Methodology
This guide explains the assumptions and formula used to calculate the indicative running yields displayed on the dashboard.
Back to Yields DashboardWe present an annualised running yield based on the bond's clean price. The formula combines the coupon income and capital appreciation (or depreciation) between the current price and face value over the remaining term:
$$ \text{Yield (%)} = \frac{\text{Annual Coupon} + \frac{(\text{Face Value} - \text{Price})}{\text{Years to Maturity}}}{\frac{\text{Face Value} + \text{Price}}{2}} \times 100 $$
Consider a bond with the following characteristics:
Annual Coupon = 100 × 0.0275 = 2.75
Capital Adjustment = (100 − 104.50) ÷ 2.25 = −2.00
Average Price = (100 + 104.50) ÷ 2 = 102.25
Yield (%) = ((2.75 − 2.00) ÷ 102.25) × 100 ≈ 0.73%
This simplified running yield does not model coupon reinvestment, accrued interest, or actual settlement dates. It is intended only as an indicative metric for quick comparisons.
For investment decisions, perform a full yield-to-maturity or present-value analysis using a professional risk system or consult a licensed adviser.