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What Is the 2s10s Spread? Yield Curve Data
The 2s10s spread as of the latest close (10-year minus 2-year)scalar · 2026-08-22 · 1×54.19 2s10s spread, monthly average: last 20 yearsseries · 2026-08-22 · 240×2Preview: a 16-point series, ending higher. 2s10s inversion episodes: first close, last close, length, and depthranking · 2026-08-22 · 11×4Preview: 11 ranked values, smallest first. US Treasury yield curve: latest available yield per maturityranking · 2026-08-22 · 7×2Preview: 7 ranked values, smallest first.
Macro Picture Entering H2 2026, With Receipts
SPY month by month in H1 2026: regular-hours open-to-close return per monthranking · 2026-08-11 · 6×4Preview: 6 ranked values, smallest first. The labor market, monthly: unemployment, participation, average hourly earnings, with ingest receiptstable · 2026-08-11 · 6×5 Model-based inflation expectations by horizon, monthlyranking · 2026-08-11 · 6×4Preview: 6 ranked values, smallest first. The Treasury curve at each month-end of H1 2026: bill, 2-year, 10-year, and the spreads between themtable · 2026-08-11 · 6×8 CPI year-over-year, computed from the index against the same month a year earliertable · 2026-08-11 · 6×5 CPI month-over-month, computed from the index against the prior monthranking · 2026-08-11 · 6×3Preview: 6 ranked values, largest first. The as-of receipts: every June print on file, the July CPI column armed as the next tripwirescalar · 2026-08-11 · 1×51
How Markets Price Fed Rate Odds
TLT call deltas read as implied probabilities: chain of Sep 15, 2025, expiring Sep 19ranking · 2026-08-03 · 9×4Preview: 9 ranked values, smallest first. Front-end Treasury yields by month, January 2024 to June 2026series · 2026-08-03 · 30×5Preview: a 16-point series, ending higher. Five-session move in short Treasury yields into each 2025 FOMC decision dayranking · 2026-08-03 · 8×3Preview: 8 ranked values, smallest first. The short end of the Treasury curve around the September 2025 FOMC meetingseries · 2026-08-03 · 42×4Preview: a 16-point series, ending lower.
The 2s10s spread as of the latest close (10-year minus 2-year)

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

most recentas 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
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
More from this analysisWhat Is the 2s10s Spread? Yield Curve Data
2s10s spread, monthly average: last 20 years series 240×2 → 2s10s inversion episodes: first close, last close, length, and depth ranking 11×4 → US Treasury yield curve: latest available yield per maturity ranking 7×2 → The rank receipt: H1 2026's twist against every prior half, by absolute size scalar 1×6 → See all 2,170 queries →
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