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Holding Period and Treasury Curve Context

Fixed-income terms for anticipated holding periods, interpolated yield curves, and on-the-run Treasury yield curves.

Holding period and Treasury curve context terms connect bond return analysis to the expected time owned and the benchmark curve used for comparison.

Use this branch when return depends on curve position, roll-down, benchmark choice, or a planned sale date before maturity.

Key Terms in This Branch

TermWhat it clarifies
Anticipated Holding PeriodExpected time an investor plans to hold the security.
Interpolated Yield Curve (I-Curve)A curve built by estimating yields between observed maturities.
On-the-Run Treasury Yield CurveA curve based on the most recently issued Treasury securities.

Common Mistakes

  • Assuming hold-to-maturity analysis applies to a planned shorter holding period.
  • Ignoring curve interpolation assumptions.
  • Comparing spread to the wrong Treasury point.
  • Treating roll-down as certain when the curve can shift or reshape.

In this section

Choose a subsection first. Deeper term pages live inside each subsection, which keeps large topic hubs readable.

On-The-Run Treasury Yield Curve

The on-the-run Treasury yield curve uses the most recently issued Treasury securities to show current benchmark yields across maturities.

Revised on Sunday, June 21, 2026