Bond Yield Calculator

Calculate current yield, yield to maturity (YTM), and total return for any bond.

Bond Yield Quick Reference

Bond TypeTypical Yield (2026)Risk LevelNote
US Treasury 3-month4.8%Risk-freeBenchmark rate
US Treasury 2-year4.5%Risk-freeSensitive to Fed policy
US Treasury 10-year4.3%Risk-freeBenchmark for mortgages
US Treasury 30-year4.5%Risk-freeLong duration, rate-sensitive
Investment-grade corp (AAA)5.0–5.5%Very lowSpread ~70–120 bps over T
Investment-grade corp (BBB)5.5–6.0%LowLowest IG tier
High-yield "junk" (BB)7.0–8.0%MediumBelow investment grade
Municipal (10Y)3.2–3.8%LowTax-exempt; effective yield higher

Yields are illustrative for 2026 — check current rates at TreasuryDirect.gov or FINRA for live data.

How to Calculate Bond Yield — Step by Step

Bond yield measures your return on investment. There are three types: current yield, yield to maturity (YTM), and yield to call. YTM is the most important.

  1. 1
    Current Yield = Annual Coupon ÷ Current Price. A $1,000 face value bond with 5% coupon ($50/year) trading at $950: Current Yield = $50 ÷ $950 = 5.26%. Simple but ignores maturity value.
  2. 2
    YTM accounts for price discount/premium. Approximate YTM = [Annual Coupon + (Face Value − Price)/Years] ÷ [(Face Value + Price)/2]. For the $950 bond maturing in 10 years: YTM ≈ ($50 + $5) ÷ $975 = 5.64%.
  3. 3
    Understand the price-yield relationship. When interest rates rise, bond prices fall (and vice versa). A bond with 10-year duration loses approximately 10% of value for each 1% rate increase.
  4. 4
    Compare to the yield curve. The yield curve shows returns across maturities. An inverted yield curve (short rates > long rates) has historically preceded recessions. Spread above Treasuries = credit risk premium.

US Treasury Yield Curve — 2026 Reference

MaturityApprox. YieldPrice Sensitivity (1% rate change)
3-month T-Bill5.2%−0.25%
1-year4.9%−1.0%
2-year4.6%−2.0%
5-year4.4%−4.7%
10-year4.5%−8.6%
30-year4.7%−18.4%

Approximate 2026 yields — check TreasuryDirect.gov for real-time data. Price sensitivity = approximate % change for a 1% parallel rate shift (duration-based estimate).

Frequently Asked Questions