Treasury yields through June: 10-year, 2-year, and the 2s10s spread

Name: Treasury yields through June: 10-year, 2-year, and the 2s10s spread
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 2026-07-26, from Market Recap: June 2026.

as of 2026-07-26 ranking 21×4read in context →

Treasury yields through June: 10-year, 2-year, and the 2s10s spread — 21 rows by 4 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
d	y10	y2	spread_2s10s_bp
2026-06-01	4.47	4.05	42
2026-06-02	4.46	4.05	41
2026-06-03	4.49	4.08	41
2026-06-04	4.47	4.05	42
2026-06-05	4.55	4.17	38
2026-06-08	4.56	4.15	41
2026-06-09	4.53	4.13	40
2026-06-10	4.55	4.13	42
2026-06-11	4.45	4.05	40
2026-06-12	4.48	4.09	39
2026-06-15	4.47	4.07	40
2026-06-16	4.43	4.05	38
2026-06-17	4.49	4.2	29
2026-06-18	4.46	4.19	27
2026-06-22	4.51	4.24	27
2026-06-23	4.5	4.16	34
2026-06-24	4.41	4.11	30
2026-06-25	4.4	4.09	31
2026-06-26	4.38	4.07	31
2026-06-29	4.38	4.1	28
2026-06-30	4.44	4.14	30

Rows × columns: 21 × 4
Period covered: 2026-06-01 to 2026-06-30
Computed: 2026-07-26
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 Treasury yields through June: 10-year, 2-year, and the 2s10s spread, derived from the stored result.
Column	Type	Range
`d`	date	2026-06-01 to 2026-06-30
`y10`	number	4.38 to 4.56
`y2`	number	4.05 to 4.24
`spread_2s10s_bp`	number	27 to 42

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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT toString(date) AS d,
    round(yield_10_year, 2) AS y10,
    round(yield_2_year, 2) AS y2,
    round((yield_10_year - yield_2_year) * 100, 0) AS spread_2s10s_bp
FROM global_markets.treasury_yields
WHERE date >= toDate('2026-06-01') AND date <= toDate('2026-06-30')
  AND isNotNull(yield_10_year) AND isNotNull(yield_2_year)
ORDER BY date

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