Treasury curve prints on file, July 23 through July 28

Name: Treasury curve prints on file, July 23 through July 28
Creator: Strasmore
Published: 2026-08-01
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 2026-08-01, from Market Recap: July 28, 2026, The Day in Numbers.

as of 2026-08-01 series 4×5read in context →

Treasury curve prints on file, July 23 through July 28 — 4 rows by 5 columns, computed 2026-08-01 from US exchange, SIP and OPRA data.
date	yield_2y_pct	yield_10y_pct	yield_30y_pct	spread_2s10s_bp
2026-07-23	4.37	4.71	5.17	34
2026-07-24	4.33	4.69	5.16	36
2026-07-27	4.31	4.65	5.12	34
2026-07-28	4.26	4.61	5.09	35

Rows × columns: 4 × 5
Period covered: 2026-07-23 to 2026-07-28
Computed: 2026-08-01
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 curve prints on file, July 23 through July 28, derived from the stored result.
Column	Type	Range	Notes
`date`	date	2026-07-23 to 2026-07-28
`yield_2y_pct`	number	4.26 to 4.37	percent
`yield_10y_pct`	number	4.61 to 4.71	percent
`yield_30y_pct`	number	5.09 to 5.17	percent
`spread_2s10s_bp`	number	34 to 36

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 2026-08-01, and the query below is what returned them.

the exact SQL behind every number

SELECT toString(date) AS date,
       round(toFloat64(yield_2_year), 2) AS yield_2y_pct,
       round(toFloat64(yield_10_year), 2) AS yield_10y_pct,
       round(toFloat64(yield_30_year), 2) AS yield_30y_pct,
       round((toFloat64(yield_10_year) - toFloat64(yield_2_year)) * 100) AS spread_2s10s_bp
FROM global_markets.treasury_yields
WHERE date >= '2026-07-23' AND date <= '2026-07-28'
ORDER BY date

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