monthly

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

241 × 4

Period covered

2006-09-01 to 2026-09-01

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,
    toInt32(round(avg(toFloat64(yield_10_year) - toFloat64(yield_3_month)) * 100))    AS spread_3m10y_bps,
    toInt32(round(avg(toFloat64(yield_10_year) - toFloat64(yield_2_year)) * 100))     AS spread_2s10s_bps
FROM global_markets.treasury_yields
WHERE date >= toStartOfMonth(subtractYears(today(), 20))
  AND yield_3_month > 0
  AND yield_2_year > 0
  AND yield_10_year > 0
GROUP BY month
ORDER BY month