Glossary · Rates & yields

Yield

Also: bond yield, yield to maturity

A bond's yield is the annual return an investor earns by buying it at today's price and holding it to maturity. It is calculated from the price rather than set by the issuer, which means price and yield always move in opposite directions: the same fixed payments bought more cheaply produce a higher return. When yields are described as rising, bond prices are falling.

Why it matters

Yield is the market’s continuously updated verdict on what money should cost. A central bank sets one rate, at the very short end, a handful of times a year. Everything longer than that — the two-year, the ten-year, the thirty-year — is set by whoever is willing to buy and at what price. That is why the yield on long-dated government debt can move against the policy rate, and why it is read as an opinion rather than an announcement.

Because the yield on government debt is the reference for other borrowing, it also functions as the discount rate for future income generally. An asset whose value rests on profits expected years from now is worth less when those distant profits are discounted at a higher rate. This is the arithmetic connecting government bond markets to equity valuations, and it operates whether or not anyone in the equity market is watching bonds.

Two shapes the same market can take Which shape is in place says what the market expects rates to do next — not what they are now.
3M2Y5Y10Y30Y Maturity Yield normalinverted

Schematic. Shapes only: the vertical scale carries no values and no particular market or date is depicted.

The shape of yields across maturities carries information of its own. Normally longer money costs more than shorter money; when that relationship inverts, the market is pricing lower rates ahead, which historically has been associated with expectations of weakening growth.

What to watch for

A yield moving is not a central bank acting. “Yields rose” describes what buyers and sellers did. “Rates rose” usually describes a policy decision. Headlines use the two interchangeably, and the distinction is exactly where the information sits: a policy move is announced, a yield move is a verdict on that announcement.

Nominal and real yields answer different questions. The quoted yield is nominal. What an investor keeps is the yield minus inflation over the holding period, and that real figure can be negative while the nominal one is comfortably positive. A rising nominal yield accompanied by faster-rising inflation is a tightening in name only.

Yield is not income received. For a bond bought above or below face value, yield to maturity blends the coupon payments with the gain or loss on the principal at redemption. The coupon rate alone — what the issuer promised when it borrowed — says nothing about what a buyer earns today.

Current values are published as constant-maturity series by the US Treasury and mirrored in the St. Louis Fed’s FRED database; the ECB publishes equivalent euro-area yield curves.