The session's curve print: July 2 vs July 1 (populated maturities only)
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: July 2, 2026, The Day in Numbers.
| curve_point | jul2_yield_pct | one_day_change_bp |
|---|---|---|
| 1 month | 3.7 | 3 |
| 3 month | 3.82 | -3 |
| 1 year | 3.96 | -4 |
| 2 year | 4.14 | -3 |
| 5 year | 4.23 | -1 |
| 10 year | 4.49 | 1 |
| 30 year | 4.98 | 1 |
| 2s10s spread | 0.35 | 4 |
- Rows × columns
- 8 × 3
- 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 |
|---|---|---|---|
curve_point |
text | 8 distinct values (1 month, 1 year, 10 year…) | |
jul2_yield_pct |
number | 0.35 to 4.98 | percent |
one_day_change_bp |
number | -4 to 4 |
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
t.1 AS curve_point,
round(t.2, 2) AS jul2_yield_pct,
round((t.2 - t.3) * 100) AS one_day_change_bp
FROM (
SELECT arrayJoin([
('1 month', toFloat64(d.yield_1_month), toFloat64(p.yield_1_month)),
('3 month', toFloat64(d.yield_3_month), toFloat64(p.yield_3_month)),
('1 year', toFloat64(d.yield_1_year), toFloat64(p.yield_1_year)),
('2 year', toFloat64(d.yield_2_year), toFloat64(p.yield_2_year)),
('5 year', toFloat64(d.yield_5_year), toFloat64(p.yield_5_year)),
('10 year', toFloat64(d.yield_10_year), toFloat64(p.yield_10_year)),
('30 year', toFloat64(d.yield_30_year), toFloat64(p.yield_30_year)),
('2s10s spread', toFloat64(d.yield_10_year - d.yield_2_year), toFloat64(p.yield_10_year - p.yield_2_year))
]) AS t
FROM (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-02') AS d,
(SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-01') AS p
)
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