STRASMORE/EXPLORE 2,170 QUERIES

The 2s10s spread, every print of the half

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 Treasury Yield Curve, H1 2026: Twist, Not Shift.

as of table 124×2read in context →
The 2s10s spread, every print of the half — 124 rows by 2 columns, computed from US exchange, SIP and OPRA data.
dspread_2s10s_bp
2026-01-0272
2026-01-0571
2026-01-0671
2026-01-0768
2026-01-0870
2026-01-0964
2026-01-1265
2026-01-1365
2026-01-1464
2026-01-1561
2026-01-1665
2026-01-2070
2026-01-2166
2026-01-2265
2026-01-2364
2026-01-2666
2026-01-2771
2026-01-2870
2026-01-2971
2026-01-3074
2026-02-0272
2026-02-0371
2026-02-0472
2026-02-0574
2026-02-0672
2026-02-0974
2026-02-1071
2026-02-1166
2026-02-1262
2026-02-1364
2026-02-1762
2026-02-1862
2026-02-1961
2026-02-2060
2026-02-2360
2026-02-2461
2026-02-2560
2026-02-2660
2026-02-2759
2026-03-0258
2026-03-0355
2026-03-0455
2026-03-0556
2026-03-0659
2026-03-0956
2026-03-1058
2026-03-1157
2026-03-1251
2026-03-1355
2026-03-1655
2026-03-1752
2026-03-1850
2026-03-1946
2026-03-2051
2026-03-2351
2026-03-2449
2026-03-2549
2026-03-2646
2026-03-2756
2026-03-3053
2026-03-3151
2026-04-0152
2026-04-0252
2026-04-0351
2026-04-0650
2026-04-0752
2026-04-0850
2026-04-0951
2026-04-1050
2026-04-1352
2026-04-1450
2026-04-1553
2026-04-1654
2026-04-1755
2026-04-2054
2026-04-2152
2026-04-2251
2026-04-2351
2026-04-2453
2026-04-2757
2026-04-2852
2026-04-2950
2026-04-3052
2026-05-0151
2026-05-0450
2026-05-0550
2026-05-0649
2026-05-0749
2026-05-0848
2026-05-1147
2026-05-1246
2026-05-1348
2026-05-1447
2026-05-1550
2026-05-1854
2026-05-1954
2026-05-2053
2026-05-2149
2026-05-2243
2026-05-2649
2026-05-2748
2026-05-2846
2026-05-2947
2026-06-0142
2026-06-0241
2026-06-0341
2026-06-0442
2026-06-0538
2026-06-0841
2026-06-0940
2026-06-1042
2026-06-1140
2026-06-1239
2026-06-1540
2026-06-1638
2026-06-1729
2026-06-1827
2026-06-2227
2026-06-2334
2026-06-2430
2026-06-2531
2026-06-2631
2026-06-2928
2026-06-3030
Rows × columns
124 × 2
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, every print of the half, derived from the stored result.
ColumnTypeRangeNotes
d date 2026-01-02 to 2026-06-30
spread_2s10s_bp number 27 to 74

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

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More from this analysisTreasury Yield Curve, H1 2026: Twist, Not Shift
Every half-year since 1976: the 2y and 10y change, the twist between them, and the half's lowest 2s10s print table 100×7 → The H1 2026 move per maturity, split into quarters: the hump sits squarely on the 2-year ranking 7×4 → Seven maturities, three single-day snapshots: the half's first print, the last March print, and the last June print ranking 7×4 → The rank receipt: H1 2026's twist against every prior half, by absolute size scalar 1×6 → The 30-year's half: start, end, the first and last 5% prints, time spent at or above 5%, and the high scalar 1×8 → The 2s10s slope receipt: start, end, minimum (with its date), maximum, and print count scalar 1×6 → See all 2,170 queries →