Current Coupon First Coupon Date ...
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Finance
| Current Coupon | ||||
| First Coupon Date | ||||
| Settlement Date | 12/31/19 | 12/31/19 | 12/31/19 | |
| Maturity Date | 12/31/24 | 12/31/29 | 12/31/49 | |
| Maturity (years) | 5 | 10 | 30 | |
| Coupon Rate | 1.92% | |||
| Yield-to-Maturity | 1.92% | |||
| Frequency (semi-annual) | 2 | 2 | 2 | |
| Par Value (face amount) | 100 | 100 | 100 | |
| CLEAN PRICE | ||||
| Price (Excel PRICE function) | $100.00 | |||
| Price (Excel PV function) | ||||
| Price (+1 basis point) | 0.0001 | |||
| Price (-1 basis point) | -0.0001 | |||
| Accrued Interest | $0.00 | $0.00 | $0.00 | |
| DIRTY PRICE = CLEAN PRICE + ACCRUED INTEREST | ||||
| Price | ||||
| Price (+1 basis point) | ||||
| Price (-1 basis point) | ||||
| Effective duration (formula) | 4.7753 | |||
| MDURATION (Excel function) | ||||
| DURATION (Excel function) | ||||
| Convexity (formula) | ||||
| Yield | Duration | |||
| Strategy 1 (10-year bond) | ||||
| Strategy 2 (74% 5-year note, 26% 30-year bond) | ||||
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