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Debt SecuritiesFunction 312 min read

2.2 Bond Yields & Pricing

Mastering the bond yield teeter-totter (seesaw) is mandatory for Series 7 candidates. You must instinctively rank Nominal Yield (NY), Current Yield (CY), Yield to Maturity (YTM), and Yield to Call (YTC) for discount and premium bonds.

Key FINRA Exam Takeaways

  • Bond prices and interest rates move in opposite directions (inverse relationship).
  • Current Yield (CY) = Annual Coupon Interest ÷ Current Market Price.
  • Discount bond hierarchy (lowest to highest): Nominal < Current Yield < YTM < YTC.
  • Premium bond hierarchy (lowest to highest): YTC < YTM < Current Yield < Nominal.
  • Yield to Call (YTC) is the lowest yield on a premium bond (Yield to Worst).

The Bond Teeter-Totter (Yield Seesaw)

When a bond trades at Par: NY = CY = YTM = YTC. When trading at a Discount: the price is pulled down, tilting yields upward: NY < CY < YTM < YTC. When trading at a Premium: price is up, tilting yields downward: YTC < YTM < CY < NY.

Yield to Worst (MSRB / FINRA Confirmation Rule)

FINRA and MSRB rules require customer confirmations to state the lower of YTM or YTC (Yield to Worst). On premium callable bonds, YTC is always quoted; on discount callable bonds, YTM is quoted.

The Bond Yield Hierarchy Matrix
Bond PricingLowest YieldSecondThirdHighest YieldQuoted on Confirmation
Discount BondNominal (Coupon)Current YieldYield to MaturityYield to CallYield to Maturity (YTM)
Par BondAll EqualAll EqualAll EqualAll EqualNominal / YTM
Premium BondYield to CallYield to MaturityCurrent YieldNominal (Coupon)Yield to Call (YTC)
Knowledge Checkpoint • Section 2.2

A municipal bond with a 5% coupon is trading at a premium price of 106 ($1,060). Which of the following lists the bond's yields in order from LOWEST to HIGHEST?