Zero-Coupon Bond

Sold at a deep discount, pays no interest, matures at par.

What is Zero-Coupon Bond?

The entire return comes from the accretion between purchase price and par. With no coupons there is no reinvestment risk, but duration equals maturity, so zeros are the most price-sensitive bonds for any given maturity. The annual accretion is taxable each year (phantom income) unless the zero is a municipal or is held in a tax-advantaged account. Treasury STRIPS are the best-known example.

Zero-Coupon Bond: a worked example

A 20-year zero bought at $450 matures at $1,000; the holder is taxed on accretion each year without receiving cash.

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