Bond Quote

A bond quote communicates a bid, offer, price, yield, or spread for a stated security and size, but may be firm, subject, or merely indicative.

A bond quote communicates a price, yield, or spread at which a dealer or market participant may buy or sell a specified bond for a stated size and under stated conditions. A quote is not automatically a completed trade or a binding commitment; its side, timestamp, size, and firmness must be known.

Many bonds are quoted as a percentage of face value. A price quote of 98.25 generally means 98.25% of par, but settlement can also include accrued interest, fees, and product-specific conventions.

Key Takeaways

  • A bid is the price a buyer will pay; an offer or ask is the price a seller requests.
  • Price, yield, and spread are different quote forms for the same security.
  • A firm quote differs from an indicative, subject, or workable level.
  • Quote size matters: a dealer may show one price for $100,000 and another for $5 million.
  • Clean price excludes accrued interest; dirty price includes it.
  • A reported trade is historical execution evidence, not a current quote.

Information a Usable Quote Needs

FieldQuestion to ask
SecurityWhich CUSIP, ISIN, issuer, coupon, maturity, seniority, and call structure?
SideIs the dealer bidding to buy or offering to sell?
Price basisClean price, dirty price, yield, spread, discount margin, or another convention?
SizeWhat face amount is available at that level?
FirmnessFirm, subject, indicative, or workable?
TimeWhen was the quote made and for how long is it valid?
SettlementWhich settlement date, currency, depository, and delivery terms apply?
ConditionsMinimum denomination, investor eligibility, all-or-none, or other restrictions?

Without this context, two numbers that look comparable may represent different trades.

Bid, Ask, and Midpoint

Suppose a dealer quotes a corporate bond 98.10 bid / 98.60 ask for $500,000 face value.

  • A customer selling to the dealer may receive approximately 98.10 before accrued interest and fees.
  • A customer buying from the dealer may pay approximately 98.60 before accrued interest and fees.
  • The quoted bid-ask spread is 0.50 price point, equal to $5 per $1,000 face value.
  • The midpoint, 98.35, is a calculation, not necessarily an executable price.

The economic transaction cost cannot always be inferred from the displayed spread alone. Dealer compensation, platform fees, market movement, and principal-versus-agency capacity can matter.

Worked Example: Clean and Dirty Price

Assume an investor buys $5,000 face value of a 6% fixed-rate bond quoted at a clean price of 98.25.

The clean principal amount is:

$5,000 x 98.25% = $4,912.50.

The bond pays interest semiannually, so each six-month coupon is:

$5,000 x 6% / 2 = $150.

Using a simplified 180-day coupon period, assume 60 days of interest have accrued:

$150 x 60 / 180 = $50.

The dirty or full amount before fees is:

$4,912.50 + $50 = $4,962.50.

Actual accrued interest follows the bond’s day-count convention, coupon dates, and settlement date. The example does not include commission, markup, tax, or settlement adjustments.

Price, Yield, and Spread Quotes

Price Quote

A price of 100 is par, below 100 is below par, and above 100 is above par. Price relative to par does not reveal whether a bond is cheap or expensive. Coupon rate, market yield, credit, maturity, calls, and liquidity explain the relationship.

Yield Quote

A quote can state yield to maturity, yield to call, yield to worst, current yield, or another measure. The measure and assumptions must be named. Yield to maturity assumes contractual payments, reinvestment conventions, and no default; it is not a guaranteed realized return.

Spread Quote

A spread quote states yield compensation over a reference curve or model, such as a Treasury spread or option-adjusted spread. Two spread measures can differ because of benchmark, cash-flow, option, and interpolation assumptions.

Treasury Price Conventions

U.S. Treasury notes and bonds are commonly quoted in points and thirty-seconds. A quote of 99-16 means:

99 + 16/32 = 99.5% of face value.

For $100,000 face value, that equals a clean principal amount of $99,500 before accrued interest. Additional fractional conventions can apply, so the complete notation and platform rules must be read.

Quote vs. Trade Report vs. Evaluated Price

EvidenceWhat it showsMain limitation
Firm quoteCurrent commitment subject to stated size and conditionsCan expire or be withdrawn under applicable rules and circumstances
Indicative quoteApproximate level where interest may existNot a commitment to execute
Workable indicationDealer’s revisable potential willingness to purchase, especially in municipal usageDealer can recheck or revise before execution
Reported tradePrice, yield, size, and time of a completed transactionHistorical; size, side, and market may differ
Evaluated priceModel or pricing-service estimate used for valuationMay not be executable, especially for illiquid bonds
Dealer run or inventory listSecurities and levels circulated by a dealerCan be stale, subject, or size-dependent

FINRA states that TRACE disseminates eligible fixed-income trade data, not quotes, and has no execution capability. A TRACE print can inform a negotiation but cannot be accepted like a live offer.

How to Assess a Quote

  1. Verify the exact security identifier and material terms.
  2. Ask whether the level is bid or offer and firm or indicative.
  3. Confirm face amount, minimum size, and whether partial fills are allowed.
  4. Record the timestamp and settlement date.
  5. Reconcile price, yield, spread, and call assumptions.
  6. Add accrued interest and all disclosed transaction costs.
  7. Compare recent trades with similar size and customer side.
  8. Seek competing quotes where practical and permitted.
  9. Confirm custody, eligibility, tax, and settlement constraints.

Common Mistakes

  • Calling the last reported trade a current market quote.
  • Treating a midpoint or evaluated price as executable.
  • Comparing a bid for one size with an offer for another.
  • Ignoring accrued interest when budgeting settlement cash.
  • Assuming below-par price means the bond is undervalued.
  • Comparing yield to maturity with yield to worst without noticing the measure.
  • Ignoring call, credit, liquidity, and settlement differences.

Authoritative Sources

  • Bond Market: The primary and secondary markets in which debt is issued and traded.
  • Workable Indication: A dealer’s non-firm potential purchase level in municipal-market usage.
  • Accrued Interest: Interest earned since the last payment date and commonly added at settlement.
  • Yield to Maturity: A yield measure based on contractual cash flows and stated assumptions.
  • Market Liquidity: The ability to execute at usable size without excessive price impact.

FAQs

What does a bond quote of 105 mean?

Under a percentage-of-par convention, 105 means 105% of face value. A $1,000 face amount has a clean principal value of $1,050 before accrued interest and transaction costs.

Is the quoted price the amount paid at settlement?

Not always. A clean quote commonly excludes accrued interest. Fees, markup or commission, tax, and other settlement adjustments can also change the all-in amount.

Is a bond quote guaranteed to be executable?

No. It may be indicative, subject, stale, or valid only for a stated size and time. Confirm that the dealer or venue is providing a firm quote before treating it as executable.

This article provides general fixed-income education, not personalized investment, valuation, tax, legal, or execution advice. Confirm current security terms and an all-in executable price before trading.

Browse Investing