Bond Equivalent Yield Calculator

Calculate the Bond Equivalent Yield (BEY) for discount bonds like Treasury bills. Convert money market yields to annual bond-equivalent rates for accurate comparison with coupon-bearing securities.

$
$
days
Bond Equivalent Yield (BEY)
4.10%
Discount Amount
$200.00
Discount Rate (Bank Discount)
3.96%
Holding Period Return
2.04%
Effective Annual Yield
4.14%
BEY vs. Days to Maturity
Yield Comparison

BEY at Different Maturities and Prices

Days to Maturity Purchase Price Discount ($) Holding Return BEY Effective Annual Yield

What is Bond Equivalent Yield (BEY)?

Bond Equivalent Yield (BEY) is a method of calculating the annualized yield on a discount security (like Treasury bills or commercial paper) that allows for direct comparison with coupon-bearing bonds. Since discount securities don't pay interest but instead are sold below face value, BEY converts their return into an equivalent annual yield based on a 365-day year.

BEY is particularly important for institutional investors who need to compare returns across different types of fixed-income investments. It standardizes yields so that a 91-day Treasury bill can be meaningfully compared to a 10-year Treasury note.

Why BEY Matters

Money market instruments like T-bills are often quoted using the bank discount rate, which understates true yield. BEY provides a more accurate measure of return that can be compared directly with yields on coupon bonds quoted on a semi-annual basis.

The Bond Equivalent Yield Formula

The standard formula for calculating BEY is:

BEY = [(Face Value - Purchase Price) / Purchase Price] × (365 / Days to Maturity) Or equivalently: BEY = (Discount / Purchase Price) × (365 / Days to Maturity)
Example Calculation

Calculate the BEY for a Treasury bill with:

  • Face Value: $10,000
  • Purchase Price: $9,800
  • Days to Maturity: 182 days

Step 1: Calculate the discount: $10,000 - $9,800 = $200

Step 2: Calculate the return: $200 / $9,800 = 0.0204 (2.04%)

Step 3: Annualize: 0.0204 × (365/182) = 0.0409 (4.09%)

BEY = 4.09%

BEY vs. Bank Discount Rate

The bank discount rate (also called the discount yield) is another common way to express T-bill yields, but it differs from BEY in important ways:

Bank Discount Rate = (Discount / Face Value) × (360 / Days to Maturity)
Feature Bond Equivalent Yield Bank Discount Rate
Base for return calculation Purchase price (actual investment) Face value (redemption amount)
Days in year 365 days 360 days
Yield level Higher (more accurate) Lower (understates true return)
Comparability Can compare with bond yields Money market convention only

BEY vs. Yield to Maturity (YTM)

While BEY and YTM both express annualized returns, they differ in their treatment of reinvestment and compounding:

For short-term discount securities, BEY is preferred because there are no intermediate cash flows to reinvest, and the simple interest calculation is appropriate for the short holding period.

Effective Annual Yield

The Effective Annual Yield (EAY) accounts for compounding and provides an even more accurate measure of return:

EAY = (1 + Holding Period Return)^(365/Days) - 1 Where: Holding Period Return = (Face Value - Purchase Price) / Purchase Price

EAY is always slightly higher than BEY because it accounts for the compounding effect of reinvesting at the same rate multiple times per year.

Common Discount Securities

BEY is commonly used for these types of instruments:

Treasury Bills (T-Bills)

Short-term U.S. government securities with maturities of 4, 8, 13, 17, 26, and 52 weeks. They are considered risk-free and highly liquid.

Commercial Paper

Unsecured, short-term corporate debt typically issued by large corporations with high credit ratings. Maturities range from 1 to 270 days.

Banker's Acceptances

Time drafts drawn on and accepted by banks, commonly used in international trade financing. They trade at a discount and mature at face value.

Repurchase Agreements (Repos)

Short-term collateralized borrowing, where securities are sold with an agreement to repurchase them at a higher price.

Factors Affecting BEY

Several factors influence the BEY of a discount security:

Practical Applications

Comparing Investment Options

BEY allows investors to compare returns on T-bills with yields on bonds, CDs, or other fixed-income investments on an apples-to-apples basis.

Cash Management

Corporate treasurers use BEY to evaluate short-term investment options for excess cash and optimize returns while maintaining liquidity.

Benchmarking

Money market fund managers compare their fund's yield against T-bill BEY as a risk-free benchmark.

Frequently Asked Questions

Why is BEY higher than the bank discount rate?

BEY is higher for two reasons: (1) it uses the actual purchase price (smaller number) as the denominator rather than face value, and (2) it uses a 365-day year instead of 360 days. Both factors increase the calculated yield.

Can BEY be used for coupon bonds?

BEY is specifically designed for discount securities. For coupon bonds, yield to maturity (YTM) is the appropriate measure as it accounts for both coupon payments and price changes.

How does the day count convention affect BEY?

Using 360 days instead of 365 will produce a slightly higher BEY. The 365-day convention (actual/365) is standard for BEY calculations, while 360 days (30/360) is used for bank discount rates.

Is BEY the same as APY?

No. Annual Percentage Yield (APY) accounts for compounding, similar to Effective Annual Yield (EAY). BEY uses simple interest assumptions without compounding. For short-term securities, the difference is small but measurable.

Why do T-bills trade at a discount?

T-bills don't pay periodic interest (coupons). Instead, investors earn their return by purchasing at a discount to face value and receiving the full face value at maturity. The discount represents the interest earned.