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3-month and 10-year yields with both spreads, last 90 days

most recentas of 2026-11-01 series 62×6read in context →

3-month and 10-year yields with both spreads, last 90 days — 62 rows by 6 columns, computed 2026-11-01 from US exchange, SIP and OPRA data.
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

the exact SQL behind every number

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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