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yield to call

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Financial Dictionary

Yield to Call

The yield of a bond or note if you were to buy and hold the security until the call date. This yield is valid only if the security is called prior to maturity. The calculation of yield to call is based on the coupon rate, the length of time to the call date, and the market price.

Investopedia Commentary

Generally speaking, bonds are callable over several years and normally are called at a slight premium.

Related Links

Advanced Bond Concepts

See also: Bond, Callable Bond

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Financial Dictionary

yield to call

The annual return on a bond, assuming the security will be redeemed at the call price on the first date permitted. This measure of yield includes interest payments and price depreciation because bonds are quoted in this way only if they sell above the call price.

When is yield to call more relevant than yield to maturity?

Yield to call is more relevant than yield to maturity when interest rates are declining and you are concerned about the yield on a premium-priced bond. What you really want to know is how much you will make on an investment that is going to pay you an above-market rate of income for some period of time but then may produce only a partial return of your original principal at a later date when the bond is called. If the income flow to you is sufficiently above the going rate for par-priced bonds, and if it lasts long enough, then the loss of principal that might result from a bond being called is not a problem. In any case, the yield to call formula takes this principal loss into account: the shorter the time period a premium-priced bond has before its first call date versus its maturity date, the greater the disparity between the bond's yield to call and its yield to maturity.

Stephanie G. Bigwood, CFP, ChFC, CSA, Assistant Vice President, Lombard Securities, Incorporated, Baltimore, MD

Wall Street Words: An A to Z Guide to Investment Terms by David L. Scott.
Copyright © 2003. Published by Houghton Mifflin.
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