Bonds Lab

Loans, priced by the market.

Bonds are IOUs with fixed coupons and a return of face value at maturity. What moves is the price the market pays for those promises — and it's driven by yields, duration, the shape of the curve and credit risk. Play with each one below.

Concept 1

Anatomy of a bond

Face, coupon, maturity, YTM — and why the price rarely equals face.

Controls

A bond promises fixed coupons and returns face value at maturity. What changes is what the market will pay for that promise — that price moves opposite to yields.

Bond price today
$1,000
At par
Annual coupon $
$50
5% of face
Premium / discount
$0
Current yield
5%
coupon ÷ price
Rule of thumb
Coupon > YTM → premium ($ price above face).
Coupon < YTM → discount ($ price below face).
Coupon = YTM → par ($ price ≈ face).
Concept 2

Price vs Yield

Yields go up, prices go down — but not in a straight line. Meet convexity.

Controls
Current price
$1,000
Face value
$1,000

Notice the curve is convex — a fall in yield lifts price more than the same rise in yield hurts. That asymmetry is called convexity.

Price vs Yield
$1,000 @ 5%yield →price
Concept 3

Duration & rate risk

How much you lose per 1% move in rates — the single most useful bond number.

Controls

Duration is the bond's sensitivity to rates. A 10-year bond with 8-yr duration loses roughly 8% for each 1% (100 bps) rise in yield. Long, low-coupon bonds hurt the most.

Macaulay duration
8.34 yrs
Modified duration
8.18
% change per 1% yield
Duration estimate
-8.18%
−ModDur × Δy
Actual price change
-7.79%
New price $922.05
Why the gap?
Duration is a straight-line estimate. The real price/yield line is curved (convexity), so the true drop is a bit smaller and the true rise a bit larger than duration predicts.
Concept 4

The yield curve

Short vs long-term yields. Normal, flat, inverted, steep — each tells a story.

Curve shape

Longer bonds pay more — the market expects steady growth.

10y − 2y spread
+0.50%
Positive — normal territory
US Treasury-style yield curve
4.20%4.40%4.60%4.80%5.10%5.40%3m1y2y5y10y30y
Concept 5

Credit spreads

What extra yield you get for lending to a company vs a government — and what it costs you in defaults.

Controls

Corporate bond yield = Treasury yield + credit spread. The spread compensates you for default risk, illiquidity and volatility — anything left after expected loss is your reward.

Corporate yield
6.1%
4.50% + 1.60%
Credit spread
160 bps
Annual default prob
1.5%
Excess spread (edge)
0.7%
spread − expected loss
Investment grade vs junk
AAA–BBB are investment grade — insurers, pensions and index funds can hold them. BB and below are high-yield ("junk") — bigger coupons, real default risk, correlated with equity.
Concept 6

Bond ladders

A simple portfolio structure that gives you steady income and reinvestment options every year.

Build your ladder
Capital deployed
$50,000
Year-1 income
$2,250
Blended yield after roll
4.5%
Liquidity
Every 1y
A rung matures each year
Rungs
Y1
$10,000 · 4.50%
Y2
$10,000 · 4.50%
Y3
$10,000 · 4.50%
Y4
$10,000 · 4.50%
Y5
$10,000 · 4.50%

A ladder spreads maturities so one rung matures every year. If rates rise, you reinvest at higher yields; if rates fall, only the maturing rung reprices. It smooths interest-rate risk without picking a duration.

Educational content only. Yields, spreads and default probabilities are indicative — real markets move daily. Not financial advice.