
The relevant series is the Federal Reserve’s H.15 “Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis.” H.15 is normally posted at 4:15 PM ET each business day. The move will be calculated as |July 29, 2026 value - July 28, 2026 value| × 100. For example, a move from 4.05% to 4.17% equals 12 basis points.