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Rates & BondsIntermediate

Yield to Worst (YTW)

YTWYield-to-Worst

The lowest yield a bond can deliver across all its possible redemption scenarios — the conservative return assumption for callable bonds.

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Formula

YTW = min(Yield to Maturity, Yield to Call for each call date)

Yield to Worst (YTW) is the lowest potential yield a bondholder can receive without the issuer defaulting. For a bond with embedded options — most commonly a call provision — YTW is the minimum of the yield-to-maturity and every possible yield-to-call. It answers the question: in the scenario least favorable to me, what return do I actually earn?

YTW matters because issuers exercise calls precisely when it hurts the holder — after rates fall. Quoting a callable bond at its rosy yield-to-maturity overstates the return an investor is likely to realize, since the bond will probably be called away first. YTW strips out that optimism.

The practical rule: for a callable bond trading at a premium, YTW is usually the yield-to-the-nearest-call; for one trading at a discount, YTW is often the yield-to-maturity. Professional desks and trade tickets quote YTW by default on any callable or putable bond.

#fixed-income#yield#bond-mechanics

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