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The 2s10s spread and the 10-year through Q2, daily

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 2026-07-16, from Market Recap: Q2 2026.

as of table 63×3read in context →
The 2s10s spread and the 10-year through Q2, daily — 63 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dy10spread_2s10s_bp
2026-04-014.3352
2026-04-024.3152
2026-04-034.3551
2026-04-064.3450
2026-04-074.3352
2026-04-084.2950
2026-04-094.2951
2026-04-104.3150
2026-04-134.352
2026-04-144.2650
2026-04-154.2953
2026-04-164.3254
2026-04-174.2655
2026-04-204.2654
2026-04-214.352
2026-04-224.351
2026-04-234.3451
2026-04-244.3153
2026-04-274.3557
2026-04-284.3652
2026-04-294.4250
2026-04-304.452
2026-05-014.3951
2026-05-044.4550
2026-05-054.4350
2026-05-064.3649
2026-05-074.4149
2026-05-084.3848
2026-05-114.4247
2026-05-124.4646
2026-05-134.4648
2026-05-144.4747
2026-05-154.5950
2026-05-184.6154
2026-05-194.6754
2026-05-204.5753
2026-05-214.5749
2026-05-224.5643
2026-05-264.549
2026-05-274.4848
2026-05-284.4546
2026-05-294.4547
2026-06-014.4742
2026-06-024.4641
2026-06-034.4941
2026-06-044.4742
2026-06-054.5538
2026-06-084.5641
2026-06-094.5340
2026-06-104.5542
2026-06-114.4540
2026-06-124.4839
2026-06-154.4740
2026-06-164.4338
2026-06-174.4929
2026-06-184.4627
2026-06-224.5127
2026-06-234.534
2026-06-244.4130
2026-06-254.431
2026-06-264.3831
2026-06-294.3828
2026-06-304.4430
Rows × columns
63 × 3
Period covered
to
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 2s10s spread and the 10-year through Q2, daily, derived from the stored result.
ColumnTypeRangeNotes
d date 2026-04-01 to 2026-06-30
y10 number 4.26 to 4.67
spread_2s10s_bp number 27 to 57

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 toString(date) AS d,
    round(yield_10_year, 2) AS y10,
    round((yield_10_year - yield_2_year) * 100, 0) AS spread_2s10s_bp
FROM global_markets.treasury_yields
WHERE date >= toDate('2026-04-01') AND date <= toDate('2026-06-30')
  AND isNotNull(yield_10_year) AND isNotNull(yield_2_year)
ORDER BY date

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