Let me start off by saying I am not sure if this is new, in fact, I have a feeling it is not - so please let me know when this first came out.
Here is a picture:
Keep in mind, Yahoo's search ads in the U.S. are powered by Bing, so this is something extra Yahoo is placing on the ads - above Bing.
Personally, I like this little touch.
Forum discussion at WebmasterWorld.