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yield spread

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Financial Dictionary

Yield Spread

The difference between yields on differing debt instruments, calculated by deducting the yield of one instrument from another. The higher the yield spread, the greater the difference between the yields offered by each instrument. The spread can be measured between debt instruments of differing maturities, credit ratings and risk.

Investopedia Commentary

Looking at the yield spread, often with historical spreads, can give investors potential investment opportunities. For example, if the 5-year Treasury Bond is 5% and the 30-year Treasury Bond is at 6% the yield spread between the two debt instruments is 1% (6% - 5%). If the yield spread has historically been closer to 5%, the investor is much more likely to invest in the 5-year bond compared to the 30-year bond as it should be trading around 10% instead of 6% or the 5-year should be around 1%, making it very attractive at this yield.

Related Links

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Bond Basics Tutorial

See also: Flat Yield Curve, Government Security, Inverted Yield Curve, Maturity, Normal Yield Curve, Treasury Bond, Yield

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Financial Dictionary

yield spread

The difference in yield, at a given time, between two bonds or between different segments of the bond market. For example, the yield spread between AAA-rated bonds and A-rated bonds may be one half of 1% at a particular time. Likewise, the yield spread between long-term taxable and nontaxable bonds may be 2%. Yield spread may be caused by any of various factors including maturity difference, risk difference, or taxability difference.

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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