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Yield to Call (YTC)

The IRR that equates a callable bond's price to the present value of cash flows assuming the bond is called on the first call date at the call (redemption) price. Solved iteratively, like YTM, but the terminal payment and term are different.

When to use: Use whenever the bond has a call provision. If the bond is trading above the call price or yields are below the coupon (making early redemption likely), YTC is the realistic yield — and is usually below YTM.

Calculator

Formula

P=t=1TcmFCR/m(1+y/m)t+Redemption(1+y/m)Tcm,solve for yP = \sum_{t=1}^{T_c m} \frac{F \cdot CR / m}{(1 + y/m)^{t}} + \frac{\text{Redemption}}{(1 + y/m)^{T_c m}}, \quad \text{solve for } y

Variables

SymbolNameDescriptionUnit
YTCYield to CallIRR of the bond assuming it is called on the first call date at the call price%
PBond PriceMarket price of the bond per face value unit$
FFace ValuePar value paid at maturity$
CRCoupon RateAnnual coupon rate as a decimal (e.g. 0.05 for 5%)%
YearsToCallYears to CallYears until the first call dateyears
RedemptionCall PricePrice at which the bond is redeemed if called$
mCoupons per YearNumber of coupons paid per year (e.g. 2 for semi-annual)integer

Real-Life Examples

Example 1: Premium Bond Called at Par

$1,000-face, 6% semi-annual coupon, callable at $1,000 in 3 years, currently trading at $1,043.76.

Given

P = 1,043.76F = 1,000CR = 0.06YearsToCall = 3Redemption = 1,000m = 2

Step-by-Step

1.Periods to call = 6, periodic coupon = 30
2.Bisect on y: target 1043.76 = 30 × ann(y/2, 6) + 1000 / (1+y/2)⁶
3.Converge at y ≈ 4.43%
Result:0.04

YTC is 4.43%, well below the 6% coupon. The premium price ($1,044) means buyers will lose ~$44 if called — and a callable issuer is most likely to call when rates have fallen below coupon, exactly the scenario where YTC matters most.

Frequently Asked Questions

When the bond trades at a premium (above call price) — early call truncates the high-coupon stream. When the bond trades at a discount, YTC > YTM because early redemption at par realizes the discount sooner.

Compute YTC for each call schedule entry and take the minimum (yield to worst). Issuers tend to call when it is most disadvantageous to the bondholder.

Use the actual call price (often par + a fraction of coupon early in the call schedule, declining to par later). The formula uses whatever Redemption you specify as the terminal cash flow.