Treasury yields through the downgrade window, August 1–15, 2011

Name: Treasury yields through the downgrade window, August 1–15, 2011
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 The 2011 US Downgrade: Black Monday's Tape.

as of 2026-07-26 series 11×5read in context →

Treasury yields through the downgrade window, August 1–15, 2011 — 11 rows by 5 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
date	yield_3_month	yield_2_year	yield_10_year	yield_30_year
2011-08-01	0.1	0.38	2.77	4.07
2011-08-02	0.06	0.33	2.66	3.93
2011-08-03	0.02	0.33	2.64	3.89
2011-08-04	0.02	0.27	2.47	3.7
2011-08-05	0.01	0.28	2.58	3.82
2011-08-08	0.05	0.27	2.4	3.68
2011-08-09	0.03	0.19	2.2	3.56
2011-08-10	0.02	0.19	2.17	3.54
2011-08-11	0.03	0.19	2.34	3.82
2011-08-12	0.02	0.2	2.24	3.72
2011-08-15	0.02	0.19	2.29	3.75

Rows × columns: 11 × 5
Period covered: 2011-08-01 to 2011-08-15
Computed: 2026-07-26
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 Treasury yields through the downgrade window, August 1–15, 2011, derived from the stored result.
Column	Type	Range	Notes
`date`	date	2011-08-01 to 2011-08-15
`yield_3_month`	number	0.01 to 0.1	ratio or rate
`yield_2_year`	number	0.19 to 0.38	ratio or rate
`yield_10_year`	number	2.17 to 2.77	ratio or rate
`yield_30_year`	number	3.54 to 4.07	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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT
    toString(date) AS date,
    round(yield_3_month, 2) AS yield_3_month,
    round(yield_2_year, 2) AS yield_2_year,
    round(yield_10_year, 2) AS yield_10_year,
    round(yield_30_year, 2) AS yield_30_year
FROM global_markets.treasury_yields
WHERE date BETWEEN '2011-08-01' AND '2011-08-15'
ORDER BY date

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisThe 2011 US Downgrade: Black Monday's Tape

SPY by half-hour: August 8, 2011 regular session series 13×4 → The ten worst SPY sessions, 2003–2025: August 8, 2011 is the odd one out series 10×5 → SPY closes, August 8-12, 2011: crash, rip, crash, rip series 5×4 → August 8, 2011 across the tape: banks, staples, gold, and the fear gauge ranking 9×4 → The recovery, dated: reclaim, failed hold, true bottom, and the last close below scalar 1×9 → SPY on August 8, 2011: the downgrade Monday, receipted scalar 1×11 → See all 2,170 queries →