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The treasury curve: July 7 vs the July 6 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 7, 2026, The Day in Numbers.

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The treasury curve: July 7 vs the July 6 print (populated maturities only) — 8 rows by 3 columns, computed from US exchange, SIP and OPRA data.
curve_pointjul7_yield_pctsession_change_bp
1 month3.690
3 month3.86-1
1 year4.0611
2 year4.196
5 year4.276
10 year4.557
30 year5.056
2s10s spread0.361
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 7 vs the July 6 print (populated maturities only), derived from the stored result.
ColumnTypeRangeNotes
curve_point text 8 distinct values (1 month, 1 year, 10 year…)
jul7_yield_pct number 0.36 to 5.05 percent
session_change_bp number -1 to 11

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 jul7_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 = '2026-07-07') AS d,
         (SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-06') AS p
)

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