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
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
→
The published short end of the Treasury curve, April to September 2026
table 3×6
→
The same bill on both conventions: coupon equivalent versus discount basis
table 2×5
→
2-year and 10-year constant maturity yields, month by month
series 24×5
→
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