spread to Treasury

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Spread to Treasury

The difference in yield between a U.S. Treasury security and any other debt security with a similar maturity. Because U.S. Treasury securities are considered zero-risk investments, the yield on the other security is almost always higher to compensate the investor for the added risk.

spread to Treasury

The difference in yield between a fixed-income security and a Treasury security of similar maturity.
References in periodicals archive ?
In terms of spreads to Treasuries, this is the tightest ever transaction executed by the Bank and reflects strong investor demand for top quality US Dollar denominated supranational product.
The currently wide cap rate spreads to Treasuries can absorb some of that pressure, but after that, prices will be dependent on the race between increases in interest rates and increases in NOIs.
Expect very expensive bond deals issuance to be done over the next three months with those issuing likely to only be high quality to get done and with high spreads to Treasuries.
NEW YORK -- As the bond and CDS markets continue to converge, the analytical use of simple spreads to Treasuries or traditional option-adjusted spreads (OAS) is giving way to newer measures in an effort to better compare the two markets, according to Fitch Ratings.
As housing sales activity gears up seasonally after spring and the economic recovery broadens, stronger mortgage credit demand, coupled with a flattening yield curve, will widen mortgage yield spreads to Treasuries.
The marketplace for securitizations is currently estimated at over $50 billion, with MBNA's asset backed securities in very strong demand and generally trading with the tightest spreads to Treasuries.
A real-time data and trading tool, BondTicker provides continuous access to NASD corporate bond price data, as well as estimated spreads to Treasuries, asset swap spreads, and other trade details that are essential to credit market participants.