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What Is the Term Premium in Bond Yields?
Ten year inflation expectations: market implied against model basedseries · 2026-10-05 · 18×5Preview: a 16-point series, ending lower. The 10 year yield split into implied inflation and an implied real yieldseries · 2026-10-05 · 18×5Preview: a 16-point series, ending higher. Month over month change in the 3 month bill and the 10 year, in basis pointsseries · 2026-10-05 · 26×4Preview: a 16-point series, ending higher. The 5 year, the 10 year, and the implied 5y5y forward rateseries · 2026-10-05 · 26×5Preview: a 16-point series, ending higher. The Treasury curve now and a year ago, by maturitytable · 2026-10-05 · 6×3
Where to Park Idle Cash
The pickup for extending: extra yield over the 1-month bill, in basis pointsseries · 2026-10-04 · 125×3Preview: a 16-point series, ending higher. The short end over the last 180 days: 1-month, 3-month and 1-year bill yieldsseries · 2026-10-04 · 125×5Preview: a 16-point series, ending higher. The current Treasury yield curve: what every maturity pays right nowranking · 2026-10-04 · 7×2Preview: 7 ranked values, smallest first.
What Is the 5s30s Spread? 20 Years of Data
Inverted sessions per year: 2s10s, 5s30s, and the split stateranking · 2026-10-04 · 9×4Preview: 9 ranked values, smallest first. The 5s30s spread month by month, with both legsseries · 2026-10-04 · 241×4Preview: a 16-point series, ending higher. Which leg moved: 5-year and 30-year travel inside each inversionranking · 2026-10-04 · 14×4Preview: 14 ranked values, smallest first. 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 · 241×3Preview: a 16-point series, ending higher.
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 · 63×6Preview: a 16-point series, ending higher. 3m10y and 2s10s spreads, monthly averages over twenty yearsseries · 2026-10-04 · 241×4Preview: a 16-point series, ending higher. Every 3m10y inversion since 1985, on monthly averagesseries · 2026-10-04 · 9×6Preview: a 9-point series, roughly flat. Three tenors through the 2022 hiking cycle, monthly averagesseries · 2026-10-04 · 42×5Preview: a 16-point series, ending higher. 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 · 240×2Preview: a 16-point series, ending higher. 2s10s inversion episodes: first close, last close, length, and depthranking · 2026-10-04 · 11×4Preview: 11 ranked values, smallest first. US Treasury yield curve: latest available yield per maturityranking · 2026-10-04 · 7×2Preview: 7 ranked values, smallest first.
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 · 605×5Preview: a 16-point series, ending lower. The 2s10s over the trailing six months, with the 2-year and 10-year moves that produced itseries · 2026-10-04 · 26×8Preview: a 16-point series, ending higher. 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 · 2×3Preview: 2 ranked values, smallest first. 2-year and 10-year constant maturity yields, month by monthseries · 2026-10-04 · 24×5Preview: a 16-point series, ending higher. Typical one-day move in the 10-year yield, by monthseries · 2026-10-04 · 23×4Preview: a 16-point series, ending lower. The Treasury constant maturity curve, latest published sessionranking · 2026-10-04 · 10×3Preview: 10 ranked values, smallest first.
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 · 7×4Preview: 7 ranked values, largest first. Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June printranking · 2026-07-26 · 7×4Preview: 7 ranked values, smallest first.
Market Recap: H1 2026
Slope receipts: start, end, minimum, the spread never inverted this halfscalar · 2026-07-26 · 1×472 123 sessions in the half, verified from the tapescalar · 2026-07-26 · 1×1123 Median quoted spread by sector ETF, one representative session (June 29, 2026), regular hoursranking · 2026-07-26 · 11×4Preview: 11 ranked values, smallest first. The eleven sector ETFs: H1 2026 return, Q1 and Q2 split, and H1 dollar volumetable · 2026-07-26 · 11×5 Q2 regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification)ranking · 2026-07-26 · 8×3Preview: 8 ranked values, largest first. June: whole-tape options contract volume and same-day-expiry share (one scan)scalar · 2026-07-26 · 1×31,477.9 May: whole-tape options contract volume and same-day-expiry share (one scan)scalar · 2026-07-26 · 1×31,394.6 April: whole-tape options contract volume and same-day-expiry share (one scan)scalar · 2026-07-26 · 1×31,386.9 March: whole-tape options contract volume and same-day-expiry share (one scan)scalar · 2026-07-26 · 1×31,442.6 February: whole-tape options contract volume and same-day-expiry share (one scan)scalar · 2026-07-26 · 1×31,262.3 January: whole-tape options contract volume and same-day-expiry share (one scan)scalar · 2026-07-26 · 1×31,316.1 SPY median quoted spread on one labeled sample session per month (second Wednesdays), every NBBO updateseries · 2026-07-26 · 6×4Preview: a 6-point series, ending higher. SPY sessions up vs down across the half, one cheap receiptscalar · 2026-07-26 · 1×464 H1 2026: half, Q1, and Q2 returns for the four index ETFs, computed in one querytable · 2026-07-26 · 4×5 The leader set's half and Q2 returns plus half dollar volume: one ticker-filtered queryranking · 2026-07-26 · 6×4Preview: 6 ranked values, largest first. The half, month by month (SPY and QQQ, recomputed identically in one query)ranking · 2026-07-26 · 12×4Preview: 12 ranked values, largest first. New listings per month across the halfranking · 2026-07-26 · 6×2Preview: 6 ranked values, largest first. The 2s10s spread, every print of the halftable · 2026-07-26 · 124×2 Seven maturities: yield at the start of the half vs the end, and the changeranking · 2026-07-26 · 7×4Preview: 7 ranked values, smallest first. H1 2026's corporate calendar (all three month-end filing-index gaps disclosed)scalar · 2026-07-26 · 1×728,356 The rank receipts: DIA and IWM against every prior first half (rank 1 = best; self-excluded)table · 2026-07-26 · 2×6 The rank receipts: this half against every prior one (SPY and QQQ; rank 1 = best; self-excluded)table · 2026-07-26 · 2×6 Every first half on the tape: DIA and IWM, same arithmetictable · 2026-07-26 · 46×4 Every first half on the tape: SPY and QQQ, recomputed identically by year (per-year session counts shown)table · 2026-07-26 · 39×4
Ten year inflation expectations: market implied against model based

Ten year inflation expectations: market implied against model based

most recentas of series 18×5read in context →
Ten year inflation expectations: market implied against model based — 18 rows by 5 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labelmarket_10y_pctmodel_10y_pctmodel_gap_pct
2024-10-01Oct 20242.292.120.17
2024-11-01Nov 20242.322.330.01
2024-12-01Dec 20242.32.320.02
2025-01-01Jan 20252.42.440.04
2025-02-01Feb 20252.422.470.05
2025-03-01Mar 20252.332.30.03
2025-04-01Apr 20252.242.350.11
2025-05-01May 20252.312.310
2025-06-01Jun 20252.32.350.05
2025-07-01Jul 20252.382.340.04
2025-08-01Aug 20252.382.280.1
2025-09-01Sep 20252.372.30.07
2025-10-01Oct 20252.312.30.01
2025-11-01Nov 20252.272.310.04
2025-12-01Dec 20252.242.350.11
2026-01-01Jan 20262.312.330.02
2026-02-01Feb 20262.32.370.07
2026-05-01May 20262.442.480.04
the exact SQL behind every number 
SELECT
    toString(toStartOfMonth(date))                AS month,
    formatDateTime(toStartOfMonth(date), '%b %Y') AS month_label,
    round(avg(toFloat64(market_10_year)), 2)      AS market_10y_pct,
    round(avg(toFloat64(model_10_year)), 2)       AS model_10y_pct,
    round(abs(avg(toFloat64(market_10_year)) - avg(toFloat64(model_10_year))), 2) AS model_gap_pct
FROM global_markets.inflation_expectations
WHERE date >= today() - 760
  AND market_10_year > 0
  AND model_10_year > 0
GROUP BY toStartOfMonth(date)
ORDER BY toStartOfMonth(date)
More from this analysisWhat Is the Term Premium in Bond Yields?
Month over month change in the 3 month bill and the 10 year, in basis points series 26×4 → The 5 year, the 10 year, and the implied 5y5y forward rate series 26×5 → The 10 year yield split into implied inflation and an implied real yield series 18×5 → The Treasury curve now and a year ago, by maturity table 6×3 → See all 3,256 queries →
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