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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

60 × 6

Period covered

2026-06-22 to 2026-09-15

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
    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