On-The-Run Treasury Yield Curve
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Definition of 'On-The-Run Treasury Yield Curve'
The U.S. Treasury yield curve derived using on-the-run treasuries. The on-the-run Treasury curve is the primary benchmark used in pricing-fixed income securities.
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Investopedia explains 'On-The-Run Treasury Yield Curve'
While the on-the-run Treasury yield curve is typically used to price fixed-income securities, its shape is sometimes distorted by up to several basis points if an on-the-run Treasury goes "on special". A Treasury goes on special when its price is temporarily bid up, usually as the result of demand by securities dealers to use the security as a hedging vehicle.
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Search results for 'On-The-Run Treasury Yield Curve'
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http://www.investopedia.com/articles/bonds/07/pricing_conventions.asp
... Agencies: Agencies frequently trade at a nominal yield spread to a specific
Treasury, such as the on-the-run 10-year Treasury. ...
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http://www.investopedia.com/exam-guide/cfa-level-1/fixed-income-investments/yield-measurement-types.asp
... Call and Prepayment Risk; 14.11 Reinvestment Risk; 14.12 Yield Curve Risk;
14.13 Credit Risk; 14.14 Liquidity Risk; 14.15 Exchange-Rate ...
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http://www.investopedia.com/exam-guide/cfa-level-1/fixed-income-investments/government-bonds.asp
... Call and Prepayment Risk; 14.11 Reinvestment Risk; 14.12 Yield Curve Risk;
14.13 Credit Risk; 14.14 Liquidity Risk; 14.15 Exchange-Rate ...
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http://www.investopedia.com/exam-guide/cfa-level-1/fixed-income-investments/options-benefits.asp
... Call and Prepayment Risk; 14.11 Reinvestment Risk; 14.12 Yield Curve Risk;
14.13 Credit Risk; 14.14 Liquidity Risk; 14.15 Exchange-Rate ...
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http://www.investopedia.com/exam-guide/cfa-level-1/fixed-income-investments/cash-flow.asp
... Call and Prepayment Risk; 14.11 Reinvestment Risk; 14.12 Yield Curve Risk;
14.13 Credit Risk; 14.14 Liquidity Risk; 14.15 Exchange-Rate ...
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