Spread durations for non-treasuries are the same as their effective durations.

Because they don’t know whether their YTM changes because the underlying Treasury yield changes or their spread over the Treasury yield changes.
 
But If treasury yield changes then its apparent that their YTM changed because of treasury yield change..!
 
What I’m saying is that the change in their price is the same whether it comes from a change in Treasury yields when the spread is unchanged, or it comes from a change in the spread when the Treasury yield is unchanged. If the YTM changes by 100bp, the price will change by the same amount, whether it’s a 100bp Treasury yield change and a 0bp spread change, or a 0bp Treasury yield change and a 100bp spread change, or 50bp each, or anything else.
 
Can you please provide me with some examples of instances where both of these duration measures are different.?
 
Spread Duration:
The change in your portfolio’s market value for a 1% parallel shift in its spread above the a comparable benchmark - usually risk-free government bonds.
Note: for a portfolio of risky bonds (ie. no government bonds) portfolio duration and spread duration are the same. For Agency bonds, Credit, MBS. But note that your portfolio might have different spread duration than benchmark
you calculate the weighted average of the spread duation for all bonds in the portfolio and hence if portfolio consists of risky bonds then WASD=WAD if WASD =7.5 then WAD should be equal 7.5
 
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