curve_compare

Name: curve_compare
Creator: Strasmore
Published: 2026-09-28
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 2026-09-28, from what-is-the-5s30s-spread.

as of 2026-09-28 series 241×3read in context →

curve_compare — 241 rows by 3 columns, computed 2026-09-28 from US exchange, SIP and OPRA data.
month	spread_5s30s_bps	spread_2s10s_bps
2006-09	18	-5
2006-10	17	-7
2006-11	10	-15
2006-12	15	-11
2007-01	10	-12
2007-02	11	-13
2007-03	24	-1
2007-04	27	3
2007-05	23	-2
2007-06	18	12
2007-07	22	19
2007-08	50	36
2007-09	59	51
2007-10	58	56
2007-11	85	81
2007-12	104	98
2008-01	135	127
2008-02	174	176
2008-03	191	189
2008-04	160	163
2008-05	144	143
2008-06	120	133
2008-07	127	143
2008-08	136	147
2008-09	138	161
2008-10	145	220
2008-11	171	231
2008-12	135	160
2009-01	153	171
2009-02	172	189
2009-03	183	189
2009-04	190	200
2009-05	209	236
2009-06	181	254
2009-07	194	254
2009-08	180	247
2009-09	182	245
2009-10	186	244
2009-11	208	260
2009-12	215	272
2010-01	212	280
2010-02	226	283
2010-03	221	277
2010-04	211	279
2010-05	211	259
2010-06	213	248
2010-07	223	239
2010-08	234	218
2010-09	236	217
2010-10	269	216
2010-11	284	231
2010-12	248	267
2011-01	253	278
2011-02	239	280
2011-03	240	272
2011-04	233	272
2011-05	245	261
2011-06	265	259
2011-07	273	260
2011-08	263	207
2011-09	228	176
2011-10	207	187
2011-11	211	176
2011-12	209	172
2012-01	219	173
2012-02	228	169
2012-03	226	183
2012-04	229	176
2012-05	217	152
2012-06	199	133
2012-07	197	128
2012-08	206	141
2012-09	221	147
2012-10	219	147
2012-11	214	139
2012-12	219	146
2013-01	228	165
2013-02	232	172
2013-03	234	170
2013-04	222	153
2013-05	227	168
2013-06	220	197
2013-07	220	224
2013-08	224	238
2013-09	219	241
2013-10	231	228
2013-11	243	241
2013-12	231	256
2014-01	212	246
2014-02	215	238
2014-03	198	232
2014-04	182	229
2014-05	180	217
2014-06	174	215
2014-07	163	204
2014-08	157	195
2014-09	149	197
2014-10	149	186
2014-11	142	180
2014-12	119	157
2015-01	108	133
2015-02	109	136
2015-03	111	140
2015-04	123	140
2015-05	142	159
2015-06	143	167
2015-07	143	166
2015-08	131	147
2015-09	146	146
2015-10	150	143
2015-11	136	138
2015-12	127	126
2016-01	134	119
2016-02	140	105
2016-03	131	101
2016-04	137	104
2016-05	133	99
2016-06	129	91
2016-07	116	83
2016-08	113	82
2016-09	117	86
2016-10	123	92
2016-11	127	116
2016-12	115	130
2017-01	110	123
2017-02	113	122
2017-03	107	117
2017-04	112	106
2017-05	112	100
2017-06	102	84
2017-07	101	95
2017-08	102	87
2017-09	98	82
2017-10	90	81
2017-11	75	66
2017-12	59	56
2018-01	50	55
2018-02	53	68
2018-03	46	57
2018-04	37	48
2018-05	32	47
2018-06	27	38
2018-07	23	28
2018-08	27	25
2018-09	26	24
2018-10	34	29
2018-11	41	26
2018-12	41	16
2019-01	50	17
2019-02	54	17
2019-03	60	16
2019-04	61	19
2019-05	63	19
2019-06	75	26
2019-07	74	22
2019-08	63	6
2019-09	59	5
2019-10	67	16
2019-11	64	20
2019-12	62	25
2020-01	65	24
2020-02	65	17
2020-03	86	42
2020-04	88	43
2020-05	104	50
2020-06	115	54
2020-07	103	48
2020-08	109	51
2020-09	115	54
2020-10	123	64
2020-11	123	70
2020-12	128	80
2021-01	138	95
2021-02	150	114
2021-03	152	146
2021-04	144	147
2021-05	150	147
2021-06	132	132
2021-07	118	110
2021-08	114	107
2021-09	107	113
2021-10	95	119
2021-11	73	105
2021-12	62	79
2022-01	56	78
2022-02	43	50
2022-03	30	22
2022-04	3	21
2022-05	19	28
2022-06	6	15
2022-07	14	-14
2022-08	10	-35
2022-09	-14	-34
2022-10	-14	-39
2022-11	-6	-61
2022-12	-11	-67
2023-01	2	-68
2023-02	-14	-79
2023-03	-5	-64
2023-04	15	-56
2023-05	26	-56
2023-06	-8	-89
2023-07	-18	-93
2023-08	-3	-73
2023-09	-1	-64
2023-10	17	-27
2023-11	17	-38
2023-12	14	-44
2024-01	27	-26
2024-02	19	-34
2024-03	16	-38
2024-04	10	-33
2024-05	12	-37
2024-06	13	-43
2024-07	30	-25
2024-08	44	-9
2024-09	55	10
2024-10	46	12
2024-11	31	10
2024-12	33	17
2025-01	42	36
2025-02	40	24
2025-03	55	31
2025-04	80	50
2025-05	88	50
2025-06	93	49
2025-07	97	51
2025-08	108	56
2025-09	108	55
2025-10	99	54
2025-11	103	54
2025-12	110	64
2026-01	106	68
2026-02	108	65
2026-03	100	53
2026-04	97	52
2026-05	89	49
2026-06	74	36
2026-07	77	38
2026-08	84	47
2026-09	57	33

Rows × columns: 241 × 3
Computed: 2026-09-28
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 curve_compare, derived from the stored result.
Column	Type	Range
`month`	text	241 distinct values (2006-09, 2006-10, 2006-11…)
`spread_5s30s_bps`	number	-18 to 284
`spread_2s10s_bps`	number	-93 to 283

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 2026-09-28, 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
    formatDateTime(toStartOfMonth(date), '%Y-%m')                           AS month,
    round(avg(toFloat64(yield_30_year) - toFloat64(yield_5_year)) * 100, 0) AS spread_5s30s_bps,
    round(avg(toFloat64(yield_10_year) - toFloat64(yield_2_year)) * 100, 0) AS spread_2s10s_bps
FROM global_markets.treasury_yields
WHERE date >= toStartOfMonth(subtractYears(today(), 20))
  AND yield_2_year  > 0
  AND yield_5_year  > 0
  AND yield_10_year > 0
  AND yield_30_year > 0
GROUP BY month
ORDER BY month

SQL to run

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