Yield to Maturity (YTM)

The total annualized return if you buy today and hold to maturity.

What is Yield to Maturity (YTM)?

The discount rate that sets the present value of all remaining coupons plus par equal to the current market price. It captures coupon income plus any discount or premium amortized to maturity, and assumes coupons are reinvested at the same rate.

Yield to Maturity (YTM): a worked example

Buy a 5% coupon bond at $900 with 10 years left: YTM is roughly 6.4%, above the 5% coupon because you also collect the $100 discount.

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