Treasury Note (T-Note)

FundamentalBonds & Fixed Income1 min read

Quick Definition

A medium-term U.S. government debt security with a maturity of 2 to 10 years, paying semiannual coupon interest.

Key Takeaways

  • Maturities of 2, 3, 5, 7, or 10 years
  • The 10-year note is the most important benchmark in global finance
  • Influences mortgage rates, corporate bonds, and stock valuations
  • The 2y/10y spread is the key yield curve inversion indicator

What Is Treasury Note (T-Note)?

Treasury notes (T-notes) are medium-term debt securities issued by the U.S. Department of the Treasury with maturities of 2, 3, 5, 7, or 10 years. They pay fixed coupon interest semiannually and return par value at maturity. T-notes occupy the middle of the Treasury yield curve between short-term T-bills and long-term T-bonds. The 10-year Treasury note is arguably the most important benchmark in global finance — its yield influences corporate bond pricing, mortgage rates, stock market valuations (as a discount rate), and serves as a barometer of economic sentiment. The 2-year/10-year spread is the most commonly watched measure for yield curve inversion, a recession indicator.

Treasury Note (T-Note) Example

  • 1The 10-year Treasury note yielding 4.2% is used to price corporate bonds, which trade at a spread above this benchmark
  • 2When the 2-year T-note yields more than the 10-year, the yield curve is inverted — historically a recession signal