 10 year yield split into implied inflation and an implied real yieldseries ·
2026-10-05 · 18×5
Month over month change in the 3 month bill and the 10 year, in basis pointsseries ·
2026-10-05 · 26×4
The 5 year, the 10 year, and the implied 5y5y forward rateseries ·
2026-10-05 · 26×5
The Treasury curve now and a year ago, by maturitytable ·
2026-10-05 · 6×3
Gold vs Real Interest Rates: Does It Hold?
Five pinned episodes: real-yield move, GLD return, and the daily correlation inside eachtable ·
2026-10-05 · 5×5
Rolling 12-month correlation: daily GLD returns vs daily changes in the 10-year real yieldtable ·
2026-10-05 · 76×4
The 10-year real yield, built from the nominal yield and the breakeventable ·
2026-10-05 · 80×5
GLD implied volatility by month, near-the-money contracts with 20 to 45 days to expiryseries ·
2026-10-05 · 25×4
What Is the 5s30s Spread? 20 Years of Data
Inverted sessions per year: 2s10s, 5s30s, and the split stateranking ·
2026-10-04 · 9×4
The 5s30s spread month by month, with both legsseries ·
2026-10-04 · 241×4
Which leg moved: 5-year and 30-year travel inside each inversionranking ·
2026-10-04 · 14×4
Every 5s30s inversion of at least five sessions, last 30 yearstable ·
2026-10-04 · 14×5
5s30s and 2s10s, monthly averages over 20 yearsseries ·
2026-10-04 · 241×3
What Is the 3m10y Spread? The Fed's Yield Curve
3-month and 10-year yields with both spreads, last 90 daysseries ·
2026-10-04 · 63×6
3m10y and 2s10s spreads, monthly averages over twenty yearsseries ·
2026-10-04 · 241×4
Every 3m10y inversion since 1985, on monthly averagesseries ·
2026-10-04 · 9×6
Three tenors through the 2022 hiking cycle, monthly averagesseries ·
2026-10-04 · 42×5
2s10s versus 3m10y in three inversion windows, daily closestable ·
2026-10-04 · 3×9
What Is the 2s10s Spread? Yield Curve Data
The 2s10s spread as of the latest close (10-year minus 2-year)scalar ·
2026-10-04 · 1×54.78
2s10s spread, monthly average: last 20 yearsseries ·
2026-10-04 · 240×2
2s10s inversion episodes: first close, last close, length, and depthranking ·
2026-10-04 · 11×4
US Treasury yield curve: latest available yield per maturityranking ·
2026-10-04 · 7×2
What Happens When the Yield Curve Un-Inverts
Which leg did the work: 2-year and 10-year moves over the 91 days before each crossingtable ·
2026-10-04 · 7×9
SPY's change from the crossing-day close, 3, 6 and 12 months after each un-inversiontable ·
2026-10-04 · 2×5
The 2s10s spread by month, full historyseries ·
2026-10-04 · 605×5
The 2s10s over the trailing six months, with the 2-year and 10-year moves that produced itseries ·
2026-10-04 · 26×8
Every 2s10s un-inversion: the crossing and the spread 3, 6 and 12 months latertable ·
2026-10-04 · 7×8
On-the-Run vs Off-the-Run Treasuries
Average yield step between benchmark tenors, trailing four monthsranking ·
2026-10-04 · 2×3
2-year and 10-year constant maturity yields, month by monthseries ·
2026-10-04 · 24×5
Typical one-day move in the 10-year yield, by monthseries ·
2026-10-04 · 23×4
The Treasury constant maturity curve, latest published sessionranking ·
2026-10-04 · 10×3
Treasury Yield Curve, H1 2026: Twist, Not Shift
The rank receipt: H1 2026's twist against every prior half, by absolute sizescalar ·
2026-07-26 · 1×642
Every half-year since 1976: the 2y and 10y change, the twist between them, and the half's lowest 2s10s printtable ·
2026-07-26 · 100×7
The 30-year's half: start, end, the first and last 5% prints, time spent at or above 5%, and the highscalar ·
2026-07-26 · 1×84.86
The 2s10s spread, every print of the halftable ·
2026-07-26 · 124×2
The 2s10s slope receipt: start, end, minimum (with its date), maximum, and print countscalar ·
2026-07-26 · 1×672
The H1 2026 move per maturity, split into quarters: the hump sits squarely on the 2-yearranking ·
2026-07-26 · 7×4
Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June printranking ·
2026-07-26 · 7×4
A nine-month estimate, interpolated between the 3-month and 1-year points
A nine-month estimate, interpolated between the 3-month and 1-year points
| week | week_label | bill_3m_pct | interp_9m_pct | bill_1y_pct |
|---|---|---|---|---|
| 2026-03-30 | Mar 30 | 3.7 | 3.7 | 3.69 |
| 2026-04-06 | Apr 6 | 3.7 | 3.7 | 3.69 |
| 2026-04-13 | Apr 13 | 3.71 | 3.69 | 3.69 |
| 2026-04-20 | Apr 20 | 3.69 | 3.68 | 3.68 |
| 2026-04-27 | Apr 27 | 3.68 | 3.71 | 3.72 |
| 2026-05-04 | May 4 | 3.69 | 3.74 | 3.76 |
| 2026-05-11 | May 11 | 3.69 | 3.76 | 3.8 |
| 2026-05-18 | May 18 | 3.67 | 3.77 | 3.82 |
| 2026-05-25 | May 25 | 3.69 | 3.76 | 3.8 |
| 2026-06-01 | Jun 1 | 3.78 | 3.82 | 3.84 |
| 2026-06-08 | Jun 8 | 3.79 | 3.84 | 3.87 |
| 2026-06-15 | Jun 15 | 3.81 | 3.88 | 3.91 |
| 2026-06-22 | Jun 22 | 3.84 | 3.94 | 3.99 |
| 2026-06-29 | Jun 29 | 3.85 | 3.94 | 3.98 |
| 2026-07-06 | Jul 6 | 3.86 | 3.97 | 4.03 |
| 2026-07-13 | Jul 13 | 3.85 | 3.96 | 4.02 |
| 2026-07-20 | Jul 20 | 3.91 | 4.04 | 4.1 |
| 2026-07-27 | Jul 27 | 3.87 | 4.01 | 4.08 |
| 2026-08-03 | Aug 3 | 3.89 | 3.99 | 4.04 |
| 2026-08-10 | Aug 10 | 3.88 | 3.96 | 4 |
| 2026-08-17 | Aug 17 | 3.87 | 3.96 | 4 |
| 2026-08-24 | Aug 24 | 3.86 | 3.99 | 4.05 |
| 2026-08-31 | Aug 31 | 3.91 | 4.07 | 4.15 |
| 2026-09-07 | Sep 7 | 3.99 | 4.15 | 4.24 |
| 2026-09-14 | Sep 14 | 4.12 | 4.31 | 4.41 |
| 2026-09-21 | Sep 21 | 4.2 | 4.38 | 4.48 |
the exact SQL behind every number
SELECT
toString(toMonday(date)) AS week,
formatDateTime(toMonday(date), '%b %e') AS week_label,
round(avg(toFloat64(yield_3_month)), 2) AS bill_3m_pct,
round(avg(
toFloat64(yield_3_month)
+ (toFloat64(yield_1_year) - toFloat64(yield_3_month)) * (273 - 91) / (365 - 91)
), 2) AS interp_9m_pct,
round(avg(toFloat64(yield_1_year)), 2) AS bill_1y_pct
FROM global_markets.treasury_yields
WHERE date >= '2026-04-01'
AND date < '2026-09-26'
AND yield_3_month > 0
AND yield_1_year > 0
GROUP BY week, week_label
ORDER BY week
More from this analysisT-Bill Maturities and How Yields Are Quoted
Front-end yields by horizon: 13-week bill, 1-year point, 2-year note
series 26×6
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The published short end of the Treasury curve, April to September 2026
table 3×6
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The same bill on both conventions: coupon equivalent versus discount basis
table 2×5
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2-year and 10-year constant maturity yields, month by month
series 24×5
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