Bond Field Guide Fixed income. Clear perspective.
Methodology

World Bank (IBRD)

IBRD AAA
4 bonds Maturities 2028–2056 Yield 4.88%–5.53%
Yield by maturity, % as of Oct 15, 2026
World Bank (IBRD) indicative yield to maturity by maturity, in percent (model), as of Oct 15, 2026: 2-year 4.88%, 5-year 5.01%, 10-year 5.21%, 30-year 5.53%. U.S. Treasury par curve: 2-year 4.77%, 5-year 4.91%, 10-year 5.10%, 30-year 5.43%.4.88%5.53%2Y30Y
IBRD, indicative YTM (model) U.S. Treasury par
Representative sample. These bonds illustrate World Bank (IBRD)'s curve; full per-CUSIP coverage and real last-trade prices require a market-data feed. Prices are indicative (Treasury curve + our model credit spread for the rating), not market quotes. See Methodology.
BondCoupon Maturity Yield (YTM) Rating Spread model Price indic. Duration
IBRD 4.25% ’28
Senior agency debt
 4.25% Oct 15, 2028 4.88% AAA +12 bp 98.818 1.9 yr
IBRD 4.50% ’31
Senior agency debt
 4.50% Oct 15, 2031 5.01% AAA +12 bp 97.753 4.4 yr
IBRD 4.75% ’36
Senior agency debt
 4.75% Oct 15, 2036 5.21% AAA +17 bp 96.478 7.8 yr
IBRD 5.25% ’56
Senior agency debt
 5.25% Oct 15, 2056 5.53% AAA +24 bp 95.872 14.7 yr

Bond identity is shown as issuer-coupon-maturity shorthand (e.g. IBRD 4¾ ’34), not a CUSIP, because CUSIP display requires a separate licence. Yields are indicative; a high spread reflects our model's credit-risk assumption for the rating, not a market-observed level.