Treasury curve prints on file, July 27 through July 30

Name: Treasury curve prints on file, July 27 through July 30
Creator: Strasmore
Published: 2026-08-02
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 2026-08-02, from Market Recap: July 30, 2026, The Day in Numbers.

as of 2026-08-02 series 4×5read in context →

Treasury curve prints on file, July 27 through July 30 — 4 rows by 5 columns, computed 2026-08-02 from US exchange, SIP and OPRA data.
date	yield_2y_pct	yield_10y_pct	yield_30y_pct	spread_2s10s_bp
2026-07-27	4.31	4.65	5.12	34
2026-07-28	4.26	4.61	5.09	35
2026-07-29	4.22	4.67	5.2	45
2026-07-30	4.23	4.68	5.21	45

Rows × columns: 4 × 5
Period covered: 2026-07-27 to 2026-07-30
Computed: 2026-08-02
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 27 through July 30, derived from the stored result.
Column	Type	Range	Notes
`date`	date	2026-07-27 to 2026-07-30
`yield_2y_pct`	number	4.22 to 4.31	percent
`yield_10y_pct`	number	4.61 to 4.68	percent
`yield_30y_pct`	number	5.09 to 5.21	percent
`spread_2s10s_bp`	number	34 to 45

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 2026-08-02, 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 >= '2026-07-27' AND date <= '2026-07-30'
ORDER BY date

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 30, 2026, The Day in Numbers

Biggest gainers and decliners: July 30 close vs July 29 close, $5M+ traded, splits excluded ranking 16×4 → Sector ETFs, July 30 close vs July 29 close, ranked ranking 11×3 → Top 6 by dollars traded, top 4 by shares traded: July 30 regular hours table 10×5 → Eight mega-caps: change vs July 29 and regular-hours dollars, July 30 table 8×5 → Seven names: RTH median quoted spread in basis points, with quote-quality counts, July 30 table 7×5 → SPY / QQQ / DIA / IWM: July 30 vs the July 29 close, regular hours table 4×10 → See all 2,170 queries →