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

Q

If you are buying or selling a US Treasury STRIPS, 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 imputed interests and capital gain at maturity.


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

✍: FYIcenter.com

A

Yields and other information calculated by FYIcenter.com:

YTM (Yield To Maturity): 2.0446%.

Security Details:
  Security type: US Treasury STRIPS
  Unit price: $54.3210 for $100.00 face value
  Accrued interest: $0.00 for $1,000.00 face value.
  Totoal price: $543.2100 for $1,000.00 face value
  YTM (Yield To Maturity): 2.0446%.
  Maturity date: 2056-11-15
  Days/months/years/weeks left: 10958/360.00/30.00/1,565.43

Income Information:
  Imputed interest/OID for 2026: $1.41
  Imputed interest/OID for 2027: $11.18
  Imputed interest/OID for 2028: $11.44
  Imputed interest/OID for 2029: $11.65
  Imputed interest/OID for 2030: $11.89
  Imputed interest/OID for 2031: $12.13
  Imputed interest/OID for 2032: $12.40
  Imputed interest/OID for 2033: $12.65
  Imputed interest/OID for 2034: $12.90
  Imputed interest/OID for 2035: $13.16
  Imputed interest/OID for 2036: $13.45
  Imputed interest/OID for 2037: $13.73
  Imputed interest/OID for 2038: $14.00
  Imputed interest/OID for 2039: $14.28
  Imputed interest/OID for 2040: $14.59
  Imputed interest/OID for 2041: $14.87
  Imputed interest/OID for 2042: $15.18
  Imputed interest/OID for 2043: $15.49
  Imputed interest/OID for 2044: $15.84
  Imputed interest/OID for 2045: $16.14
  Imputed interest/OID for 2046: $16.47
  Imputed interest/OID for 2047: $16.80
  Imputed interest/OID for 2048: $17.17
  Imputed interest/OID for 2049: $17.51
  Imputed interest/OID for 2050: $17.88
  Imputed interest/OID for 2051: $18.22
  Imputed interest/OID for 2052: $18.62
  Imputed interest/OID for 2053: $18.99
  Imputed interest/OID for 2054: $19.40
  Imputed interest/OID for 2055: $19.77
  Imputed interest/OID for 2056: $17.58
  Capital gain income for 2056: $0.00
  Total income: $456.79

--------------------------------------------
Sensibility Tests: 
      Price   Chg Rate |       YTM    Chg Val
  ---------  --------- |  --------  ---------
   $54.3210   baseline |   2.0446%   baseline
   $53.3210   -1.8409% |   2.1072%     0.0626
   $44.3210  -18.4091% |   2.7308%     0.6863

--------------------------------------------
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,  YTM=2×
  ParPV
  -1f

  If n > 1,  YTM=2×
  (ParPV
  1n-1+f
   -1)
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:

 

⇒ Imputed Interest/DOI Calculator for T-STRIPS

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

⇑ Tools on US Treasury Securities

⇑⇑ Financial Tools

2025-06-22, ∼2107🔥, 0💬