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.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved

spread to Treasury

The difference in yield between a fixed-income security and a Treasury security of similar maturity.
Wall Street Words: An A to Z Guide to Investment Terms for Today's Investor by David L. Scott. Copyright © 2003 by Houghton Mifflin Company. Published by Houghton Mifflin Company. All rights reserved. All rights reserved.
References in periodicals archive ?
Their spread to Treasuries was 603 basis points the day before the capital raise was announced.
Demand for Russian Eurobonds was caused by the market oversoldness, excessive spread to Treasuries, as well as fading lower likelihood of QE3 reduction in the near term after unemployment data.
Swap rates are just a spread to treasuries. The treasury market is the most liquid thing out there.
High-coupon mortgages, for example, are unattractive when interest rates are declining, which pushes out their spread to Treasuries.
Shortly thereafter, the average Brady bond's stripped yield spread to Treasuries, as measured by the J.
The security, which was sold at a tiny 1.58 per cent spread to Treasuries at the end of November, has fallen about 8 per cent this year.