NISM Professor

Premium bond

A bond whose market price sits above its par value because the prevailing market interest rate is lower than its coupon — the mirror image of a discount bond.

In plain language

A discount bond trades below par when market rates rise above its coupon. A premium bond is the mirror image. It trades above par because the prevailing market interest rate has fallen below its coupon.

The workbook's rule: if the market interest rate is below the bond's coupon, the bond will sell at a premium to the par value. A bond promising a higher-than-market coupon is worth more than its face value to a new buyer, so its price rises until the return on offer matches what the market now demands.

How it works

The YTM link (Chapter 4, section 4.4.2). When a bond sells at a premium, its yield to maturity is lower than its coupon rate. The buyer pays extra today for the above-market coupon, and gives some of that back as a built-in capital loss to face value at maturity; the YTM nets the two together.

CompareAt parAt a premium
Market price vs face valueEqualAbove
YTM vs coupon rateEqualYTM below coupon

The workbook states the direction of the relationship but gives no formula or percentage specific to premium bonds as a category. The size of the premium follows from the discounted cash flow approach used for intrinsic value of a bond, not from a separate rule.

A worked example

A company issued a 5-year, ₹1,000 face value bond at a 9% coupon three years ago. Interest rates have since fallen, and comparable 2-year corporate paper now yields 7%.

An investor would happily pay more than ₹1,000 today for a bond that keeps paying a 9% coupon when the market offers only 7%. The price rises until the YTM, at that higher price, works out close to 7% — say the price settles near ₹1,038, a premium of ₹38 to par.

That buyer collects ₹90 a year in coupons but gives back the ₹38 premium as a capital loss over the remaining two years, when the bond redeems at ₹1,000. Netted together, the two years' return comes close to the market's 7%, lower than the 9% coupon alone would suggest — exactly why YTM, at about 7%, sits below the coupon of 9% on a premium bond.

Why NISM asks about it

Chapter 4 (Investing in Fixed Income Securities), section 4.2, states the premium rule alongside the discount rule, and section 4.4.2's YTM-versus-coupon relationship covers both directions together. Expect a question giving a coupon and a lower market rate and asking for the resulting price direction, or the YTM comparison.

Common exam traps

  • Premium means market rate below coupon; the bond costs more than its face value. Do not reverse this with the discount case.
  • A premium bond's YTM is below its coupon rate — the extra price paid upfront offsets part of the higher coupon.
  • A high coupon does not by itself mean a good deal — it is exactly what makes the bond expensive when market rates fall.
  • This is a market-price phenomenon on an ordinary bond, not a distinct product, the same caution that applies to discount bond.

Where this is taught

Free preparation for NISM Series XXI-A

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