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Credit spreads typically compare two bonds of the same maturity. For example, a 10-year US Treasury yielding 3% might be compared to a Corporate Bond yielding 4.5% and we'd say the spread was 1.5%.

However, when people talk about inverted yield curves predicting recessions they talk about comparisons like the US10Y-US2Y yield spread.

Is it accurate to call a comparison of yields between to different maturities a spread? And if so, what's the proper way to distinguish a spread that doesn't match maturities to a spread the more typical spread that does match maturities? Does the difference as to which type of spread one is talking about infer one is speaking about different risks?

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It is accurate to call a comparison between different maturities a spread. Formally you would refer to the spreads between similar issues in different maturities as the curve spread, so the "two-year ten-year US Treasury curve spread"

Informally though, if you said the "2's 10's Treasury spread" a Trader would know what you're referencing. I trade on the US Dollar swap curve and we say the "2's 10's swap spread" all the time.

I wouldn't say the default interpretation of a spread is necessarily one that matches maturities. A "spread" is just a difference between two observable values or prices, the prefix gives the spread reference it's meaning. curve spread, credit spread, basis spread etc.

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