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): 1.2539%.

Security Details:
  Security type: US Treasury Bill
  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
  Discount rate: 1.2214%
  BEY (Bond Equivalent Yield): 1.2500%
  YTM (Yield To Maturity): 1.2539%.
  Maturity date: 2026-10-14
  Days/months/years/weeks left: 364/11.97/1.00/52.00

Income Information:
  Interest income for 2026: $12.35
  Capital gain income for 2026: $0.00
  Total income: $12.35

--------------------------------------------
Sensibility Tests: 
      Price   Chg Rate |       YTM    Chg Val
  ---------  --------- |  --------  ---------
   $98.7650   baseline |   1.2539%   baseline
   $97.7650   -1.0125% |   2.2924%     1.0385
   $88.7650  -10.1250% |  12.6939%    11.4400

--------------------------------------------
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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, ∼5052🔥, 0💬