3-month and 10-year yields with both spreads, last 90 days
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 2026-11-01, from What Is the 3m10y Spread? The Fed's Yield Curve.
| date | date_label | three_month_yield | ten_year_yield | spread_3m10y_bps | spread_2s10s_bps |
|---|---|---|---|---|---|
| 2026-08-03 | Aug 3, 2026 | 3.91 | 4.7 | 79 | 45 |
| 2026-08-04 | Aug 4, 2026 | 3.89 | 4.63 | 74 | 43 |
| 2026-08-05 | Aug 5, 2026 | 3.89 | 4.63 | 74 | 45 |
| 2026-08-06 | Aug 6, 2026 | 3.9 | 4.69 | 79 | 44 |
| 2026-08-07 | Aug 7, 2026 | 3.87 | 4.65 | 78 | 46 |
| 2026-08-10 | Aug 10, 2026 | 3.89 | 4.72 | 83 | 47 |
| 2026-08-11 | Aug 11, 2026 | 3.89 | 4.7 | 81 | 48 |
| 2026-08-12 | Aug 12, 2026 | 3.87 | 4.68 | 81 | 48 |
| 2026-08-13 | Aug 13, 2026 | 3.87 | 4.63 | 76 | 48 |
| 2026-08-14 | Aug 14, 2026 | 3.86 | 4.68 | 82 | 51 |
| 2026-08-17 | Aug 17, 2026 | 3.87 | 4.72 | 85 | 53 |
| 2026-08-18 | Aug 18, 2026 | 3.86 | 4.71 | 85 | 52 |
| 2026-08-19 | Aug 19, 2026 | 3.86 | 4.65 | 79 | 46 |
| 2026-08-20 | Aug 20, 2026 | 3.87 | 4.69 | 82 | 50 |
| 2026-08-21 | Aug 21, 2026 | 3.88 | 4.74 | 86 | 50 |
| 2026-08-24 | Aug 24, 2026 | 3.87 | 4.7 | 83 | 46 |
| 2026-08-25 | Aug 25, 2026 | 3.86 | 4.64 | 78 | 47 |
| 2026-08-26 | Aug 26, 2026 | 3.85 | 4.66 | 81 | 47 |
| 2026-08-27 | Aug 27, 2026 | 3.84 | 4.67 | 83 | 47 |
| 2026-08-28 | Aug 28, 2026 | 3.9 | 4.73 | 83 | 39 |
| 2026-08-31 | Aug 31, 2026 | 3.91 | 4.75 | 84 | 41 |
| 2026-09-01 | Sep 1, 2026 | 3.92 | 4.79 | 87 | 40 |
| 2026-09-02 | Sep 2, 2026 | 3.92 | 4.79 | 87 | 40 |
| 2026-09-03 | Sep 3, 2026 | 3.89 | 4.77 | 88 | 43 |
| 2026-09-04 | Sep 4, 2026 | 3.91 | 4.78 | 87 | 41 |
| 2026-09-08 | Sep 8, 2026 | 3.94 | 4.8 | 86 | 41 |
| 2026-09-09 | Sep 9, 2026 | 3.95 | 4.83 | 88 | 40 |
| 2026-09-10 | Sep 10, 2026 | 4 | 4.95 | 95 | 39 |
| 2026-09-11 | Sep 11, 2026 | 4.07 | 4.96 | 89 | 33 |
| 2026-09-14 | Sep 14, 2026 | 4.11 | 4.97 | 86 | 32 |
| 2026-09-15 | Sep 15, 2026 | 4.11 | 5 | 89 | 33 |
| 2026-09-16 | Sep 16, 2026 | 4.14 | 5.01 | 87 | 27 |
| 2026-09-17 | Sep 17, 2026 | 4.12 | 4.94 | 82 | 27 |
| 2026-09-18 | Sep 18, 2026 | 4.14 | 5.01 | 87 | 25 |
| 2026-09-21 | Sep 21, 2026 | 4.17 | 4.96 | 79 | 20 |
| 2026-09-22 | Sep 22, 2026 | 4.16 | 4.96 | 80 | 25 |
| 2026-09-23 | Sep 23, 2026 | 4.19 | 5.11 | 92 | 26 |
| 2026-09-24 | Sep 24, 2026 | 4.24 | 5.18 | 94 | 31 |
| 2026-09-25 | Sep 25, 2026 | 4.24 | 5.17 | 93 | 36 |
| 2026-09-28 | Sep 28, 2026 | 4.28 | 5.24 | 96 | 32 |
| 2026-09-29 | Sep 29, 2026 | 4.25 | 5.26 | 101 | 37 |
| 2026-09-30 | Sep 30, 2026 | 4.2 | 5.29 | 109 | 41 |
| 2026-10-01 | Oct 1, 2026 | 4.17 | 5.24 | 107 | 46 |
| 2026-10-02 | Oct 2, 2026 | 4.19 | 5.28 | 109 | 45 |
| 2026-10-05 | Oct 5, 2026 | 4.22 | 5.31 | 109 | 47 |
| 2026-10-06 | Oct 6, 2026 | 4.21 | 5.27 | 106 | 48 |
| 2026-10-07 | Oct 7, 2026 | 4.22 | 5.28 | 106 | 51 |
| 2026-10-08 | Oct 8, 2026 | 4.23 | 5.22 | 99 | 47 |
| 2026-10-09 | Oct 9, 2026 | 4.25 | 5.24 | 99 | 44 |
| 2026-10-13 | Oct 13, 2026 | 4.26 | 5.21 | 95 | 42 |
| 2026-10-14 | Oct 14, 2026 | 4.28 | 5.19 | 91 | 37 |
| 2026-10-15 | Oct 15, 2026 | 4.28 | 5.1 | 82 | 33 |
| 2026-10-16 | Oct 16, 2026 | 4.26 | 5.09 | 83 | 35 |
| 2026-10-19 | Oct 19, 2026 | 4.27 | 5.15 | 88 | 38 |
| 2026-10-20 | Oct 20, 2026 | 4.26 | 5.12 | 86 | 33 |
| 2026-10-21 | Oct 21, 2026 | 4.25 | 5.13 | 88 | 32 |
| 2026-10-22 | Oct 22, 2026 | 4.22 | 4.96 | 74 | 31 |
| 2026-10-23 | Oct 23, 2026 | 4.22 | 5 | 78 | 31 |
| 2026-10-26 | Oct 26, 2026 | 4.22 | 5 | 78 | 32 |
| 2026-10-27 | Oct 27, 2026 | 4.22 | 4.99 | 77 | 29 |
| 2026-10-28 | Oct 28, 2026 | 4.18 | 5.05 | 87 | 38 |
| 2026-10-29 | Oct 29, 2026 | 4.18 | 4.98 | 80 | 37 |
- Rows × columns
- 62 × 6
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
date |
date | 2026-08-03 to 2026-10-29 | |
date_label |
text | 62 distinct values (Aug 10, 2026, Aug 11, 2026, Aug 12, 2026…) | |
three_month_yield |
number | 3.84 to 4.28 | ratio or rate |
ten_year_yield |
number | 4.63 to 5.31 | ratio or rate |
spread_3m10y_bps |
number | 74 to 109 | |
spread_2s10s_bps |
number | 20 to 53 |
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.
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SELECT
date,
formatDateTime(date, '%b %e, %Y') AS date_label,
round(max(toFloat64(yield_3_month)), 2) AS three_month_yield,
round(max(toFloat64(yield_10_year)), 2) AS ten_year_yield,
toInt32(round((max(toFloat64(yield_10_year)) - max(toFloat64(yield_3_month))) * 100)) AS spread_3m10y_bps,
toInt32(round((max(toFloat64(yield_10_year)) - max(toFloat64(yield_2_year))) * 100)) AS spread_2s10s_bps
FROM global_markets.treasury_yields
WHERE date >= today() - 90
AND yield_3_month > 0
AND yield_2_year > 0
AND yield_10_year > 0
GROUP BY date
ORDER BY date
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