Front end and long end diverge; 10-year ends at 5.24%
US Treasury close for 2026-10-09: 2Y 4.80%, 10Y 5.24%, 30Y 5.60%; 2s10s 44 bp. Market data and edition dates are shown separately.
The 2-year and 30-year points moved in opposite directions, leaving relative-value changes more informative than a single benchmark. The 10-year finished at 5.24%, up 2.0 bp from the previous official observation.
Rates in context
At the policy-sensitive end, the 2-year closed at 4.80% (+5.0 bp). Five-year yields ended at 5.02% (+3.0 bp), while the 30-year finished at 5.60% (0.0 bp).
The curve beneath the headline
A positive 44.0 bp 2s10s spread left the curve flatter by 3.0 bp. The 5s30s spread stood at 58.0 bp, a 3.0 bp narrowing, while 1s10s finished at 77.0 bp.
What BondStats is watching
Front-end repricing was stronger than the long-end move. That makes the session more sensitive to the path of near-term rates than a simple reading of the 10-year headline suggests.
BondStats computes these comparisons from official US Treasury daily par yield-curve observations. They are indicative par yields, not transaction prices. Causal claims are deliberately excluded unless a separate primary source establishes them.