Yield to Maturity

    Yield to Maturity (YTM)

    Credit & Debt

    The single discount rate at which a bond's future coupons and principal repayment equal its current market price. It is the total annualised return from holding the bond to maturity.

    Formula

    Price = Sum of [Coupon / (1+YTM)^t] + Face Value / (1+YTM)^n

    Why it matters

    YTM is the bond market's price tag. Comparing a corporate bond's YTM with the government yield of the same maturity reveals the credit spread the market demands.

    Indian example

    Related terms