STRASMORE/EXPLORE 2,170 QUERIES

The treasury curve: July 6 vs the July 2 print (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 6, 2026, The Day in Numbers.

as of ranking 8×3read in context →
The treasury curve: July 6 vs the July 2 print (populated maturities only) — 8 rows by 3 columns, computed from US exchange, SIP and OPRA data.
curve_pointjul6_yield_pctsession_change_bp
1 month3.69-1
3 month3.875
1 year3.95-1
2 year4.13-1
5 year4.21-2
10 year4.48-1
30 year4.991
2s10s spread0.350
Rows × columns
8 × 3
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 The treasury curve: July 6 vs the July 2 print (populated maturities only), derived from the stored result.
ColumnTypeRangeNotes
curve_point text 8 distinct values (1 month, 1 year, 10 year…)
jul6_yield_pct number 0.35 to 4.99 percent
session_change_bp number -2 to 5

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.

the exact SQL behind every number 
SELECT
    t.1 AS curve_point,
    round(t.2, 2) AS jul6_yield_pct,
    round((t.2 - t.3) * 100) AS session_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 = '2026-07-06') AS d,
         (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-02') AS p
)

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: July 6, 2026, The Day in Numbers
Shares traded per 30-minute bucket, regular hours (billions) series 13×3 → Every split executed July 6, with its unadjusted close before and after (splits with no regular-session tape on both sides are dropped) table 12×7 → The eleven sector ETFs: July 6 vs the July 2 close, split into gap and intraday table 11×6 → Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded (one reused-symbol listing excluded pending entity verification) table 10×5 → The touch at the gap open: median quoted spread and quote rate, 9:30–9:42 ET vs a midday control (12 minutes each) table 10×9 → SPY / QQQ / DIA / IWM: July 6 vs the July 2 close, regular hours table 4×10 → See all 2,170 queries →