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

Q

If you are buying or selling a US Treasury Bond, 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 estimate YTM, coupon payment dates, interest incomes and capital gain at maturity.


Settlement date YYYY-MM-DD
Maturity date YYYY-MM-DD
Coupon rate %
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): 1.2837%.

Security Details:
  Security type: US Treasury Bond
  Unit price: $98.7650 for $100.00 face value
  Accrued interest: $0.00 for $1,000.00 face value.
  Totoal price: $987.6500 for $1,000.00 face value
  Current yield: 1.2494%
  Approximate YTM: 1.2831%
  YTM (Yield To Maturity): 1.2837%.
  Maturity date: 2055-10-15
  Days/months/years/weeks left: 10957/360.00/30.00/1,565.29
  Previous coupon date: 2025-10-15
  Next coupon date: 2026-04-15

Income Information:
  Interest income for 2026: $12.34
  Interest income for 2027: $12.34
  Interest income for 2028: $12.34
  Interest income for 2029: $12.34
  Interest income for 2030: $12.34
  Interest income for 2031: $12.34
  Interest income for 2032: $12.34
  Interest income for 2033: $12.34
  Interest income for 2034: $12.34
  Interest income for 2035: $12.34
  Interest income for 2036: $12.34
  Interest income for 2037: $12.34
  Interest income for 2038: $12.34
  Interest income for 2039: $12.34
  Interest income for 2040: $12.34
  Interest income for 2041: $12.34
  Interest income for 2042: $12.34
  Interest income for 2043: $12.34
  Interest income for 2044: $12.34
  Interest income for 2045: $12.34
  Interest income for 2046: $12.34
  Interest income for 2047: $12.34
  Interest income for 2048: $12.34
  Interest income for 2049: $12.34
  Interest income for 2050: $12.34
  Interest income for 2051: $12.34
  Interest income for 2052: $12.34
  Interest income for 2053: $12.34
  Interest income for 2054: $12.34
  Interest income for 2055: $12.34
  Interest income for 2056: $6.17
  Capital gain income for 2056: $12.35
  Total income: $388.72

--------------------------------------------
Sensibility Tests: 
      Price   Chg Rate |       YTM    Chg Val
  ---------  --------- |  --------  ---------
   $98.7650   baseline |   1.2837%   baseline
   $97.7650   -1.0125% |   1.3245%     0.0408
   $88.7650  -10.1250% |   1.7146%     0.4309

--------------------------------------------
Related Conversion Tools:
  YTM (Yield To Maturity) to Price Converter for T-Bonds
  Price to YTM (Yield To Maturity) Converter for T-Bonds

The following formulas are used in the above calculations:


  If n = 1, PV=
  Par1
  +0.5×
  YTM×f+
  Coupon1
  +0.5×
  YTM×f

  If n > 1, PV=
  Par(1
  +0.5×
  YTM)n-1+f
  +
  i=1
  nCoupon
  (1+
  0.5×YTM)
  i-1+f
PV=Present Value (Investment)
PV=Par*Price/100 + (Accrued Interest)
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:

 

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

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

Tools on US Treasury Securities

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2025-01-20, ∼3336🔥, 0💬