Bonds represent an important source of funding for companies, governments, and multinational entities. Therefore, the analysis of their prices and yields is of long-term interest to academic research. This work deals with the break-even point in the behavior of bond prices, after which they no longer move by random walk but converge to the nominal value. It does not make sense to speculate on the price movements after this point, and the bond acquires only a fixed income character. We showed that the break-even point is located approximately 400 days before maturity, regardless of the bond parameters