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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.

as of series 62×6read in context →
3-month and 10-year yields with both spreads, last 90 days — 62 rows by 6 columns, computed from US exchange, SIP and OPRA data.
datedate_labelthree_month_yieldten_year_yieldspread_3m10y_bpsspread_2s10s_bps
2026-08-03Aug 3, 20263.914.77945
2026-08-04Aug 4, 20263.894.637443
2026-08-05Aug 5, 20263.894.637445
2026-08-06Aug 6, 20263.94.697944
2026-08-07Aug 7, 20263.874.657846
2026-08-10Aug 10, 20263.894.728347
2026-08-11Aug 11, 20263.894.78148
2026-08-12Aug 12, 20263.874.688148
2026-08-13Aug 13, 20263.874.637648
2026-08-14Aug 14, 20263.864.688251
2026-08-17Aug 17, 20263.874.728553
2026-08-18Aug 18, 20263.864.718552
2026-08-19Aug 19, 20263.864.657946
2026-08-20Aug 20, 20263.874.698250
2026-08-21Aug 21, 20263.884.748650
2026-08-24Aug 24, 20263.874.78346
2026-08-25Aug 25, 20263.864.647847
2026-08-26Aug 26, 20263.854.668147
2026-08-27Aug 27, 20263.844.678347
2026-08-28Aug 28, 20263.94.738339
2026-08-31Aug 31, 20263.914.758441
2026-09-01Sep 1, 20263.924.798740
2026-09-02Sep 2, 20263.924.798740
2026-09-03Sep 3, 20263.894.778843
2026-09-04Sep 4, 20263.914.788741
2026-09-08Sep 8, 20263.944.88641
2026-09-09Sep 9, 20263.954.838840
2026-09-10Sep 10, 202644.959539
2026-09-11Sep 11, 20264.074.968933
2026-09-14Sep 14, 20264.114.978632
2026-09-15Sep 15, 20264.1158933
2026-09-16Sep 16, 20264.145.018727
2026-09-17Sep 17, 20264.124.948227
2026-09-18Sep 18, 20264.145.018725
2026-09-21Sep 21, 20264.174.967920
2026-09-22Sep 22, 20264.164.968025
2026-09-23Sep 23, 20264.195.119226
2026-09-24Sep 24, 20264.245.189431
2026-09-25Sep 25, 20264.245.179336
2026-09-28Sep 28, 20264.285.249632
2026-09-29Sep 29, 20264.255.2610137
2026-09-30Sep 30, 20264.25.2910941
2026-10-01Oct 1, 20264.175.2410746
2026-10-02Oct 2, 20264.195.2810945
2026-10-05Oct 5, 20264.225.3110947
2026-10-06Oct 6, 20264.215.2710648
2026-10-07Oct 7, 20264.225.2810651
2026-10-08Oct 8, 20264.235.229947
2026-10-09Oct 9, 20264.255.249944
2026-10-13Oct 13, 20264.265.219542
2026-10-14Oct 14, 20264.285.199137
2026-10-15Oct 15, 20264.285.18233
2026-10-16Oct 16, 20264.265.098335
2026-10-19Oct 19, 20264.275.158838
2026-10-20Oct 20, 20264.265.128633
2026-10-21Oct 21, 20264.255.138832
2026-10-22Oct 22, 20264.224.967431
2026-10-23Oct 23, 20264.2257831
2026-10-26Oct 26, 20264.2257832
2026-10-27Oct 27, 20264.224.997729
2026-10-28Oct 28, 20264.185.058738
2026-10-29Oct 29, 20264.184.988037
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for 3-month and 10-year yields with both spreads, last 90 days, derived from the stored result.
ColumnTypeRangeNotes
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.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

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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More from this analysisWhat Is the 3m10y Spread? The Fed's Yield Curve
3m10y and 2s10s spreads, monthly averages over twenty years series 240×4 → Three tenors through the 2022 hiking cycle, monthly averages series 42×5 → Every 3m10y inversion since 1985, on monthly averages series 9×6 → 2s10s versus 3m10y in three inversion windows, daily closes table 3×9 → The 2s10s spread by month, full history series 605×5 → The 2s10s over the trailing six months, with the 2-year and 10-year moves that produced it series 26×8 → See all 3,293 queries →