Price to YTM (Yield To Maturity) Converter for T-Bills

Q

If you are buying or selling a US Treasury Bill, you can use this online tool to calculate the YTM (Yield To Maturity) from a given price for a $100 face value. Other performance measures are also provided, including interest income at maturity.


Settlement date YYYY-MM-DD
Maturity date YYYY-MM-DD
Price $ for $100 face value
Face value $ to buy/sell

✍: Guest

A

YTM and other information calculated by FYIcenter.com:

YTM (Yield To Maturity): 2.9133%.

Security Details:
  Security type: US Treasury Bill
  Unit price: $97.6289 for $100.00 face value
  Accrued interest: $0.00 for $1,000.00 face value.
  Totoal price: $976.2894 for $1,000.00 face value
  Discount rate: 2.7986%
  BEY (Bond Equivalent Yield): 2.8896%
  YTM (Yield To Maturity): 2.9133%.
  Maturity date: 2027-02-14
  Days/months/years/weeks left: 305/10.00/0.83/43.57

Income Information:
  Interest income for 2027: $23.71
  Capital gain income for 2027: $0.00
  Total income: $23.71

--------------------------------------------
Sensibility Tests: 
      Price   Chg Rate |       YTM    Chg Val
  ---------  --------- |  --------  ---------
   $97.6289   baseline |   2.9133%   baseline
   $96.6289   -1.0243% |   4.1891%     1.2758
   $87.6289  -10.2429% |  17.1210%    14.2077

--------------------------------------------
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The following formulas are used in the above calculations:


  F=P×
  (1+y
  )T
P=Purchase price
F=Face value
y=YTM (Yield To Maturity)
T=
  DaysYear=
  Time in years
Days=Days to maturity
Year=365 or 366=Actual number of days in the year

For more information, see the following tutorial:

 

YTM to Discount Rate Converter for T-Bills

YTM (Yield To Maturity) to Price Converter for T-Bills

Tools on US Treasury Securities

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2025-01-20, ≈24🔥, 0💬