5-Year @ 5.23% Tax-Equivalent Yield

RichardW
  |     |   821 posts since 2019

On 4/11/2024 the 5-year Treasury Note posted a yield of 4.61% (see: https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treas... ). Depending on your taxable income and state of residence, if you are currently contemplating purchasing a 5-year CD, you may wish to consider a 5-year Treasury Note instead.

Using the expression “TEY = Y(1-f)/(1-f-s)” we can calculate the tax equivalent yield [where: “TEY” is the tax equivalent yield, “Y” is the Treasury yield, “f” is the federal marginal tax rate, and “s” is the state marginal tax rate].

For example, consider the situation of a California resident who is single with a taxable income of $69,000. From (https://www.ftb.ca.gov/forms/2023/2023-540-tax-rate-schedules.pdf) we find that s = 0.093. From (https://www.irs.gov/filing/federal-income-tax-rates-and-brackets) we find that f = 0.22. So, TEY = Y(1-f)/(1-f-s) = 0.0461(1-0.22)/(1-0.22-0.093) = 0.0523 = 5.23%. This indicates that the 5-year Treasury Note at 4.61% appears to have the tax-equivalent yield of a 5-year CD at 5.23%. Changing the taxable income to $138,000 and the tax filing status to married filing jointly produces the same tax-equivalent yield of 5.23%.

The annualized equivalent yield result listed above neglects local income tax, NIIT, AMT, and assumes that the Treasury Note and the comparable CD are held in a taxable deposit account.



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