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The 2s10s spread as of the latest close (10-year minus 2-year)

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 2026-08-22, from What Is the 2s10s Spread? Yield Curve Data.

as of scalar 1×5read in context →
as of
2026-08-20
two year pct
4.19
ten year pct
4.69
spread pct
0.5
spread bps
50
Rows × columns
1 × 5
Period covered
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 as of the latest close (10-year minus 2-year), derived from the stored result.
ColumnTypeRangeNotes
as_of date 2026-08-20
two_year_pct number every row is 4.19 percent
ten_year_pct number every row is 4.69 percent
spread_pct number every row is 0.5 percent
spread_bps number every row is 50

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
    date AS as_of,
    round(yield_2_year, 2)  AS two_year_pct,
    round(yield_10_year, 2) AS ten_year_pct,
    round(yield_10_year - yield_2_year, 2) AS spread_pct,
    round((yield_10_year - yield_2_year) * 100) AS spread_bps
FROM global_markets.treasury_yields
WHERE isNotNull(yield_10_year) AND isNotNull(yield_2_year)
ORDER BY date DESC
LIMIT 1

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