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Spread over Treasuries

The yield difference between a bond and US government debt of comparable maturity.

How to read the number

It separates the payment for a specific borrower's risk from the general level of world rates: the level can rise while the payment for risk falls.

When the metric lies

The spread also widens with nothing wrong at the issuer — when safety itself gets more expensive, that is, when demand for Treasuries jumps.

Also known as: credit spread over treasuries

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