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 ?
58 per cent spread to Treasuries at the end of November, has fallen about 8 per cent this year.
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.
High-coupon mortgages, for example, are unattractive when interest rates are declining, which pushes out their spread to Treasuries.
The Crescent Portfolio also looks for corporate bonds that offer a positive spread to Treasuries.
While this adversely impacted earnings for the third quarter, Delta has responded to the effect of the pricing dynamics in the current asset-backed market by increasing the current spread to treasuries on its loan originations, as have many other lenders in the sector.