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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 2026-09-17, from what-is-the-3m10y-spread.

Rows × columns

42 × 5

Period covered

2021-07-01 to 2024-12-01

Computed

2026-09-17

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

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 2026-09-17, and the query below is what returned them.

SELECT
    toStartOfMonth(date)                          AS month,
    formatDateTime(month, '%b %Y')                AS month_label,
    round(avg(toFloat64(yield_3_month)), 2)       AS three_month_yield,
    round(avg(toFloat64(yield_2_year)), 2)        AS two_year_yield,
    round(avg(toFloat64(yield_10_year)), 2)       AS ten_year_yield
FROM global_markets.treasury_yields
WHERE date >= toDate('2021-07-01')
  AND date <  toDate('2025-01-01')
  AND yield_3_month > 0
  AND yield_2_year > 0
  AND yield_10_year > 0
GROUP BY month
ORDER BY month