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 2026-10-17, from What Is the 2s10s Spread? Yield Curve Data.
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
as_of |
date | 2026-10-15 | |
two_year_pct |
number | every row is 4.77 | percent |
ten_year_pct |
number | every row is 5.1 | percent |
spread_pct |
number | every row is 0.33 | percent |
spread_bps |
number | every row is 33 |
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
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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