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2-year and 10-year Treasury yields, February 18 – March 8, 2022 (%)

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 2026-07-26, from Feb 24, 2022: War at the Open, Green by Close.

as of series 12×3read in context →
2-year and 10-year Treasury yields, February 18 – March 8, 2022 (%) — 12 rows by 3 columns, computed from US exchange, SIP and OPRA data.
sessionyield_2_yearyield_10_year
2022-02-181.471.92
2022-02-221.561.94
2022-02-231.581.99
2022-02-241.541.96
2022-02-251.551.97
2022-02-281.441.83
2022-03-011.311.72
2022-03-021.51.86
2022-03-031.531.86
2022-03-041.51.74
2022-03-071.551.78
2022-03-081.631.86
Rows × columns
12 × 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 2-year and 10-year Treasury yields, February 18 – March 8, 2022 (%), derived from the stored result.
ColumnTypeRangeNotes
session date 2022-02-18 to 2022-03-08
yield_2_year number 1.31 to 1.63 ratio or rate
yield_10_year number 1.72 to 1.99 ratio or rate

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.

the exact SQL behind every number 
SELECT
    toString(date) AS session,
    round(yield_2_year, 2) AS yield_2_year,
    round(yield_10_year, 2) AS yield_10_year
FROM global_markets.treasury_yields
WHERE date BETWEEN '2022-02-18' AND '2022-03-08'
ORDER BY date

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