What does YTS stand for?

YTC stands for YouTube Chorus Slang/chat, popular culture.

Yield to maturity

EFFECTIVE MATURITY is the date used in place of the final maturity for bonds with call, put or prepayment features. This date mathematically incorporates the effect of those optional maturity dates.

The 1-Day Yield is an annualized net yield for the day listed. It is calculated by multiplying the. daily dividend factor by 36,500. This yield includes capital gain/loss distribution.

In plain English, “duration” means “length of time” while “maturity” denotes “the extent to which something is full grown.” When bond investors talk about duration it has a very specific meaning: The sensitivity of a bond’s price to changes in interest rates.

Duration is defined as the length of time that something lasts. When a film lasts for two hours, this is an example of a time when the film has a two hour duration.

1 : continuance in time gradually increase the duration of your workout. 2 : the time during which something exists or lasts were there for the duration of the concert.

Modified Duration to Worst—Yield change calculated to the priced to worst date; generally used to reflect the behavioral characteristics of a bond as of a specific price/yield and date; consistent with industry calculations, always calculated to the priced to worst date, including all call features.

What is Spread-To-Worst? Spread-to-worst (STW) measures the dispersion of returns between the best and worst performing security in a given market, usually bond markets, or between returns from different markets.

Keep in mind that this yield can be negative if you paid more than face value for the bond. The lowest rate is the yield to worst for your bond. An example. Let’s say you buy a bond with a par value of $1,000 and a coupon rate of 5%, and that you paid $1,030 for it.

Yield to worst is a measure of the lowest possible yield that can be received on a bond that fully operates within the terms of its contract without defaulting.

Understanding Yield To Call Calculating the yield to call on such bonds is important because it reveals rate of return the investor will receive, assuming: The bond is called on the earliest possible date. The bond is purchased at the current market price. The bond is held until the call date.

Calculating Yield to Call For a premium price bond, the yield-to-call will be lower than the yield-to-maturity. This is because the premium paid to buy the bond will be amortized over a shorter period of time. Often the call feature requires the issuer to pay more than the face amount to call in a bond.

Yield to maturity is the total return that will be paid out from the time of a bond’s purchase to its expiration date. Yield to call is the price that will be paid if the issuer of a callable bond opts to pay it off early.

If the investment is called early at a lower price than what you paid, your YTC will be lower. When a bond trades for less than par (at a discount price), the YTM will be higher than the nominal yield (a profit at maturity that must be taken into consideration), and the yield to call (YTC) will be higher than the YTM.