Treasury yields: July 8 vs July 7, populated maturities + 2s10s
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 8, 2026, The Day in Numbers.
| curve_point | jul8_yield_pct | session_change_bp |
|---|---|---|
| 1 month | 3.67 | -2 |
| 3 month | 3.87 | 1 |
| 1 year | 4.06 | 0 |
| 2 year | 4.21 | 2 |
| 5 year | 4.31 | 4 |
| 10 year | 4.56 | 1 |
| 30 year | 5.06 | 1 |
| 2s10s spread | 0.35 | -1 |
- 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…) | |
jul8_yield_pct |
number | 0.35 to 5.06 | percent |
session_change_bp |
number | -2 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 jul8_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 = '2026-07-08') AS d,
(SELECT * FROM global_markets.treasury_yields WHERE date = '2026-07-07') AS p
)
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