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10-year and 3-month Treasury yields through the crash, daily closes

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 COVID Crash 2020: Four Halts, Peak to Trough.

as of series 31×3read in context →
10-year and 3-month Treasury yields through the crash, daily closes — 31 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dateten_year_pctthree_month_pct
2020-02-181.551.58
2020-02-191.561.58
2020-02-201.521.58
2020-02-211.461.56
2020-02-241.381.53
2020-02-251.331.53
2020-02-261.331.53
2020-02-271.31.45
2020-02-281.131.27
2020-03-021.11.13
2020-03-031.020.95
2020-03-041.020.72
2020-03-050.920.62
2020-03-060.740.45
2020-03-090.540.33
2020-03-100.760.44
2020-03-110.820.42
2020-03-120.880.33
2020-03-130.940.28
2020-03-160.730.24
2020-03-171.020.19
2020-03-181.180.02
2020-03-191.120.04
2020-03-200.920.05
2020-03-230.760.02
2020-03-240.840.01
2020-03-250.880
2020-03-260.830
2020-03-270.720.03
2020-03-300.70.12
2020-03-310.70.11
Rows × columns
31 × 3
Period covered
to
Computed
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 10-year and 3-month Treasury yields through the crash, daily closes, derived from the stored result.
ColumnTypeRangeNotes
date date 2020-02-18 to 2020-03-31
ten_year_pct number 0.54 to 1.56 percent
three_month_pct number 0 to 1.58 percent

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
    toString(date) AS date,
    round(yield_10_year, 2) AS ten_year_pct,
    round(yield_3_month, 2) AS three_month_pct
FROM global_markets.treasury_yields
WHERE date >= '2020-02-18' AND date <= '2020-03-31'
  AND isNotNull(yield_10_year)
ORDER BY date
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