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

Q

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


Settlement date YYYY-MM-DD
Maturity date YYYY-MM-DD
YTM % (Yield To Maturity)
Face value $ to buy/sell

✍: FYIcenter.com

A

Buying/selling price and other information calculated by FYIcenter.com:

Unit price: $49.6880 for $100.00 face value.

Security Details:
  Security type: US Treasury STRIPS
  Unit price: $49.6880 for $100.00 face value
  Accrued interest: $0.00 for $1,000.00 face value.
  Totoal price: $496.8795 for $1,000.00 face value
  YTM (Yield To Maturity): 2.3450%.
  Maturity date: 2056-03-15
  Days/months/years/weeks left: 10958/360.00/30.00/1,565.43

Income Information:
  Imputed interest/OID for 2026: $9.31
  Imputed interest/OID for 2027: $11.92
  Imputed interest/OID for 2028: $12.23
  Imputed interest/OID for 2029: $12.52
  Imputed interest/OID for 2030: $12.80
  Imputed interest/OID for 2031: $13.09
  Imputed interest/OID for 2032: $13.44
  Imputed interest/OID for 2033: $13.73
  Imputed interest/OID for 2034: $14.06
  Imputed interest/OID for 2035: $14.36
  Imputed interest/OID for 2036: $14.76
  Imputed interest/OID for 2037: $15.07
  Imputed interest/OID for 2038: $15.44
  Imputed interest/OID for 2039: $15.77
  Imputed interest/OID for 2040: $16.19
  Imputed interest/OID for 2041: $16.55
  Imputed interest/OID for 2042: $16.94
  Imputed interest/OID for 2043: $17.31
  Imputed interest/OID for 2044: $17.77
  Imputed interest/OID for 2045: $18.17
  Imputed interest/OID for 2046: $18.60
  Imputed interest/OID for 2047: $19.01
  Imputed interest/OID for 2048: $19.51
  Imputed interest/OID for 2049: $19.94
  Imputed interest/OID for 2050: $20.40
  Imputed interest/OID for 2051: $20.87
  Imputed interest/OID for 2052: $21.42
  Imputed interest/OID for 2053: $21.89
  Imputed interest/OID for 2054: $22.40
  Imputed interest/OID for 2055: $22.89
  Imputed interest/OID for 2056: $4.76
  Capital gain income for 2056: $0.00
  Total income: $503.12

--------------------------------------------
Sensibility Tests: 
        YTM    Chg Val |     Price    Chg Rate
  ---------  --------- |  ---------  ---------
    2.3450%   baseline |   $49.6880   baseline
    2.4450%     0.1000 |   $48.2366   -2.9210%
    3.3450%     1.0000 |   $36.9649  -25.6059%

--------------------------------------------
Related Conversion Tools:
  YTM (Yield To Maturity) to Price Converter for T-STRIPS
  Price to YTM (Yield To Maturity) Converter for T-STRIPS
  Imputed Interest/DOI Calculator for T-STRIPS

The following formulas are used in the above calculations:


  If n = 1,PV=
  Par1
  +0.5×
  YTM×f

  If n > 1,PV=
  Par(1
  +0.5×
  YTM)n-1+f
  
PV=Present Value (Investment)
PV=Par*Price/100
Par=Par value (Face value)
n=Number of coupon periods
f=1 - Days/Period (first period fraction, 1 for full period)
Days=Accrued days (days since the last payment date)
Period=Days in the first period

For more information, see the following tutorials:

 

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

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

Tools on US Treasury Securities

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2025-06-22, ∼958🔥, 0💬