Performance Measurements Summary on US T-Note/T-Bond

Q

Where to find a summary of all Performance Measurements on US Treasury Note/Bond?

✍: FYIcenter.com

A

There are several types of Performance Measurements on US Treasury Note/Bond (T-Note/T-Bond). Each of them may be called with different names in different publications and Websites. A quick summary is provided below:

Market Price - How mush someone is willing to pay for $100 par value of the T-Note/T-Bond.

Coupon Rate, Interest Rate, or Nominal Yield - The interest rate to generate interests semiannually from the T-Note/T-Bond.

Current Yield - The equivalent interest rate for the the interest generated from the T-Note/T-Bond for the current year only.

YTM (Yield To Maturity), or Yield - The equivalent compounding interest rate for all revenues generated from the T-Note/T-Bond until its maturity.

YTW (Yield To Worst) - YTW is the same as YTM (Yield To Maturity), because The US Department of Treasury will not call to end the T-Note/T-Bond before its maturity.

Approximate Yield - The equivalent interest rate calculated with revenues and capitals of the T-Note/T-Bond averaged out per year.

 

Spreadsheet Functions for T-Note/T-Bond

Approximate Yield on US T-Note/T-Bond

Performance Measurements of US Treasury Note/Bond

⇑⇑ US Treasury Securities

2025-06-03, ∼283🔥, 0💬