Calcipedia

Bond Equivalent Yield Calculator

Convert bank discount yield or money market yield into bond-equivalent yield, then review purchase price, holding-period yield, and comparable 365-day returns.

Last updated

Also in Saving & Investing

529 Calculator Annuity Calculator APR to APY Calculator APY Calculator Basis Point Calculator Black Scholes Calculator Bond Current Yield Calculator Bond Price Calculator Bond Yield Calculator Budget Calculator CAGR Calculator Call Option Calculator Capital Gains Yield Calculator CD Calculator College Cost Calculator Compound Interest Calculator Crypto Profit Calculator Current Ratio Calculator DCF Calculator Debt Service Coverage Ratio Calculator Debt to Asset Ratio Calculator Debt to Equity Calculator Debt-to-Capital Ratio Calculator Discount Rate Calculator Dividend Calculator Dividend Discount Model Calculator Dividend Payout Ratio Calculator Dividend Yield Calculator Dollar Cost Averaging Calculator DRIP Calculator Earnings per Share Calculator EBITDA Multiple Calculator Economic Value Added Calculator Effective Annual Yield Calculator Enterprise Value Calculator Equivalent Rate Calculator EV to Sales Calculator Expense Ratio Calculator FIRE Calculator Forward Premium Calculator Forward Rate Calculator Future Value Calculator Futures Contracts Calculator Interest Calculator Interest Coverage Ratio Calculator Interest Rate Calculator Inventory Turnover Calculator Investment Calculator Liquid Net Worth Calculator Margin Call Calculator Margin Interest Calculator Maximum Drawdown Calculator Millionaire Calculator Money Market Account Calculator Moving Average Calculator Net Worth Calculator Options Profit Calculator Options Spread Calculator Position Size Calculator Present Value Calculator Price to Earnings Ratio Calculator Put Call Parity Calculator Quick Ratio Calculator Real Rate Of Return Calculator ROI Calculator Savings Calculator Savings Goal Calculator Savings Plan Calculator Stock Profit Calculator Tax Equivalent Yield Calculator Times Interest Earned Ratio Calculator Yield to Call Calculator Yield to Maturity Calculator
← All Saving & Investing calculators

Short-Term Yield Conversion

Bond equivalent yield calculator guide: convert discount or money-market quotes onto a 365-day bond basis

A bond equivalent yield calculator converts short-term discount-instrument quotes into a 365-day investor-comparison yield. It is useful because Treasury bills and other discount instruments are often quoted on conventions that are not directly comparable with coupon-bond yields or other annualized return figures.

Why bond-equivalent yield exists

Some short-term instruments are quoted on a bank discount basis that uses face value rather than purchase price in the denominator and a 360-day convention rather than a 365-day year. Those conventions are useful for quoting bills, but they can understate the investor's effective return when you compare them with other yield measures.

Bond-equivalent yield adjusts the short-term return onto a price-based 365-day annualized basis. That makes the result easier to compare with coupon-bond yields and other annualized fixed-income metrics.

How the calculator converts the quote

If you start with a bank discount yield, the calculator first derives the purchase price from face value, quoted rate, and days to maturity. It then converts the discount into a holding-period yield on the purchase price and annualizes that result on a 365-day basis.

If you start with a money market yield, the tool treats the quote as a price-based 360-day annualized figure, backs into the holding-period yield, and then lifts that result to a 365-day bond-equivalent yield. In both cases, the goal is a more comparable annual measure.

Purchase price = Face value x (1 - Discount rate x Days / 360)

Derives the price of a discount instrument from the quoted bank discount yield.

Bond-equivalent yield = Holding-period yield x 365 / Days to maturity

Converts the investor's holding-period return into a 365-day comparison yield.

Worked example: 4.70% bank discount quote over 120 days

Suppose a 10,000 face-value bill is quoted at a 4.70% bank discount yield with 120 days left to maturity. The implied purchase price is below face value, and the investor's holding-period yield is slightly higher than the discount quote because the return is earned on the purchase price rather than on face value.

When that holding-period yield is annualized on a 365-day basis, bond-equivalent yield comes out above the quoted bank discount rate. That difference is the point of the conversion: it puts the short-term bill onto a more comparable investor-return basis.

What this estimate leaves out

This is a short-term yield-conversion tool, not a full trading or tax model. It does not include transaction costs, taxes, settlement frictions, auction process details, or secondary-market price volatility.

Use it to standardize the quote basis, then compare the result with the official security disclosure and any product-specific conventions that matter for your actual trade or portfolio decision.

Further reading

Frequently asked questions

Why is bond-equivalent yield usually higher than bank discount yield?

Because bank discount yield uses face value in the denominator and a 360-day convention. Bond-equivalent yield uses the investor's purchase price and a 365-day basis, which usually lifts the result.

Is bond-equivalent yield the same as money market yield?

No. Money market yield is usually still a 360-day annualized measure. Bond-equivalent yield shifts the return onto a 365-day comparison basis.

Can I use this for Treasury bills?

Yes. Treasury-bill style discount quotes are one of the main use cases for bond-equivalent yield because investors often want to compare them with coupon-bond or deposit-style annualized yields.

Does this calculator include taxes or trading costs?

No. It standardizes the quoted yield basis only. Taxes, commissions, spreads, and settlement conventions need separate review.

Related

More from nearby categories

These related calculators come from the same leaf category, nearby sibling categories, or the same top-level topic.