Interest Rate Examples - Session 2

Years to Maturity
Coupon Frequency (per year)

Coupon Rate
Maturity Value
Cash Flows
Period
Coupon
Maturity
Periodic
Discount Factors
Yield
0.50%
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
7
2
5.00%
1,000,000
Modified Duration at Co
1
25,000
2
25,000
3
25,000
25,000
25,000
25,000
0.9975062344
0.9970089731
0.9965122073
0.9960159363
0.9955201593
0.9950248756
0.9945300845
0.9940357853
0.9935419771
0.9930486594
0.9925558313
0.9920634921
0.9915716411
0.9910802775
0.9905894007
0.9900990099
0.9896091044
0.9891196835
0.9886307464
0.9881422925
0.987654321
0.9871668312
0.9866798224
0.9861932939
0.99501869
0.99402689
0.99303658
0.99204775
0.99106039
0.9900745
0.98909009
0.98810714
0.98712566
0.98614564
0.98516708
0.98418997
0.98321432
0.98224012
0.98126736
0.98029605
0.97932618
0.97835775
0.97739075
0.97642519
0.97546106
0.97449835
0.97353707
0.97257721
0.99253734
0.99105373
0.98957307
0.98809536
0.98662059
0.98514876
0.98367985
0.98221386
0.98075078
0.97929061
0.97783333
0.97637894
0.97492744
0.97347881
0.97203305
0.97059015
0.9691501
0.96771291
0.96627855
0.96484703
0.96341833
0.96199245
0.96056939
0.95914913
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
0.9857072449
0.9852216749
0.984736583
0.9842519685
0.9837678308
0.9832841691
0.9828009828
0.9823182711
0.9818360334
0.9813542689
0.9808729769
0.9803921569
0.9799118079
0.9794319295
0.9789525208
0.9784735812
0.97799511
0.9775171065
0.9770395701
0.9765625
0.9760858956
0.9756097561
0.9751340809
0.9746588694
0.9741841208
0.9737098345
0.9732360097
0.9727626459
0.9722897423
0.9718172983
0.9713453133
0.9708737864
0.9704027171
0.9699321048
0.9694619486
0.9689922481
0.9685230024
0.968054211
0.9675858732
0.9671179884
0.9666505558
0.9661835749
Discounted Cash Flow

Yield
0.50%
24,937.66
0.97161877
0.97066175
0.96970614
0.96875194
0.96779914
0.96684776
0.96589777
0.96494919
0.964002
0.9630562
0.9621118
0.96116878
0.96022715
0.9592869
0.95834804
0.95741055
0.95647444
0.95553969
0.95460632
0.95367432
0.95274368
0.9518144
0.95088648
0.94995991
0.9490347
0.94811084
0.94718833
0.94626717
0.94534734
0.94442886
0.94351172
0.94259591
0.94168143
0.94076829
0.93985647
0.93894598
0.93803681
0.93712896
0.93622242
0.9353172
0.9344133
0.9335107
0.95773166
0.95631699
0.95490511
0.953496
0.95208967
0.95068609
0.94928528
0.94788722
0.9464919
0.94509931
0.94370946
0.94232233
0.94093792
0.93955622
0.93817723
0.93680093
0.93542732
0.9340564
0.93268815
0.93132257
0.92995966
0.92859941
0.92724181
0.92588685
0.92453454
0.92318485
0.92183779
0.92049335
0.91915152
0.9178123
0.91647568
0.91514166
0.91381022
0.91248137
0.91115508
0.90983137
0.90851022
0.90719163
0.90587559
0.90456209
0.90325113
0.90194271
24,875.47
24,813.43
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
24,925.22
24,912.81
24,900.40
24,888.00
24,875.62
24,863.25
24,850.89
24,838.55
24,826.22
24,813.90
24,801.59
24,789.29
24,777.01
24,764.74
24,752.48
24,740.23
24,727.99
24,715.77
24,703.56
24,691.36
24,679.17
24,667.00
24,654.83
24,642.68
24,630.54
24,618.41
24,606.30
24,594.20
24,582.10
24,570.02
24,557.96
24,545.90
24,533.86
24,521.82
24,509.80
24,497.80
24,485.80
24,473.81
24,461.84
24,449.88
24,437.93
24,425.99
24,414.06
24,402.15
24,390.24
24,378.35
24,366.47
24,850.67
24,825.91
24,801.19
24,776.51
24,751.86
24,727.25
24,702.68
24,678.14
24,653.64
24,629.18
24,604.75
24,580.36
24,556.00
24,531.68
24,507.40
24,483.15
24,458.94
24,434.77
24,410.63
24,386.53
24,362.46
24,338.43
24,314.43
24,290.47
24,266.54
24,242.65
24,218.80
24,194.98
24,171.19
24,147.44
24,123.73
24,100.05
24,076.41
24,052.79
24,029.22
24,005.68
23,982.17
23,958.70
23,935.26
23,911.86
23,888.49
23,865.16
23,841.86
23,818.59
23,795.36
23,772.16
23,749.00
24,776.34
24,739.33
24,702.38
24,665.51
24,628.72
24,592.00
24,555.35
24,518.77
24,482.27
24,445.83
24,409.47
24,373.19
24,336.97
24,300.83
24,264.75
24,228.75
24,192.82
24,156.96
24,121.18
24,085.46
24,049.81
24,014.23
23,978.73
23,943.29
23,907.92
23,872.63
23,837.40
23,802.24
23,767.15
23,732.13
23,697.18
23,662.30
23,627.48
23,592.74
23,558.06
23,523.45
23,488.91
23,454.43
23,420.02
23,385.68
23,351.41
23,317.20
23,283.06
23,248.99
23,214.99
23,181.05
23,147.17
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
Cash Flow Weight

Yield
0.50%
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
24,354.60
24,342.75
24,330.90
24,319.07
24,307.24
24,295.43
24,283.63
24,271.84
24,260.07
24,248.30
24,236.55
24,224.81
24,213.08
24,201.36
24,189.65
24,177.95
24,166.26
24,154.59
0.0190484231
0.0191558695
0.0192638077
0.0193722392
0.0194811654
0.0195905877
0.0197005074
0.0198109261
0.0199218451
0.0200332659
0.0201451898
0.0202576182
0.0203705527
0.0204839944
0.020597945
0.0207124057
0.0208273779
0.020942863
0.0210588625
0.0211753777
0.02129241
0.0214099607
0.0215280313
0.021646623
23,725.87
23,702.77
23,679.71
23,656.68
23,633.68
23,610.72
23,587.79
23,564.90
23,542.04
23,519.21
23,496.41
23,473.65
23,450.92
23,428.22
23,405.56
23,382.93
23,360.33
23,337.77
23,113.36
23,079.62
23,045.94
23,012.33
22,978.79
22,945.31
22,911.89
22,878.54
22,845.26
22,812.03
22,778.88
22,745.78
22,712.76
22,679.79
22,646.89
22,614.05
22,581.28
22,548.57
0.01900092
0.01909857
0.01919662
0.01929506
0.01939389
0.01949312
0.01959275
0.01969277
0.01979319
0.01989401
0.01999523
0.02009684
0.02019886
0.02030128
0.02040411
0.02050733
0.02061096
0.020715
0.02081944
0.02092429
0.02102954
0.0211352
0.02124127
0.02134775
0.01895354
0.01904145
0.01912967
0.01921819
0.01930701
0.01939614
0.01948558
0.01957532
0.01966536
0.01975572
0.01984638
0.01993734
0.02002862
0.0201202
0.02021209
0.02030429
0.0203968
0.02048961
0.02058274
0.02067617
0.02076992
0.02086397
0.02095834
0.02105301
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
0.0217657374
0.0218853757
0.0220055393
0.0221262296
0.0222474479
0.0223691956
0.022491474
0.0226142845
0.0227376284
0.0228615071
0.0229859218
0.023110874
0.0232363649
0.0233623959
0.0234889683
0.0236160833
0.0237437425
0.0238719469
0.024000698
0.024129997
0.0242598452
0.0243902439
0.0245211944
0.0246526981
0.024784756
0.0249173696
0.0250505401
0.0251842688
0.0253185569
0.0254534057
0.0255888164
0.0257247902
0.0258613285
0.0259984324
0.0261361031
0.026274342
0.0264131502
0.0265525289
0.0266924793
0.0268330026
0.0269741001
0.0271157728
0.02145465
0.02156195
0.02166966
0.02177779
0.02188632
0.02199528
0.02210464
0.02221442
0.02232462
0.02243524
0.02254627
0.02265772
0.02276959
0.02288188
0.02299458
0.02310771
0.02322126
0.02333524
0.02344963
0.02356445
0.02367969
0.02379536
0.02391145
0.02402797
0.02414492
0.02426229
0.02438009
0.02449832
0.02461697
0.02473606
0.02485558
0.02497552
0.0250959
0.02521671
0.02533796
0.02545963
0.02558174
0.02570429
0.02582727
0.02595068
0.02607453
0.02619881
0.021148
0.0212433
0.02133891
0.02143483
0.02153106
0.02162761
0.02172446
0.02182164
0.02191912
0.02201692
0.02211503
0.02221345
0.02231219
0.02241124
0.02251061
0.02261029
0.02271028
0.02281059
0.02291122
0.02301216
0.02311341
0.02321499
0.02331687
0.02341907
0.02352159
0.02362443
0.02372758
0.02383105
0.02393483
0.02403893
0.02414335
0.02424808
0.02435313
0.0244585
0.02456419
0.02467019
0.02477651
0.02488314
0.0249901
0.02509737
0.02520496
0.02531286
dified Duration at Coupon = Yield
5.845
4
25,000
5
25,000
6
25,000
7
25,000
8
25,000
9
25,000
10
25,000
25,000
25,000
25,000
25,000
25,000
25,000
25,000
0.99006219
0.98808946
0.98612165
0.98415873
0.98220069
0.98024752
0.9782992
0.97635572
0.97441707
0.97248322
0.97055417
0.9686299
0.9667104
0.96479565
0.96288563
0.96098034
0.95907977
0.95718388
0.95529268
0.95340615
0.95152428
0.94964704
0.94777443
0.94590644
0.98759321
0.98513406
0.98268226
0.98023778
0.97780059
0.97537067
0.97294799
0.97053253
0.96812426
0.96572316
0.9633292
0.96094236
0.95856262
0.95618994
0.9538243
0.95146569
0.94911407
0.94676942
0.94443172
0.94210094
0.93977706
0.93746006
0.93514991
0.93284658
0.98513038
0.9821875
0.97925487
0.97633245
0.9734202
0.97051808
0.96762605
0.96474407
0.96187209
0.95901009
0.95615802
0.95331584
0.95048351
0.94766099
0.94484824
0.94204524
0.93925192
0.93646827
0.93369424
0.93092978
0.92817488
0.92542948
0.92269354
0.91996704
0.9826737
0.97924975
0.97583943
0.97244268
0.96905943
0.96568963
0.96233321
0.95899012
0.9556603
0.95234368
0.94904022
0.94574984
0.94247249
0.93920812
0.93595666
0.93271805
0.92949225
0.9262792
0.92307883
0.91989109
0.91671593
0.91355328
0.9104031
0.90726533
0.98022314
0.97632079
0.9724359
0.9685684
0.9647182
0.9608852
0.95706933
0.9532705
0.94948863
0.94572362
0.9419754
0.93824389
0.93452899
0.93083064
0.92714874
0.92348322
0.919834
0.91620099
0.91258411
0.90898329
0.90539845
0.9018295
0.89827637
0.89473898
0.97777869
0.97340058
0.96904425
0.96470957
0.96039642
0.95610468
0.95183424
0.94758499
0.94335681
0.93914957
0.93496318
0.93079751
0.92665245
0.92252789
0.91842372
0.91433982
0.9102761
0.90623243
0.90220871
0.89820483
0.89422069
0.89025617
0.88631117
0.88238559
0.97534034
0.97048912
0.96566442
0.9608661
0.95609399
0.95134794
0.94662779
0.94193339
0.93726459
0.93262122
0.92800315
0.92341022
0.91884229
0.9142992
0.9097808
0.90528695
0.90081751
0.89637233
0.89195127
0.88755418
0.88318093
0.87883136
0.87450535
0.87020275
0.94404304
0.94218423
0.94032999
0.93848032
0.93663518
0.93479459
0.93295851
0.93112693
0.92929985
0.92747725
0.92565911
0.92384543
0.92203618
0.92023137
0.91843096
0.91663496
0.91484335
0.91305611
0.91127323
0.9094947
0.90772051
0.90595064
0.90418509
0.90242383
0.90066686
0.89891417
0.89716573
0.89542155
0.8936816
0.89194587
0.89021436
0.88848705
0.88676392
0.88504497
0.88333018
0.88161955
0.87991305
0.87821068
0.87651242
0.87481827
0.87312821
0.87144223
0.93055006
0.92826033
0.92597734
0.9237011
0.92143156
0.91916872
0.91691254
0.914663
0.91242008
0.91018376
0.90795401
0.90573081
0.90351414
0.90130398
0.89910031
0.89690309
0.89471232
0.89252796
0.89035
0.88817842
0.88601319
0.88385429
0.8817017
0.87955539
0.87741536
0.87528157
0.873154
0.87103263
0.86891745
0.86680843
0.86470555
0.86260878
0.86051812
0.85843353
0.856355
0.85428251
0.85221603
0.85015555
0.84810104
0.84605249
0.84400987
0.84197317
0.91724994
0.91454219
0.91184377
0.90915462
0.90647473
0.90380405
0.90114254
0.89849017
0.89584691
0.89321271
0.89058755
0.88797138
0.88536418
0.8827659
0.88017651
0.87759598
0.87502427
0.87246135
0.86990719
0.86736174
0.86482498
0.86229687
0.85977737
0.85726647
0.85476411
0.85227027
0.84978491
0.84730801
0.84483953
0.84237943
0.83992768
0.83748426
0.83504912
0.83262224
0.83020359
0.82779313
0.82539083
0.82299666
0.82061058
0.81823258
0.81586261
0.81350064
0.90413991
0.90102679
0.89792591
0.89483723
0.89176068
0.88869621
0.88564378
0.88260331
0.87957478
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0.73334389
0.7297986
0.72627216
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0.71927537
0.71580481
0.71235266
0.70891881
24,751.55
24,689.83
24,628.26
24,566.84
24,505.58
24,444.47
24,383.51
24,702.24
24,653.04
24,603.97
24,555.02
24,506.19
24,457.48
24,408.89
24,360.43
24,312.08
24,263.85
24,215.75
24,167.76
24,119.89
24,072.14
24,024.51
23,976.99
23,929.60
23,882.32
23,835.15
23,788.11
23,741.18
23,694.36
23,647.66
23,601.08
23,554.61
23,508.25
23,462.01
23,415.88
23,369.86
23,323.96
23,278.17
23,232.50
23,186.93
23,141.48
23,096.14
23,050.90
23,005.78
22,960.77
22,915.87
22,871.08
22,826.40
22,781.83
22,737.37
22,693.01
22,648.77
22,604.63
22,560.60
24,628.35
24,567.06
24,505.94
24,445.01
24,384.27
24,323.70
24,263.31
24,203.11
24,143.08
24,083.23
24,023.56
23,964.07
23,904.75
23,845.61
23,786.64
23,727.85
23,669.24
23,610.79
23,552.52
23,494.43
23,436.50
23,378.75
23,321.16
23,263.75
23,206.51
23,149.43
23,092.53
23,035.79
22,979.22
22,922.81
22,866.57
22,810.50
22,754.59
22,698.85
22,643.27
22,587.85
22,532.60
22,477.51
22,422.58
22,367.81
22,313.20
22,258.75
22,204.46
22,150.33
22,096.36
22,042.54
21,988.88
24,554.69
24,481.37
24,408.31
24,335.50
24,262.95
24,190.65
24,118.60
24,046.80
23,975.25
23,903.95
23,832.90
23,762.09
23,691.52
23,621.21
23,551.13
23,481.30
23,411.71
23,342.36
23,273.24
23,204.37
23,135.74
23,067.34
22,999.18
22,931.25
22,863.55
22,796.09
22,728.87
22,661.87
22,595.10
22,528.56
22,462.25
22,396.17
22,330.32
22,264.69
22,199.28
22,134.10
22,069.15
22,004.41
21,939.90
21,875.61
21,811.53
21,747.68
21,684.04
21,620.62
21,557.42
21,494.43
21,431.66
24,481.24
24,395.99
24,311.07
24,226.49
24,142.24
24,058.33
23,974.75
23,891.51
23,808.59
23,726.01
23,643.75
23,561.81
23,480.20
23,398.92
23,317.95
23,237.31
23,156.98
23,076.97
22,997.28
22,917.90
22,838.83
22,760.08
22,681.63
22,603.50
22,525.67
22,448.15
22,370.93
22,294.02
22,217.41
22,141.09
22,065.08
21,989.37
21,913.95
21,838.83
21,764.00
21,689.47
21,615.23
21,541.28
21,467.61
21,394.24
21,321.15
21,248.34
21,175.82
21,103.59
21,031.63
20,959.96
20,888.56
24,408.02
24,310.90
24,214.21
24,117.95
24,022.13
23,926.73
23,831.76
23,737.22
23,643.09
23,549.39
23,456.10
23,363.22
23,270.77
23,178.72
23,087.08
22,995.85
22,905.02
22,814.60
22,724.58
22,634.96
22,545.74
22,456.91
22,368.47
22,280.43
22,192.78
22,105.51
22,018.63
21,932.14
21,846.02
21,760.29
21,674.93
21,589.96
21,505.35
21,421.12
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21,253.77
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21,087.89
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20,923.46
20,841.79
20,760.47
20,679.52
20,598.91
20,518.66
20,438.77
20,359.22
24,335.01
24,226.11
24,117.74
24,009.91
23,902.62
23,795.86
23,689.62
23,583.92
23,478.74
23,374.08
23,269.94
23,166.31
23,063.20
22,960.59
22,858.50
22,756.90
22,655.81
22,555.22
22,455.12
22,355.52
22,256.40
22,157.78
22,059.64
21,961.98
21,864.81
21,768.11
21,671.88
21,576.13
21,480.85
21,386.03
21,291.68
21,197.80
21,104.37
21,011.40
20,918.88
20,826.82
20,735.20
20,644.04
20,553.32
20,463.04
20,373.20
20,283.80
20,194.84
20,106.31
20,018.21
19,930.54
19,843.29
24,262.23
24,141.61
24,021.65
23,902.35
23,783.70
23,665.69
23,548.33
23,431.61
23,315.53
23,200.08
23,085.26
22,971.06
22,857.48
22,744.52
22,632.17
22,520.44
22,409.31
22,298.78
22,188.85
22,079.52
21,970.78
21,862.63
21,755.07
21,648.09
21,541.68
21,435.85
21,330.59
21,225.90
21,121.78
21,018.21
20,915.21
20,812.76
20,710.86
20,609.51
20,508.71
20,408.45
20,308.72
20,209.53
20,110.88
20,012.75
19,915.15
19,818.08
19,721.52
19,625.48
19,529.96
19,434.95
19,340.44
22,516.67
22,472.85
22,429.14
22,385.54
22,342.04
22,298.65
22,255.36
22,212.18
22,169.10
22,126.12
22,083.25
22,040.49
21,997.83
21,955.27
21,912.81
21,870.46
21,828.21
21,786.06
21,935.38
21,882.04
21,828.85
21,775.82
21,722.94
21,670.21
21,617.64
21,565.22
21,512.95
21,460.84
21,408.88
21,357.06
21,305.40
21,253.89
21,202.53
21,151.31
21,100.25
21,049.33
21,369.10
21,306.76
21,244.62
21,182.70
21,120.99
21,059.49
20,998.19
20,937.11
20,876.23
20,815.56
20,755.09
20,694.83
20,634.77
20,574.92
20,515.26
20,455.81
20,396.57
20,337.52
20,817.44
20,746.60
20,676.03
20,605.74
20,535.72
20,465.97
20,396.50
20,327.29
20,258.35
20,189.68
20,121.27
20,053.13
19,985.25
19,917.63
19,850.28
19,783.19
19,716.35
19,649.77
20,280.02
20,201.17
20,122.66
20,044.49
19,966.67
19,889.19
19,812.04
19,735.23
19,658.76
19,582.62
19,506.81
19,431.33
19,356.17
19,281.35
19,206.85
19,132.68
19,058.82
18,985.29
19,756.47
19,670.08
19,584.10
19,498.53
19,413.39
19,328.66
19,244.33
19,160.42
19,076.91
18,993.81
18,911.11
18,828.80
18,746.90
18,665.39
18,584.28
18,503.55
18,423.22
18,343.27
19,246.44
19,152.95
19,059.95
18,967.45
18,875.44
18,783.92
18,692.89
18,602.35
18,512.29
18,422.70
18,333.60
18,244.97
18,156.80
18,069.11
17,981.88
17,895.12
17,808.82
17,722.97
0.01890627
0.0189845
0.01906295
0.01914162
0.01922052
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0.01937899
0.01945857
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0.02059837
0.02063821
0.02067803
0.02071783
0.02075762
0.02079739
0.02083715
0.02087689
0.02091661
0.02095631
0.020996
0.02103566
0.02107531
0.02111494
0.02115454
0.02119413
0.02123369
0.02127323
0.02131275
0.019398
0.01942789
0.01945775
0.01948757
0.01951736
0.01954712
0.01957684
0.01960652
0.01963618
0.01966579
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0.0198427
0.01987205
0.01990136
0.01993063
0.01995987
0.01998906
0.02001821
0.02004732
0.02007639
0.02010541
0.0201344
0.02016334
0.02019224
0.02022109
0.0202499
0.02027867
0.02030739
0.02033606
0.02036469
0.02039328
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0.0204503
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0.01914078
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0.01922037
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0.01925985
0.0192795
0.01929911
0.01931865
0.01933815
0.01935758
0.01937696
0.01939629
0.01941556
0.01943477
0.01945392
0.01947302
0.01949206
0.01951104
0.01952996
0.01954882
0.01956763
0.01958637
0.01960506
0.01962369
0.01964225
0.01966076
0.0196792
0.01969759
0.01971591
0.01973417
0.01975237
0.0197705
0.01978858
0.01980659
0.01982453
0.01984242
0.01986024
0.01987799
0.01989568
Yield/Price &
135.0000
125.0000
115.0000
Bond Price
105.0000
95.0000
11
25,000
12
25,000
13
25,000
25,000
25,000
25,000
0.97290807
0.96758636
0.96229639
0.95703795
0.95181084
0.94661487
0.94144982
0.9363155
0.93121171
0.92613826
0.92109494
0.91608157
0.91109796
0.9061439
0.90121922
0.89632372
0.89145721
0.88661952
0.88181045
0.87702982
0.87227746
0.86755317
0.86285678
0.85818811
0.97048187
0.96469228
0.9589401
0.95322505
0.94754688
0.94190534
0.93630017
0.93073111
0.92519792
0.91970035
0.91423815
0.90881108
0.90341889
0.89806135
0.8927382
0.88744923
0.88219417
0.87697282
0.87178492
0.86663026
0.8615086
0.85641971
0.85136338
0.84633936
0.96806171
0.96180686
0.95559551
0.94942734
0.94330202
0.93721924
0.93117868
0.92518003
0.91922297
0.9133072
0.90743241
0.9015983
0.89580456
0.89005089
0.884337
0.8786626
0.87302739
0.86743108
0.86187338
0.85635401
0.85087269
0.84542914
0.84002306
0.8346542
14
25,000
1,000,000
1,025,000
0.9656475921
0.9589300707
0.9522625927
0.9456447606
0.9390761804
0.9325564611
0.9260852155
0.9196620591
0.913286611
0.9069584935
0.9006773319
0.8944427547
0.8882543936
0.8821118833
0.8760148617
0.8699629696
0.8639558508
0.8579931523
0.8520745238
0.846199618
0.8403680906
0.8345796002
0.8288338081
0.8231303784
85.0000
0.00%
1.00
0.85354699
0.84893323
0.84434667
0.83978713
0.83525443
0.83074841
0.82626889
0.82181572
0.81738871
0.8129877
0.80861253
0.80426304
0.79993905
0.79564042
0.79136697
0.78711855
0.78289499
0.77869615
0.77452187
0.77037198
0.76624633
0.76214478
0.75806717
0.75401334
0.74998316
0.74597646
0.7419931
0.73803293
0.73409581
0.73018159
0.72629013
0.72242128
0.7185749
0.71475085
0.71094899
0.70716919
0.70341129
0.69967517
0.69596069
0.69226771
0.68859609
0.68494571
0.84134745
0.83638742
0.83145905
0.82656213
0.82169644
0.81686176
0.81205788
0.80728459
0.80254169
0.79782895
0.79314618
0.78849318
0.78386973
0.77927563
0.77471069
0.7701747
0.76566748
0.76118881
0.75673851
0.75231638
0.74792224
0.74355589
0.73921713
0.73490579
0.73062168
0.72636461
0.7221344
0.71793086
0.71375382
0.7096031
0.70547851
0.70137988
0.69730703
0.6932598
0.689238
0.68524146
0.68127002
0.6773235
0.67340173
0.66950455
0.6656318
0.6617833
0.82932228
0.82402702
0.81876815
0.81354541
0.80835852
0.80320724
0.79809128
0.79301041
0.78796435
0.78295285
0.77797566
0.77303253
0.7681232
0.76324743
0.75840498
0.7535956
0.74881905
0.74407508
0.73936347
0.73468397
0.73003635
0.72542038
0.72083582
0.71628245
0.71176004
0.70726837
0.7028072
0.69837633
0.69397552
0.68960457
0.68526324
0.68095134
0.67666864
0.67241494
0.66819001
0.66399366
0.65982568
0.65568586
0.651574
0.6474899
0.64343335
0.63940415
24,322.70
24,262.05
24,201.54
0.8174689783
0.8118492775
0.8062709485
0.8007336667
0.79523711
0.7897809591
0.7843648973
0.7789886106
0.7736517875
0.7683541192
0.7630952995
0.7578750246
0.7526929933
0.7475489069
0.7424424692
0.7373733864
0.7323413672
0.7273461226
0.7223873662
0.7174648137
0.7125781834
0.7077271958
0.7029115736
0.6981310421
0.6933853285
0.6886741627
0.6839972763
0.6793544035
0.6747452805
0.6701696458
0.66562724
0.6611178058
0.6566410881
0.6521968337
0.6477847917
0.6434047131
0.6390563512
0.634739461
0.6304537997
0.6261991264
0.6219752022
0.6177817903
989,788.78
Total DiscountedBond Price

1,309,171.67 130.9172
24,189.66
24,057.41
23,925.95
23,795.27
23,665.37
23,536.25
23,407.89
23,280.29
23,153.46
23,027.37
22,902.04
22,777.45
22,653.60
22,530.48
22,408.09
22,286.43
22,165.49
22,045.26
21,925.75
21,806.94
21,688.83
21,571.42
21,454.70
21,338.67
21,223.33
21,108.67
20,994.68
20,881.36
20,768.71
20,656.72
20,545.39
20,434.72
20,324.69
20,215.31
20,106.58
19,998.48
19,891.01
19,784.17
19,677.96
19,572.37
19,467.40
19,363.05
19,259.30
19,156.16
19,053.62
18,951.68
18,850.33
24,117.31
23,973.50
23,830.63
23,688.67
23,547.63
23,407.50
23,268.28
23,129.95
22,992.51
22,855.95
22,720.28
22,585.47
22,451.53
22,318.46
22,186.23
22,054.85
21,924.32
21,794.62
21,665.76
21,537.72
21,410.49
21,284.08
21,158.48
21,033.69
20,909.69
20,786.48
20,664.05
20,542.41
20,421.54
20,301.45
20,182.11
20,063.54
19,945.72
19,828.65
19,712.33
19,596.74
19,481.89
19,367.77
19,254.37
19,141.69
19,029.72
18,918.46
18,807.91
18,698.06
18,588.90
18,480.43
18,372.64
24,045.17
23,889.89
23,735.68
23,582.55
23,430.48
23,279.47
23,129.50
22,980.57
22,832.68
22,685.81
22,539.96
22,395.11
22,251.27
22,108.43
21,966.56
21,825.68
21,685.78
21,546.83
21,408.85
21,271.82
21,135.73
21,000.58
20,866.36
20,733.06
20,600.68
20,469.20
20,338.64
20,208.96
20,080.18
19,952.28
19,825.26
19,699.11
19,573.82
19,449.39
19,325.81
19,203.08
19,081.19
18,960.12
18,839.89
18,720.48
18,601.88
18,484.09
18,367.10
18,250.91
18,135.51
18,020.90
17,907.06
982,903.32
976,069.16
969,285.88
962,553.08
955,870.37
949,237.35
942,653.61
936,118.78
929,632.46
923,194.27
916,803.82
910,460.75
904,164.68
897,915.23
891,712.04
885,554.75
879,442.98
873,376.39
867,354.61
861,377.29
855,444.09
849,554.65
843,708.64
837,905.70
832,145.51
826,427.72
820,752.01
815,118.04
809,525.48
803,974.02
798,463.33
792,993.08
787,562.97
782,172.68
776,821.90
771,510.32
766,237.63
761,003.53
755,807.72
750,649.90
745,529.78
740,447.05
735,401.43
730,392.64
725,420.38
720,484.36
715,584.32
1,301,179.48
1,293,244.07
1,285,365.01
1,277,541.85
1,269,774.16
1,262,061.51
1,254,403.48
1,246,799.65
1,239,249.59
1,231,752.89
1,224,309.15
1,216,917.94
1,209,578.87
1,202,291.54
1,195,055.55
1,187,870.49
1,180,735.99
1,173,651.65
1,166,617.08
1,159,631.91
1,152,695.75
1,145,808.24
1,138,968.99
1,132,177.64
1,125,433.82
1,118,737.16
1,112,087.31
1,105,483.91
1,098,926.61
1,092,415.04
1,085,948.87
1,079,527.75
1,073,151.33
1,066,819.27
1,060,531.24
1,054,286.90
1,048,085.92
1,041,927.97
1,035,812.72
1,029,739.85
1,023,709.03
1,017,719.96
1,011,772.30
1,005,865.75
1,000,000.00
994,174.74
988,389.66
130.1179
129.3244
128.5365
127.7542
126.9774
126.2062
125.4403
124.6800
123.9250
123.1753
122.4309
121.6918
120.9579
120.2292
119.5056
118.7870
118.0736
117.3652
116.6617
115.9632
115.2696
114.5808
113.8969
113.2178
112.5434
111.8737
111.2087
110.5484
109.8927
109.2415
108.5949
107.9528
107.3151
106.6819
106.0531
105.4287
104.8086
104.1928
103.5813
102.9740
102.3709
101.7720
101.1772
100.5866
100.0000
99.4175
98.8390
18,749.58
18,649.41
18,549.83
18,450.82
18,352.40
18,254.54
18,157.25
18,060.53
17,964.37
17,868.77
17,773.72
17,679.23
17,585.28
17,491.88
17,399.02
17,306.69
17,214.90
17,123.64
18,265.54
18,159.12
18,053.36
17,948.27
17,843.85
17,740.08
17,636.96
17,534.50
17,432.68
17,331.49
17,230.95
17,131.04
17,031.75
16,933.09
16,835.04
16,737.61
16,640.79
16,544.58
17,794.00
17,681.71
17,570.18
17,459.41
17,349.39
17,240.11
17,131.58
17,023.78
16,916.72
16,810.37
16,704.75
16,599.84
16,495.64
16,392.15
16,289.35
16,187.25
16,085.83
15,985.10
710,719.96
705,891.02
701,097.21
696,338.26
691,613.91
686,923.89
682,267.92
677,645.75
673,057.12
668,501.75
663,979.41
659,489.83
655,032.76
650,607.95
646,215.14
641,854.10
637,524.58
633,226.34
982,644.45
976,938.83
971,272.48
965,645.11
960,056.44
954,506.16
948,993.99
943,519.63
938,082.82
932,683.26
927,320.67
921,994.78
916,705.31
911,451.99
906,234.55
901,052.71
895,906.22
890,794.80
98.2644
97.6939
97.1272
96.5645
96.0056
95.4506
94.8994
94.3520
93.8083
93.2683
92.7321
92.1995
91.6705
91.1452
90.6235
90.1053
89.5906
89.0795
Macauly
Duration
0.0185787
0.01859056
0.01860237
0.01861413
0.01862583
0.01863747
0.01864905
0.01866057
0.01867204
0.01868345
0.0186948
0.01870609
0.01871733
0.0187285
0.01873961
0.01875067
0.01876167
0.0187726
0.01878348
0.0187943
0.01880505
0.01881574
0.01882638
0.01883695
0.01853236
0.01853496
0.01853749
0.01853997
0.01854238
0.01854474
0.01854704
0.01854928
0.01855146
0.01855357
0.01855563
0.01855763
0.01855957
0.01856145
0.01856326
0.01856502
0.01856672
0.01856835
0.01856993
0.01857144
0.01857289
0.01857428
0.01857561
0.01857687
0.01848615
0.01847952
0.01847284
0.0184661
0.01845932
0.01845248
0.01844559
0.01843865
0.01843165
0.0184246
0.0184175
0.01841035
0.01840314
0.01839588
0.01838857
0.01838121
0.01837379
0.01836632
0.0183588
0.01835122
0.01834359
0.01833591
0.01832818
0.01832039
0.7560420104
0.7553941147
0.7547447366
0.7540938757
0.753441532
0.7527877053
0.7521323955
0.7514756025
0.7508173263
0.7501575669
0.7494963243
0.7488335984
0.7481693893
0.7475036971
0.746836522
0.746167864
0.7454977233
0.7448261
0.7441529945
0.7434784069
0.7428023375
0.7421247866
0.7414457545
0.7407652416
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
6.1418832
6.1387505
6.1356085
6.1324572
6.1292966
6.1261267
6.1229474
6.1197588
6.1165609
6.1133535
6.1101368
6.1069108
6.1036753
6.1004304
6.0971762
6.0939125
6.0906394
6.0873569
6.0840649
6.0807635
6.0774527
6.0741323
6.0708026
6.0674633
0.01884746
0.01885791
0.0188683
0.01887862
0.01888889
0.01889909
0.01890923
0.0189193
0.01892931
0.01893926
0.01894915
0.01895897
0.01896872
0.01897842
0.01898804
0.01899761
0.01900711
0.01901654
0.01902591
0.01903521
0.01904445
0.01905362
0.01906272
0.01907176
0.01908074
0.01908964
0.01909848
0.01910725
0.01911595
0.01912459
0.01913316
0.01914166
0.01915009
0.01915846
0.01916675
0.01917498
0.01918314
0.01919122
0.01919924
0.01920719
0.01921507
0.01922288
0.01857808
0.01857922
0.0185803
0.01858132
0.01858228
0.01858317
0.01858401
0.01858477
0.01858548
0.01858612
0.0185867
0.01858722
0.01858768
0.01858807
0.01858839
0.01858866
0.01858886
0.01858899
0.01858907
0.01858907
0.01858902
0.0185889
0.01858871
0.01858846
0.01858815
0.01858777
0.01858733
0.01858682
0.01858625
0.01858561
0.0185849
0.01858414
0.0185833
0.0185824
0.01858144
0.01858041
0.01857931
0.01857815
0.01857692
0.01857562
0.01857426
0.01857283
0.01831255
0.01830465
0.0182967
0.0182887
0.01828065
0.01827254
0.01826438
0.01825616
0.01824789
0.01823957
0.0182312
0.01822277
0.01821428
0.01820575
0.01819715
0.01818851
0.01817981
0.01817106
0.01816225
0.01815339
0.01814448
0.01813551
0.01812649
0.01811741
0.01810828
0.0180991
0.01808986
0.01808056
0.01807122
0.01806182
0.01805236
0.01804285
0.01803329
0.01802367
0.018014
0.01800427
0.01799449
0.01798465
0.01797476
0.01796482
0.01795482
0.01794477
0.7400832483
0.7393997748
0.7387148218
0.7380283897
0.7373404788
0.7366510899
0.7359602233
0.7352678797
0.7345740597
0.733878764
0.7331819931
0.7324837478
0.7317840289
0.7310828369
0.7303801729
0.7296760374
0.7289704315
0.7282633559
0.7275548116
0.7268447995
0.7261333205
0.7254203757
0.724705966
0.7239900925
0.7232727564
0.7225539587
0.7218337005
0.721111983
0.7203888075
0.7196641752
0.7189380873
0.7182105452
0.7174815501
0.7167511035
0.7160192067
0.7152858612
0.7145510684
0.7138148298
0.713077147
0.7123380214
0.7115974547
0.7108554484
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
6.0641146
6.0607564
6.0573887
6.0540116
6.0506249
6.0472287
6.043823
6.0404078
6.036983
6.0335487
6.0301049
6.0266516
6.0231887
6.0197163
6.0162343
6.0127427
6.0092416
6.0057309
6.0022107
5.9986809
5.9951415
5.9915925
5.9880339
5.9844658
5.9808881
5.9773007
5.9737038
5.9700973
5.9664812
5.9628555
5.9592202
5.9555752
5.9519207
5.9482566
5.9445828
5.9408995
5.9372065
5.9335039
5.9297918
5.92607
5.9223386
5.9185975
Yield/Price & Modified Duration Estimate

135.0000
125.0000
115.0000
Bond Price
105.0000
95.0000
85.0000
0.00%
1.00%
2.00%
3.00%
4.00%
Yield
Price
Price Estimate
5.00%
6.00%
7.00%
8.00%
Modified
Duration
6.126567
6.120389
6.114209
6.108025
6.101838
6.095648
6.089455
6.083259
6.07706
6.070858
6.064652
6.058443
6.052231
6.046016
6.039798
6.033577
6.027352
6.021124
6.014894
6.00866
6.002422
5.996182
5.989938
5.983692
Yield
Price
0.50% 130.9172
0.60% 130.1179
0.70% 129.3244
0.80% 128.5365
0.90% 127.7542
1.00% 126.9774
1.10% 126.2062
1.20% 125.4403
1.30% 124.6800
1.40% 123.9250
1.50% 123.1753
1.60% 122.4309
1.70% 121.6918
1.80% 120.9579
1.90% 120.2292
2.00% 119.5056
2.10% 118.7870
2.20% 118.0736
2.30% 117.3652
2.40% 116.6617
2.50% 115.9632
2.60% 115.2696
2.70% 114.5808
2.80% 113.8969
5.977442
5.971189
5.964932
5.958673
5.95241
5.946144
5.939875
5.933603
5.927327
5.921049
5.914767
5.908482
5.902194
5.895902
5.889608
5.88331
5.877009
5.870705
5.864397
5.858087
5.851773
5.845456
5.839136
5.832813
5.826486
5.820157
5.813824
5.807488
5.801148
5.794806
5.788461
5.782112
5.77576
5.769405
5.763047
5.756686
5.750321
5.743953
5.737583
5.731209
5.724832
5.718452
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
113.2178
112.5434
111.8737
111.2087
110.5484
109.8927
109.2415
108.5949
107.9528
107.3151
106.6819
106.0531
105.4287
104.8086
104.1928
103.5813
102.9740
102.3709
101.7720
101.1772
100.5866
100.0000
99.4175
98.8390
98.2644
97.6939
97.1272
96.5645
96.0056
95.4506
94.8994
94.3520
93.8083
93.2683
92.7321
92.1995
91.6705
91.1452
90.6235
90.1053
89.5906
89.0795
Modified Duration of 5%, 7 year Bond by Yield

6.2
6.1
6
5.9
Modified Duration
5.8
5.7
5.6
5.5
0.00%
1.00%
2.00%
3.00%
4.00%
Yield
5.00%
6.00%
7.00%
8.00%
Price Estimate
126.3046
125.7200
125.1355
124.5509
123.9664
123.3818
122.7973
122.2127
121.6282
121.0436
120.4591
119.8746
119.2900
118.7055
118.1209
117.5364
116.9518
116.3673
115.7827
115.1982
114.6136
114.0291
113.4445
112.8600
Yield
Modified Duration
0.50% 6.126567
0.60% 6.120389
0.70% 6.114209
0.80% 6.108025
0.90% 6.101838
1.00% 6.095648
1.10% 6.089455
1.20% 6.083259
1.30% 6.07706
1.40% 6.070858
1.50% 6.064652
1.60% 6.058443
1.70% 6.052231
1.80% 6.046016
1.90% 6.039798
2.00% 6.033577
2.10% 6.027352
2.20% 6.021124
2.30% 6.014894
2.40% 6.00866
2.50% 6.002422
2.60% 5.996182
2.70% 5.989938
2.80% 5.983692
112.2755
111.6909
111.1064
110.5218
109.9373
109.3527
108.7682
108.1836
107.5991
107.0145
106.4300
105.8455
105.2609
104.6764
104.0918
103.5073
102.9227
102.3382
101.7536
101.1691
100.5845
100.0000
99.4155
98.8309
98.2464
97.6618
97.0773
96.4927
95.9082
95.3236
94.7391
94.1545
93.5700
92.9855
92.4009
91.8164
91.2318
90.6473
90.0627
89.4782
88.8936
88.3091
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
5.977442
5.971189
5.964932
5.958673
5.95241
5.946144
5.939875
5.933603
5.927327
5.921049
5.914767
5.908482
5.902194
5.895902
5.889608
5.88331
5.877009
5.870705
5.864397
5.858087
5.851773
5.845456
5.839136
5.832813
5.826486
5.820157
5.813824
5.807488
5.801148
5.794806
5.788461
5.782112
5.77576
5.769405
5.763047
5.756686
5.750321
5.743953
5.737583
5.731209
5.724832
5.718452
Years to Maturity
Coupon Rate
Maturity Value
Cash Flows
Period
Coupon
Maturity
Periodic
Discount Factors
Yield
0.50%
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
7
2
3.00%
1,000,000
1
15,000
2
15,000
3
15,000
15,000
15,000
15,000
0.9975062344
0.9970089731
0.9965122073
0.9960159363
0.9955201593
0.9950248756
0.9945300845
0.9940357853
0.9935419771
0.9930486594
0.9925558313
0.9920634921
0.9915716411
0.9910802775
0.9905894007
0.9900990099
0.9896091044
0.9891196835
0.9886307464
0.9881422925
0.987654321
0.9871668312
0.9866798224
0.9861932939
0.99501869
0.99402689
0.99303658
0.99204775
0.99106039
0.9900745
0.98909009
0.98810714
0.98712566
0.98614564
0.98516708
0.98418997
0.98321432
0.98224012
0.98126736
0.98029605
0.97932618
0.97835775
0.97739075
0.97642519
0.97546106
0.97449835
0.97353707
0.97257721
0.99253734
0.99105373
0.98957307
0.98809536
0.98662059
0.98514876
0.98367985
0.98221386
0.98075078
0.97929061
0.97783333
0.97637894
0.97492744
0.97347881
0.97203305
0.97059015
0.9691501
0.96771291
0.96627855
0.96484703
0.96341833
0.96199245
0.96056939
0.95914913
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
0.9857072449
0.9852216749
0.984736583
0.9842519685
0.9837678308
0.9832841691
0.9828009828
0.9823182711
0.9818360334
0.9813542689
0.9808729769
0.9803921569
0.9799118079
0.9794319295
0.9789525208
0.9784735812
0.97799511
0.9775171065
0.9770395701
0.9765625
0.9760858956
0.9756097561
0.9751340809
0.9746588694
0.9741841208
0.9737098345
0.9732360097
0.9727626459
0.9722897423
0.9718172983
0.9713453133
0.9708737864
0.9704027171
0.9699321048
0.9694619486
0.9689922481
0.9685230024
0.968054211
0.9675858732
0.9671179884
0.9666505558
0.9661835749

Yield
0.50%
14,962.59
0.97161877
0.97066175
0.96970614
0.96875194
0.96779914
0.96684776
0.96589777
0.96494919
0.964002
0.9630562
0.9621118
0.96116878
0.96022715
0.9592869
0.95834804
0.95741055
0.95647444
0.95553969
0.95460632
0.95367432
0.95274368
0.9518144
0.95088648
0.94995991
0.9490347
0.94811084
0.94718833
0.94626717
0.94534734
0.94442886
0.94351172
0.94259591
0.94168143
0.94076829
0.93985647
0.93894598
0.93803681
0.93712896
0.93622242
0.9353172
0.9344133
0.9335107
0.95773166
0.95631699
0.95490511
0.953496
0.95208967
0.95068609
0.94928528
0.94788722
0.9464919
0.94509931
0.94370946
0.94232233
0.94093792
0.93955622
0.93817723
0.93680093
0.93542732
0.9340564
0.93268815
0.93132257
0.92995966
0.92859941
0.92724181
0.92588685
0.92453454
0.92318485
0.92183779
0.92049335
0.91915152
0.9178123
0.91647568
0.91514166
0.91381022
0.91248137
0.91115508
0.90983137
0.90851022
0.90719163
0.90587559
0.90456209
0.90325113
0.90194271
14,925.28
14,888.06
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
14,955.13
14,947.68
14,940.24
14,932.80
14,925.37
14,917.95
14,910.54
14,903.13
14,895.73
14,888.34
14,880.95
14,873.57
14,866.20
14,858.84
14,851.49
14,844.14
14,836.80
14,829.46
14,822.13
14,814.81
14,807.50
14,800.20
14,792.90
14,785.61
14,778.33
14,771.05
14,763.78
14,756.52
14,749.26
14,742.01
14,734.77
14,727.54
14,720.31
14,713.09
14,705.88
14,698.68
14,691.48
14,684.29
14,677.10
14,669.93
14,662.76
14,655.59
14,648.44
14,641.29
14,634.15
14,627.01
14,619.88
14,910.40
14,895.55
14,880.72
14,865.91
14,851.12
14,836.35
14,821.61
14,806.88
14,792.18
14,777.51
14,762.85
14,748.21
14,733.60
14,719.01
14,704.44
14,689.89
14,675.37
14,660.86
14,646.38
14,631.92
14,617.48
14,603.06
14,588.66
14,574.28
14,559.93
14,545.59
14,531.28
14,516.99
14,502.72
14,488.47
14,474.24
14,460.03
14,445.84
14,431.68
14,417.53
14,403.41
14,389.30
14,375.22
14,361.16
14,347.12
14,333.10
14,319.09
14,305.11
14,291.16
14,277.22
14,263.30
14,249.40
14,865.81
14,843.60
14,821.43
14,799.31
14,777.23
14,755.20
14,733.21
14,711.26
14,689.36
14,667.50
14,645.68
14,623.91
14,602.18
14,580.50
14,558.85
14,537.25
14,515.69
14,494.18
14,472.71
14,451.27
14,429.89
14,408.54
14,387.24
14,365.97
14,344.75
14,323.58
14,302.44
14,281.34
14,260.29
14,239.28
14,218.31
14,197.38
14,176.49
14,155.64
14,134.84
14,114.07
14,093.34
14,072.66
14,052.01
14,031.41
14,010.85
13,990.32
13,969.84
13,949.39
13,928.99
13,908.63
13,888.30
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
Cash Flow Weight

Yield
0.50%
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
14,612.76
14,605.65
14,598.54
14,591.44
14,584.35
14,577.26
14,570.18
14,563.11
14,556.04
14,548.98
14,541.93
14,534.88
14,527.85
14,520.81
14,513.79
14,506.77
14,499.76
14,492.75
0.0127693107
0.012844967
0.0129210044
0.0129974243
0.0130742279
0.0131514169
0.0132289927
0.0133069565
0.01338531
0.0134640546
0.0135431915
0.0136227225
0.0137026487
0.0137829718
0.0138636931
0.013944814
0.0140263362
0.0141082608
0.0141905895
0.0142733237
0.0143564648
0.0144400143
0.0145239736
0.0146083442
14,235.52
14,221.66
14,207.82
14,194.01
14,180.21
14,166.43
14,152.68
14,138.94
14,125.22
14,111.52
14,097.85
14,084.19
14,070.55
14,056.93
14,043.34
14,029.76
14,016.20
14,002.66
13,868.02
13,847.77
13,827.57
13,807.40
13,787.27
13,767.18
13,747.14
13,727.12
13,707.15
13,687.22
13,667.33
13,647.47
13,627.65
13,607.87
13,588.13
13,568.43
13,548.77
13,529.14
0.01273747
0.01280655
0.01287594
0.01294564
0.01301566
0.01308599
0.01315663
0.01322759
0.01329887
0.01337046
0.01344237
0.01351461
0.01358716
0.01366003
0.01373323
0.01380675
0.01388059
0.01395476
0.01402925
0.01410407
0.01417922
0.0142547
0.01433051
0.01440665
0.0127057
0.01276824
0.01283103
0.01289407
0.01295735
0.01302088
0.01308467
0.0131487
0.01321298
0.01327752
0.01334231
0.01340735
0.01347264
0.01353819
0.01360399
0.01367005
0.01373636
0.01380293
0.01386975
0.01393683
0.01400417
0.01407177
0.01413963
0.01420774
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
0.0146931276
0.0147783251
0.0148639383
0.0149499686
0.0150364175
0.0151232864
0.0152105768
0.0152982901
0.0153864279
0.0154749915
0.0155639825
0.0156534023
0.0157432523
0.0158335341
0.0159242491
0.0160153987
0.0161069845
0.0161990078
0.0162914703
0.0163843732
0.0164777182
0.0165715066
0.01666574
0.0167604198
0.0168555474
0.0169511244
0.0170471522
0.0171436323
0.0172405661
0.0173379551
0.0174358009
0.0175341047
0.0176328682
0.0177320928
0.0178317799
0.0179319311
0.0180325477
0.0181336313
0.0182351833
0.0183372052
0.0184396985
0.0185426645
0.01448312
0.01455993
0.01463706
0.01471454
0.01479234
0.01487049
0.01494897
0.01502779
0.01510695
0.01518645
0.01526629
0.01534647
0.015427
0.01550787
0.01558908
0.01567064
0.01575255
0.01583481
0.01591741
0.01600036
0.01608367
0.01616732
0.01625133
0.01633569
0.01642041
0.01650548
0.0165909
0.01667669
0.01676283
0.01684932
0.01693618
0.0170234
0.01711098
0.01719893
0.01728723
0.0173759
0.01746494
0.01755434
0.01764411
0.01773424
0.01782474
0.01791562
0.01427612
0.01434475
0.01441365
0.01448281
0.01455223
0.01462192
0.01469186
0.01476207
0.01483255
0.01490329
0.01497429
0.01504556
0.0151171
0.0151889
0.01526097
0.01533331
0.01540592
0.01547879
0.01555194
0.01562536
0.01569904
0.015773
0.01584723
0.01592173
0.0159965
0.01607154
0.01614686
0.01622246
0.01629832
0.01637447
0.01645088
0.01652758
0.01660454
0.01668179
0.01675931
0.01683711
0.01691519
0.01699355
0.01707219
0.0171511
0.0172303
0.01730978
6.272
4
15,000
5
15,000
6
15,000
7
15,000
8
15,000
9
15,000
10
15,000
15,000
15,000
15,000
15,000
15,000
15,000
15,000
0.99006219
0.98808946
0.98612165
0.98415873
0.98220069
0.98024752
0.9782992
0.97635572
0.97441707
0.97248322
0.97055417
0.9686299
0.9667104
0.96479565
0.96288563
0.96098034
0.95907977
0.95718388
0.95529268
0.95340615
0.95152428
0.94964704
0.94777443
0.94590644
0.98759321
0.98513406
0.98268226
0.98023778
0.97780059
0.97537067
0.97294799
0.97053253
0.96812426
0.96572316
0.9633292
0.96094236
0.95856262
0.95618994
0.9538243
0.95146569
0.94911407
0.94676942
0.94443172
0.94210094
0.93977706
0.93746006
0.93514991
0.93284658
0.98513038
0.9821875
0.97925487
0.97633245
0.9734202
0.97051808
0.96762605
0.96474407
0.96187209
0.95901009
0.95615802
0.95331584
0.95048351
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0.01376367
0.0138093
0.01385503
0.01390085
0.01394677
0.01399278
0.01403889
0.01408509
0.01413138
0.01417777
0.01422425
0.01427083
0.0143175
0.01436426
0.01441112
0.01445807
0.01450511
0.01455225
0.01459948
0.0146468
0.01469421
0.01474172
0.01478932
0.01483701
0.01488479
0.01493266
0.01498063
0.01502869
0.01507683
0.01512507
0.0151734
0.01522182
0.01527033
0.01531894
0.01536763
0.01541641
0.01546528
0.01551424
0.01556329
0.01561243
0.01347727
0.0135154
0.01355359
0.01359183
0.01363013
0.01366849
0.0137069
0.01374536
0.01378388
0.01382246
0.01386109
0.01389977
0.01393851
0.0139773
0.01401615
0.01405505
0.014094
0.01413301
0.01417207
0.01421118
0.01425034
0.01428956
0.01432883
0.01436815
0.01440752
0.01444694
0.01448641
0.01452594
0.01456551
0.01460514
0.01464481
0.01468454
0.01472431
0.01476413
0.01480401
0.01484393
0.0148839
0.01492392
0.01496398
0.0150041
0.01504426
0.01508447
0.01328464
0.01331567
0.01334672
0.01337779
0.01340889
0.01344001
0.01347115
0.01350232
0.01353351
0.01356473
0.01359597
0.01362723
0.01365851
0.01368982
0.01372115
0.01375249
0.01378387
0.01381526
0.01384667
0.0138781
0.01390956
0.01394103
0.01397253
0.01400404
0.01403557
0.01406713
0.0140987
0.01413029
0.0141619
0.01419352
0.01422517
0.01425683
0.01428851
0.01432021
0.01435192
0.01438365
0.0144154
0.01444716
0.01447894
0.01451073
0.01454254
0.01457437
0.01309477
0.01311888
0.013143
0.01316711
0.01319123
0.01321535
0.01323946
0.01326358
0.01328769
0.01331181
0.01333592
0.01336003
0.01338414
0.01340824
0.01343235
0.01345645
0.01348055
0.01350465
0.01352874
0.01355284
0.01357692
0.01360101
0.01362509
0.01364916
0.01367323
0.0136973
0.01372136
0.01374542
0.01376947
0.01379351
0.01381755
0.01384158
0.01386561
0.01388963
0.01391364
0.01393765
0.01396165
0.01398564
0.01400962
0.01403359
0.01405756
0.01408151
0.01290761
0.01292501
0.01294239
0.01295976
0.01297711
0.01299444
0.01301176
0.01302905
0.01304633
0.0130636
0.01308084
0.01309807
0.01311527
0.01313246
0.01314963
0.01316678
0.01318391
0.01320103
0.01321812
0.01323519
0.01325224
0.01326928
0.01328629
0.01330328
0.01332025
0.0133372
0.01335412
0.01337103
0.01338791
0.01340477
0.01342161
0.01343843
0.01345523
0.013472
0.01348875
0.01350547
0.01352217
0.01353885
0.01355551
0.01357214
0.01358875
0.01360533
Yield/Price & M
120.0000
110.0000
100.0000
Bond Price
90.0000
80.0000
11
15,000
12
15,000
13
15,000
15,000
15,000
15,000
0.97290807
0.96758636
0.96229639
0.95703795
0.95181084
0.94661487
0.94144982
0.9363155
0.93121171
0.92613826
0.92109494
0.91608157
0.91109796
0.9061439
0.90121922
0.89632372
0.89145721
0.88661952
0.88181045
0.87702982
0.87227746
0.86755317
0.86285678
0.85818811
0.97048187
0.96469228
0.9589401
0.95322505
0.94754688
0.94190534
0.93630017
0.93073111
0.92519792
0.91970035
0.91423815
0.90881108
0.90341889
0.89806135
0.8927382
0.88744923
0.88219417
0.87697282
0.87178492
0.86663026
0.8615086
0.85641971
0.85136338
0.84633936
0.96806171
0.96180686
0.95559551
0.94942734
0.94330202
0.93721924
0.93117868
0.92518003
0.91922297
0.9133072
0.90743241
0.9015983
0.89580456
0.89005089
0.884337
0.8786626
0.87302739
0.86743108
0.86187338
0.85635401
0.85087269
0.84542914
0.84002306
0.8346542
14
15,000
1,000,000
1,015,000
0.9656475921
0.9589300707
0.9522625927
0.9456447606
0.9390761804
0.9325564611
0.9260852155
0.9196620591
0.913286611
0.9069584935
0.9006773319
0.8944427547
0.8882543936
0.8821118833
0.8760148617
0.8699629696
0.8639558508
0.8579931523
0.8520745238
0.846199618
0.8403680906
0.8345796002
0.8288338081
0.8231303784
70.0000
0.00%
1.00
0.85354699
0.84893323
0.84434667
0.83978713
0.83525443
0.83074841
0.82626889
0.82181572
0.81738871
0.8129877
0.80861253
0.80426304
0.79993905
0.79564042
0.79136697
0.78711855
0.78289499
0.77869615
0.77452187
0.77037198
0.76624633
0.76214478
0.75806717
0.75401334
0.74998316
0.74597646
0.7419931
0.73803293
0.73409581
0.73018159
0.72629013
0.72242128
0.7185749
0.71475085
0.71094899
0.70716919
0.70341129
0.69967517
0.69596069
0.69226771
0.68859609
0.68494571
0.84134745
0.83638742
0.83145905
0.82656213
0.82169644
0.81686176
0.81205788
0.80728459
0.80254169
0.79782895
0.79314618
0.78849318
0.78386973
0.77927563
0.77471069
0.7701747
0.76566748
0.76118881
0.75673851
0.75231638
0.74792224
0.74355589
0.73921713
0.73490579
0.73062168
0.72636461
0.7221344
0.71793086
0.71375382
0.7096031
0.70547851
0.70137988
0.69730703
0.6932598
0.689238
0.68524146
0.68127002
0.6773235
0.67340173
0.66950455
0.6656318
0.6617833
0.82932228
0.82402702
0.81876815
0.81354541
0.80835852
0.80320724
0.79809128
0.79301041
0.78796435
0.78295285
0.77797566
0.77303253
0.7681232
0.76324743
0.75840498
0.7535956
0.74881905
0.74407508
0.73936347
0.73468397
0.73003635
0.72542038
0.72083582
0.71628245
0.71176004
0.70726837
0.7028072
0.69837633
0.69397552
0.68960457
0.68526324
0.68095134
0.67666864
0.67241494
0.66819001
0.66399366
0.65982568
0.65568586
0.651574
0.6474899
0.64343335
0.63940415
14,593.62
14,557.23
14,520.93
0.8174689783
0.8118492775
0.8062709485
0.8007336667
0.79523711
0.7897809591
0.7843648973
0.7789886106
0.7736517875
0.7683541192
0.7630952995
0.7578750246
0.7526929933
0.7475489069
0.7424424692
0.7373733864
0.7323413672
0.7273461226
0.7223873662
0.7174648137
0.7125781834
0.7077271958
0.7029115736
0.6981310421
0.6933853285
0.6886741627
0.6839972763
0.6793544035
0.6747452805
0.6701696458
0.66562724
0.6611178058
0.6566410881
0.6521968337
0.6477847917
0.6434047131
0.6390563512
0.634739461
0.6304537997
0.6261991264
0.6219752022
0.6177817903
980,132.31

1,171,762.04 117.1762
14,513.80
14,434.45
14,355.57
14,277.16
14,199.22
14,121.75
14,044.73
13,968.18
13,892.07
13,816.42
13,741.22
13,666.47
13,592.16
13,518.29
13,444.86
13,371.86
13,299.29
13,227.16
13,155.45
13,084.16
13,013.30
12,942.85
12,872.82
12,803.20
12,734.00
12,665.20
12,596.81
12,528.82
12,461.23
12,394.03
12,327.24
12,260.83
12,194.82
12,129.19
12,063.95
11,999.09
11,934.61
11,870.50
11,806.78
11,743.42
11,680.44
11,617.83
11,555.58
11,493.70
11,432.17
11,371.01
11,310.20
14,470.38
14,384.10
14,298.38
14,213.20
14,128.58
14,044.50
13,960.97
13,877.97
13,795.51
13,713.57
13,632.17
13,551.28
13,470.92
13,391.07
13,311.74
13,232.91
13,154.59
13,076.77
12,999.45
12,922.63
12,846.30
12,770.45
12,695.09
12,620.21
12,545.81
12,471.89
12,398.43
12,325.45
12,252.93
12,180.87
12,109.27
12,038.13
11,967.43
11,897.19
11,827.40
11,758.05
11,689.13
11,620.66
11,552.62
11,485.01
11,417.83
11,351.08
11,284.75
11,218.83
11,153.34
11,088.26
11,023.59
14,427.10
14,333.93
14,241.41
14,149.53
14,058.29
13,967.68
13,877.70
13,788.34
13,699.61
13,611.49
13,523.97
13,437.07
13,350.76
13,265.06
13,179.94
13,095.41
13,011.47
12,928.10
12,845.31
12,763.09
12,681.44
12,600.35
12,519.81
12,439.83
12,360.41
12,281.52
12,203.18
12,125.38
12,048.11
11,971.37
11,895.16
11,819.47
11,744.29
11,669.63
11,595.49
11,521.85
11,448.71
11,376.07
11,303.93
11,232.29
11,161.13
11,090.45
11,020.26
10,950.55
10,881.31
10,812.54
10,744.24
973,314.02
966,546.53
959,829.43
953,162.32
946,544.81
939,976.49
933,456.99
926,985.91
920,562.87
914,187.49
907,859.40
901,578.21
895,343.56
889,155.08
883,012.41
876,915.19
870,863.05
864,855.64
858,892.61
852,973.61
847,098.29
841,266.32
835,477.33
829,731.01
824,027.02
818,365.01
812,744.67
807,165.67
801,627.67
796,130.37
790,673.44
785,256.56
779,879.43
774,541.73
769,243.15
763,983.39
758,762.14
753,579.11
748,433.99
743,326.49
738,256.31
733,223.18
728,226.79
723,266.86
718,343.10
713,455.25
708,603.01
1,164,279.72
1,156,851.48
1,149,476.91
1,142,155.58
1,134,887.08
1,127,670.99
1,120,506.91
1,113,394.43
1,106,333.15
1,099,322.67
1,092,362.59
1,085,452.52
1,078,592.08
1,071,780.87
1,065,018.52
1,058,304.64
1,051,638.85
1,045,020.80
1,038,450.10
1,031,926.38
1,025,449.29
1,019,018.47
1,012,633.54
1,006,294.17
1,000,000.00
993,750.68
987,545.85
981,385.19
975,268.35
969,194.99
963,164.77
957,177.37
951,232.45
945,329.68
939,468.76
933,649.34
927,871.12
922,133.77
916,436.99
910,780.46
905,163.87
899,586.92
894,049.31
888,550.72
883,090.88
877,669.47
872,286.21
116.4280
115.6851
114.9477
114.2156
113.4887
112.7671
112.0507
111.3394
110.6333
109.9323
109.2363
108.5453
107.8592
107.1781
106.5019
105.8305
105.1639
104.5021
103.8450
103.1926
102.5449
101.9018
101.2634
100.6294
100.0000
99.3751
98.7546
98.1385
97.5268
96.9195
96.3165
95.7177
95.1232
94.5330
93.9469
93.3649
92.7871
92.2134
91.6437
91.0780
90.5164
89.9587
89.4049
88.8551
88.3091
87.7669
87.2286
11,249.75
11,189.65
11,129.90
11,070.49
11,011.44
10,952.72
10,894.35
10,836.32
10,778.62
10,721.26
10,664.23
10,607.54
10,551.17
10,495.13
10,439.41
10,384.02
10,328.94
10,274.19
10,959.33
10,895.47
10,832.02
10,768.96
10,706.31
10,644.05
10,582.18
10,520.70
10,459.61
10,398.90
10,338.57
10,278.62
10,219.05
10,159.85
10,101.03
10,042.57
9,984.48
9,926.75
10,676.40
10,609.03
10,542.11
10,475.64
10,409.63
10,344.07
10,278.95
10,214.27
10,150.03
10,086.22
10,022.85
9,959.90
9,897.39
9,835.29
9,773.61
9,712.35
9,651.50
9,591.06
703,786.11
699,004.28
694,257.24
689,544.72
684,866.46
680,222.19
675,611.65
671,034.57
666,490.70
661,979.79
657,501.56
653,055.78
648,642.20
644,260.55
639,910.61
635,592.11
631,304.83
627,048.52
866,940.80
861,632.96
856,362.40
851,128.83
845,931.97
840,771.55
835,647.29
830,558.90
825,506.13
820,488.69
815,506.32
810,558.75
805,645.73
800,766.98
795,922.25
791,111.28
786,333.81
781,589.59
86.6941
86.1633
85.6362
85.1129
84.5932
84.0772
83.5647
83.0559
82.5506
82.0489
81.5506
81.0559
80.5646
80.0767
79.5922
79.1111
78.6334
78.1590
Macauly
Duration
0.01245442
0.0124659
0.01247735
0.01248878
0.01250019
0.01251157
0.01252293
0.01253427
0.01254558
0.01255686
0.01256812
0.01257936
0.01259057
0.01260176
0.01261292
0.01262406
0.01263517
0.01264625
0.01265731
0.01266835
0.01267936
0.01269034
0.01270129
0.01271222
0.01242337
0.01242861
0.01243384
0.01243903
0.01244419
0.01244933
0.01245443
0.01245951
0.01246456
0.01246958
0.01247457
0.01247952
0.01248446
0.01248936
0.01249423
0.01249907
0.01250388
0.01250866
0.01251341
0.01251813
0.01252282
0.01252748
0.01253211
0.01253671
0.01239238
0.01239144
0.01239047
0.01238947
0.01238844
0.01238739
0.01238631
0.0123852
0.01238406
0.0123829
0.0123817
0.01238048
0.01237923
0.01237795
0.01237665
0.01237531
0.01237395
0.01237256
0.01237114
0.01236969
0.01236822
0.01236671
0.01236518
0.01236362
0.8364601968
0.8359795395
0.8354975097
0.8350141052
0.8345293237
0.8340431631
0.8335556211
0.8330666956
0.8325763843
0.8320846851
0.8315915958
0.8310971143
0.8306012384
0.8301039661
0.8296052951
0.8291052235
0.8286037491
0.8281008699
0.8275965837
0.8270908886
0.8265837825
0.8260752634
0.8255653292
0.825053978
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
6.4247524
6.4224892
6.4202181
6.4179392
6.4156523
6.4133575
6.4110547
6.4087439
6.4064251
6.4040983
6.4017635
6.3994207
6.3970697
6.3947107
6.3923436
6.3899684
6.387585
6.3851935
6.3827939
6.380386
6.37797
6.3755457
6.3731132
6.3706724
0.01272312
0.012734
0.01274485
0.01275567
0.01276646
0.01277723
0.01278797
0.01279868
0.01280936
0.01282002
0.01283064
0.01284124
0.01285181
0.01286235
0.01287287
0.01288335
0.0128938
0.01290423
0.01291463
0.01292499
0.01293533
0.01294563
0.01295591
0.01296616
0.01297637
0.01298656
0.01299671
0.01300684
0.01301693
0.01302699
0.01303702
0.01304702
0.01305699
0.01306692
0.01307683
0.0130867
0.01309654
0.01310634
0.01311612
0.01312586
0.01313557
0.01314524
0.01254127
0.01254581
0.01255032
0.01255479
0.01255923
0.01256365
0.01256803
0.01257238
0.01257669
0.01258098
0.01258523
0.01258945
0.01259364
0.0125978
0.01260192
0.01260602
0.01261008
0.01261411
0.0126181
0.01262206
0.01262599
0.01262989
0.01263375
0.01263758
0.01264138
0.01264514
0.01264887
0.01265257
0.01265623
0.01265986
0.01266345
0.01266701
0.01267054
0.01267403
0.01267749
0.01268091
0.0126843
0.01268765
0.01269097
0.01269426
0.0126975
0.01270072
0.01236203
0.01236041
0.01235876
0.01235708
0.01235537
0.01235363
0.01235187
0.01235007
0.01234825
0.0123464
0.01234451
0.0123426
0.01234066
0.01233869
0.01233669
0.01233465
0.01233259
0.0123305
0.01232838
0.01232623
0.01232405
0.01232184
0.0123196
0.01231733
0.01231503
0.0123127
0.01231034
0.01230794
0.01230552
0.01230307
0.01230058
0.01229807
0.01229552
0.01229295
0.01229034
0.0122877
0.01228503
0.01228233
0.0122796
0.01227684
0.01227405
0.01227123
0.8245412078
0.8240270166
0.8235114025
0.8229943635
0.8224758977
0.8219560032
0.8214346781
0.8209119204
0.8203877284
0.8198621001
0.8193350338
0.8188065275
0.8182765796
0.8177451881
0.8172123513
0.8166780675
0.8161423349
0.8156051517
0.8150665163
0.8145264268
0.8139848818
0.8134418794
0.812897418
0.812351496
0.8118041117
0.8112552637
0.8107049501
0.8101531696
0.8095999205
0.8090452013
0.8084890106
0.8079313467
0.8073722082
0.8068115936
0.8062495015
0.8056859305
0.8051208792
0.8045543461
0.8039863298
0.8034168291
0.8028458427
0.802273369
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
6.3682234
6.3657661
6.3633005
6.3608266
6.3583443
6.3558537
6.3533548
6.3508474
6.3483317
6.3458076
6.343275
6.340734
6.3381845
6.3356265
6.3330601
6.3304851
6.3279016
6.3253096
6.3227091
6.3200999
6.3174822
6.3148559
6.312221
6.3095774
6.3069252
6.3042643
6.3015948
6.2989166
6.2962297
6.293534
6.2908296
6.2881165
6.2853946
6.282664
6.2799245
6.2771763
6.2744192
6.2716533
6.2688786
6.266095
6.2633025
6.2605011
Yield/Price & Modified Duration Price Estimate

120.0000
110.0000
100.0000
Bond Price
90.0000
80.0000
70.0000
0.00%
1.00%
2.00%
3.00%
4.00%
Yield
Price
Price Estimate
5.00%
6.00%
7.00%
8.00%
Modified
Duration
6.408731
6.403279
6.397826
6.39237
6.386911
6.38145
6.375987
6.370521
6.365052
6.359581
6.354108
6.348632
6.343153
6.337672
6.332188
6.326701
6.321212
6.315721
6.310226
6.304729
6.29923
6.293727
6.288222
6.282714
Yield
Price
0.50% 117.1762
0.60% 116.4280
0.70% 115.6851
0.80% 114.9477
0.90% 114.2156
1.00% 113.4887
1.10% 112.7671
1.20% 112.0507
1.30% 111.3394
1.40% 110.6333
1.50% 109.9323
1.60% 109.2363
1.70% 108.5453
1.80% 107.8592
1.90% 107.1781
2.00% 106.5019
2.10% 105.8305
2.20% 105.1639
2.30% 104.5021
2.40% 103.8450
2.50% 103.1926
2.60% 102.5449
2.70% 101.9018
2.80% 101.2634
6.277204
6.271691
6.266175
6.260656
6.255135
6.24961
6.244083
6.238553
6.233021
6.227485
6.221947
6.216406
6.210862
6.205315
6.199765
6.194212
6.188657
6.183098
6.177537
6.171973
6.166405
6.160835
6.155262
6.149686
6.144106
6.138524
6.132939
6.127351
6.12176
6.116165
6.110568
6.104967
6.099364
6.093757
6.088148
6.082535
6.076919
6.0713
6.065678
6.060053
6.054425
6.048793
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
100.6294
100.0000
99.3751
98.7546
98.1385
97.5268
96.9195
96.3165
95.7177
95.1232
94.5330
93.9469
93.3649
92.7871
92.2134
91.6437
91.0780
90.5164
89.9587
89.4049
88.8551
88.3091
87.7669
87.2286
86.6941
86.1633
85.6362
85.1129
84.5932
84.0772
83.5647
83.0559
82.5506
82.0489
81.5506
81.0559
80.5646
80.0767
79.5922
79.1111
78.6334
78.1590
Price Estimate
115.4021
114.7860
114.1699
113.5538
112.9378
112.3217
111.7056
111.0895
110.4734
109.8573
109.2413
108.6252
108.0091
107.3930
106.7769
106.1608
105.5448
104.9287
104.3126
103.6965
103.0804
102.4643
101.8483
101.2322
100.6161
100.0000
99.3839
98.7678
98.1517
97.5357
96.9196
96.3035
95.6874
95.0713
94.4552
93.8392
93.2231
92.6070
91.9909
91.3748
90.7587
90.1427
89.5266
88.9105
88.2944
87.6783
87.0622
86.4462
85.8301
85.2140
84.5979
83.9818
83.3657
82.7497
82.1336
81.5175
80.9014
80.2853
79.6692
79.0532
78.4371
77.8210
77.2049
76.5888
75.9727
75.3567
Years to Maturity
Coupon Rate
Maturity Value
10
2
5.00%
1,000,000
Modified Duration at Yie
Modified Duration at Yie
Cash Flows
Period
Coupon
Maturity
Periodic
Discount Factors
Yield
0.50%
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
1
25,000
2
25,000
3
25,000
25,000
25,000
25,000
0.9975062344
0.9970089731
0.9965122073
0.9960159363
0.9955201593
0.9950248756
0.9945300845
0.9940357853
0.9935419771
0.9930486594
0.9925558313
0.9920634921
0.9915716411
0.9910802775
0.9905894007
0.9900990099
0.9896091044
0.9891196835
0.9886307464
0.9881422925
0.987654321
0.9871668312
0.9866798224
0.9861932939
0.99501869
0.99402689
0.99303658
0.99204775
0.99106039
0.9900745
0.98909009
0.98810714
0.98712566
0.98614564
0.98516708
0.98418997
0.98321432
0.98224012
0.98126736
0.98029605
0.97932618
0.97835775
0.97739075
0.97642519
0.97546106
0.97449835
0.97353707
0.97257721
0.99253734
0.99105373
0.98957307
0.98809536
0.98662059
0.98514876
0.98367985
0.98221386
0.98075078
0.97929061
0.97783333
0.97637894
0.97492744
0.97347881
0.97203305
0.97059015
0.9691501
0.96771291
0.96627855
0.96484703
0.96341833
0.96199245
0.96056939
0.95914913
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
0.9857072449
0.9852216749
0.984736583
0.9842519685
0.9837678308
0.9832841691
0.9828009828
0.9823182711
0.9818360334
0.9813542689
0.9808729769
0.9803921569
0.9799118079
0.9794319295
0.9789525208
0.9784735812
0.97799511
0.9775171065
0.9770395701
0.9765625
0.9760858956
0.9756097561
0.9751340809
0.9746588694
0.9741841208
0.9737098345
0.9732360097
0.9727626459
0.9722897423
0.9718172983
0.9713453133
0.9708737864
0.9704027171
0.9699321048
0.9694619486
0.9689922481
0.9685230024
0.968054211
0.9675858732
0.9671179884
0.9666505558
0.9661835749

Yield
0.50%
24,937.66
0.97161877
0.97066175
0.96970614
0.96875194
0.96779914
0.96684776
0.96589777
0.96494919
0.964002
0.9630562
0.9621118
0.96116878
0.96022715
0.9592869
0.95834804
0.95741055
0.95647444
0.95553969
0.95460632
0.95367432
0.95274368
0.9518144
0.95088648
0.94995991
0.9490347
0.94811084
0.94718833
0.94626717
0.94534734
0.94442886
0.94351172
0.94259591
0.94168143
0.94076829
0.93985647
0.93894598
0.93803681
0.93712896
0.93622242
0.9353172
0.9344133
0.9335107
0.95773166
0.95631699
0.95490511
0.953496
0.95208967
0.95068609
0.94928528
0.94788722
0.9464919
0.94509931
0.94370946
0.94232233
0.94093792
0.93955622
0.93817723
0.93680093
0.93542732
0.9340564
0.93268815
0.93132257
0.92995966
0.92859941
0.92724181
0.92588685
0.92453454
0.92318485
0.92183779
0.92049335
0.91915152
0.9178123
0.91647568
0.91514166
0.91381022
0.91248137
0.91115508
0.90983137
0.90851022
0.90719163
0.90587559
0.90456209
0.90325113
0.90194271
24,875.47
24,813.43
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
24,925.22
24,912.81
24,900.40
24,888.00
24,875.62
24,863.25
24,850.89
24,838.55
24,826.22
24,813.90
24,801.59
24,789.29
24,777.01
24,764.74
24,752.48
24,740.23
24,727.99
24,715.77
24,703.56
24,691.36
24,679.17
24,667.00
24,654.83
24,642.68
24,630.54
24,618.41
24,606.30
24,594.20
24,582.10
24,570.02
24,557.96
24,545.90
24,533.86
24,521.82
24,509.80
24,497.80
24,485.80
24,473.81
24,461.84
24,449.88
24,437.93
24,425.99
24,414.06
24,402.15
24,390.24
24,378.35
24,366.47
24,850.67
24,825.91
24,801.19
24,776.51
24,751.86
24,727.25
24,702.68
24,678.14
24,653.64
24,629.18
24,604.75
24,580.36
24,556.00
24,531.68
24,507.40
24,483.15
24,458.94
24,434.77
24,410.63
24,386.53
24,362.46
24,338.43
24,314.43
24,290.47
24,266.54
24,242.65
24,218.80
24,194.98
24,171.19
24,147.44
24,123.73
24,100.05
24,076.41
24,052.79
24,029.22
24,005.68
23,982.17
23,958.70
23,935.26
23,911.86
23,888.49
23,865.16
23,841.86
23,818.59
23,795.36
23,772.16
23,749.00
24,776.34
24,739.33
24,702.38
24,665.51
24,628.72
24,592.00
24,555.35
24,518.77
24,482.27
24,445.83
24,409.47
24,373.19
24,336.97
24,300.83
24,264.75
24,228.75
24,192.82
24,156.96
24,121.18
24,085.46
24,049.81
24,014.23
23,978.73
23,943.29
23,907.92
23,872.63
23,837.40
23,802.24
23,767.15
23,732.13
23,697.18
23,662.30
23,627.48
23,592.74
23,558.06
23,523.45
23,488.91
23,454.43
23,420.02
23,385.68
23,351.41
23,317.20
23,283.06
23,248.99
23,214.99
23,181.05
23,147.17
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
Cash Flow Weight

Yield
0.50%
0.60%
0.70%
0.80%
0.90%
1.00%
1.10%
1.20%
1.30%
1.40%
1.50%
1.60%
1.70%
1.80%
1.90%
2.00%
2.10%
2.20%
2.30%
2.40%
2.50%
2.60%
2.70%
2.80%
24,354.60
24,342.75
24,330.90
24,319.07
24,307.24
24,295.43
24,283.63
24,271.84
24,260.07
24,248.30
24,236.55
24,224.81
24,213.08
24,201.36
24,189.65
24,177.95
24,166.26
24,154.59
0.0173370681
0.0174737311
0.0176112626
0.0177496658
0.0178889439
0.0180291002
0.0181701379
0.0183120601
0.01845487
0.0185985707
0.0187431655
0.0188886573
0.0190350493
0.0191823446
0.0193305463
0.0194796574
0.019629681
0.01978062
0.0199324775
0.0200852565
0.0202389599
0.0203935906
0.0205491517
0.020705646
23,725.87
23,702.77
23,679.71
23,656.68
23,633.68
23,610.72
23,587.79
23,564.90
23,542.04
23,519.21
23,496.41
23,473.65
23,450.92
23,428.22
23,405.56
23,382.93
23,360.33
23,337.77
23,113.36
23,079.62
23,045.94
23,012.33
22,978.79
22,945.31
22,911.89
22,878.54
22,845.26
22,812.03
22,778.88
22,745.78
22,712.76
22,679.79
22,646.89
22,614.05
22,581.28
22,548.57
0.01729383
0.01742147
0.01754984
0.01767895
0.0178088
0.0179394
0.01807075
0.01820284
0.01833569
0.01846929
0.01860364
0.01873875
0.01887462
0.01901124
0.01914863
0.01928679
0.01942571
0.0195654
0.01970586
0.01984709
0.0199891
0.02013188
0.02027543
0.02041977
0.01725071
0.01736936
0.01748863
0.01760852
0.01772902
0.01785015
0.0179719
0.01809428
0.01821728
0.0183409
0.01846515
0.01859003
0.01871553
0.01884167
0.01896843
0.01909583
0.01922386
0.01935252
0.01948182
0.01961175
0.01974232
0.01987352
0.02000536
0.02013784
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
0.0208630764
0.0210214458
0.021180757
0.0213410128
0.0215022161
0.0216643696
0.0218274762
0.0219915385
0.0221565592
0.0223225412
0.0224894869
0.0226573992
0.0228262805
0.0229961336
0.023166961
0.0233387652
0.0235115487
0.0236853142
0.023860064
0.0240358006
0.0242125264
0.0243902439
0.0245689553
0.0247486631
0.0249293695
0.0251110769
0.0252937874
0.0254775034
0.025662227
0.0258479603
0.0260347056
0.026222465
0.0264112404
0.026601034
0.0267918478
0.0269836838
0.0271765439
0.02737043
0.0275653441
0.027761288
0.0279582635
0.0281562724
0.02056489
0.02071078
0.02085747
0.02100493
0.02115319
0.02130223
0.02145207
0.02160269
0.02175411
0.02190632
0.02205933
0.02221314
0.02236774
0.02252315
0.02267935
0.02283637
0.02299418
0.0231528
0.02331223
0.02347246
0.02363351
0.02379536
0.02395803
0.0241215
0.0242858
0.0244509
0.02461682
0.02478356
0.02495112
0.02511949
0.02528869
0.0254587
0.02562954
0.0258012
0.02597368
0.02614698
0.02632111
0.02649606
0.02667184
0.02684844
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7.795
dified Duration at Yield = 3%
8.049
dified Duration at Yield = 4%
7.922
4
25,000
5
25,000
6
25,000
7
25,000
8
25,000
9
25,000
10
25,000
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20,240.65
20,071.48
19,903.81
19,737.62
19,572.90
19,409.63
19,247.81
19,087.41
18,928.43
18,770.84
18,614.65
18,459.83
18,306.38
18,154.27
18,003.51
17,854.06
17,705.93
17,559.11
17,413.57
17,269.30
17,126.30
16,984.56
16,844.05
16,704.78
16,566.72
16,429.88
16,294.22
16,159.76
18,749.58
18,649.41
18,549.83
18,450.82
18,352.40
18,254.54
18,157.25
18,060.53
17,964.37
17,868.77
17,773.72
17,679.23
17,585.28
17,491.88
17,399.02
17,306.69
17,214.90
17,123.64
18,265.54
18,159.12
18,053.36
17,948.27
17,843.85
17,740.08
17,636.96
17,534.50
17,432.68
17,331.49
17,230.95
17,131.04
17,031.75
16,933.09
16,835.04
16,737.61
16,640.79
16,544.58
17,794.00
17,681.71
17,570.18
17,459.41
17,349.39
17,240.11
17,131.58
17,023.78
16,916.72
16,810.37
16,704.75
16,599.84
16,495.64
16,392.15
16,289.35
16,187.25
16,085.83
15,985.10
17,334.63
17,216.85
17,099.93
16,983.86
16,868.63
16,754.24
16,640.68
16,527.95
16,416.03
16,304.92
16,194.62
16,085.12
15,976.41
15,868.49
15,761.34
15,654.98
15,549.38
15,444.54
16,887.12
16,764.22
16,642.27
16,521.26
16,401.20
16,282.06
16,163.85
16,046.55
15,930.16
15,814.67
15,700.07
15,586.35
15,473.52
15,361.56
15,250.45
15,140.21
15,030.82
14,922.27
16,451.17
16,323.49
16,196.86
16,071.27
15,946.72
15,823.19
15,700.68
15,579.17
15,458.67
15,339.15
15,220.62
15,103.06
14,986.46
14,870.82
14,756.12
14,642.37
14,529.55
14,417.65
16,026.47
15,894.34
15,763.36
15,633.53
15,504.83
15,377.25
15,250.78
15,125.41
15,001.13
14,877.94
14,755.81
14,634.74
14,514.73
14,395.76
14,277.82
14,160.90
14,045.00
13,930.09
0.01690954
0.01695807
0.01700657
0.01705505
0.01710351
0.01715195
0.01720036
0.01724874
0.0172971
0.01734542
0.01739372
0.01744198
0.01749021
0.0175384
0.01758656
0.01763468
0.01768276
0.0177308
0.0177788
0.01782675
0.01787466
0.01792253
0.01797034
0.01801811
0.01686737
0.01690734
0.01694725
0.0169871
0.01702689
0.01706661
0.01710627
0.01714587
0.01718539
0.01722485
0.01726423
0.01730355
0.01734279
0.01738196
0.01742106
0.01746008
0.01749902
0.01753788
0.01757667
0.01761537
0.01765399
0.01769252
0.01773097
0.01776934
0.01682531
0.01685677
0.01688815
0.01691943
0.01695061
0.01698171
0.0170127
0.0170436
0.01707441
0.01710511
0.01713572
0.01716622
0.01719662
0.01722692
0.01725712
0.01728721
0.01731719
0.01734707
0.01737683
0.01740649
0.01743604
0.01746547
0.0174948
0.017524
0.01678335
0.01680635
0.01682924
0.01685202
0.01687468
0.01689722
0.01691965
0.01694195
0.01696414
0.01698621
0.01700816
0.01702998
0.01705168
0.01707326
0.01709472
0.01711605
0.01713725
0.01715832
0.01717927
0.01720009
0.01722078
0.01724134
0.01726176
0.01728205
0.0167415
0.01675609
0.01677055
0.01678488
0.01679908
0.01681315
0.0168271
0.01684091
0.01685459
0.01686813
0.01688154
0.01689482
0.01690797
0.01692097
0.01693385
0.01694658
0.01695918
0.01697164
0.01698396
0.01699614
0.01700818
0.01702007
0.01703183
0.01704345
0.01669975
0.01670597
0.01671205
0.01671801
0.01672382
0.01672951
0.01673505
0.01674046
0.01674574
0.01675088
0.01675588
0.01676074
0.01676546
0.01677004
0.01677449
0.01677879
0.01678296
0.01678698
0.01679086
0.0167946
0.0167982
0.01680165
0.01680496
0.01680813
0.0166581
0.016656
0.01665377
0.0166514
0.0166489
0.01664628
0.01664351
0.01664062
0.01663759
0.01663443
0.01663114
0.01662772
0.01662415
0.01662046
0.01661663
0.01661267
0.01660857
0.01660433
0.01659996
0.01659546
0.01659081
0.01658603
0.01658112
0.01657607
0.01806583
0.01811349
0.0181611
0.01820866
0.01825616
0.0183036
0.01835098
0.01839831
0.01844557
0.01849276
0.01853989
0.01858696
0.01863396
0.01868088
0.01872774
0.01877452
0.01882123
0.01886787
0.01891442
0.0189609
0.0190073
0.01905362
0.01909985
0.019146
0.01919207
0.01923804
0.01928393
0.01932973
0.01937543
0.01942104
0.01946656
0.01951198
0.0195573
0.01960252
0.01964764
0.01969265
0.01973757
0.01978237
0.01982707
0.01987166
0.01991614
0.01996051
0.01780762
0.0178458
0.0178839
0.01792191
0.01795982
0.01799764
0.01803536
0.01807299
0.01811052
0.01814795
0.01818528
0.01822251
0.01825963
0.01829665
0.01833357
0.01837037
0.01840707
0.01844366
0.01848014
0.01851651
0.01855276
0.0185889
0.01862492
0.01866082
0.01869661
0.01873227
0.01876782
0.01880324
0.01883853
0.0188737
0.01890875
0.01894367
0.01897845
0.01901311
0.01904764
0.01908203
0.01911629
0.01915041
0.0191844
0.01921824
0.01925195
0.01928552
0.0175531
0.01758207
0.01761093
0.01763967
0.01766829
0.0176968
0.01772517
0.01775343
0.01778156
0.01780957
0.01783745
0.0178652
0.01789283
0.01792033
0.01794769
0.01797493
0.01800203
0.018029
0.01805583
0.01808253
0.01810909
0.01813551
0.01816179
0.01818794
0.01821394
0.0182398
0.01826551
0.01829109
0.01831651
0.01834179
0.01836693
0.01839191
0.01841674
0.01844143
0.01846596
0.01849034
0.01851456
0.01853864
0.01856255
0.01858631
0.01860991
0.01863335
0.01730221
0.01732224
0.01734213
0.01736188
0.0173815
0.01740098
0.01742032
0.01743952
0.01745858
0.0174775
0.01749627
0.01751491
0.0175334
0.01755174
0.01756994
0.01758799
0.0176059
0.01762365
0.01764126
0.01765872
0.01767602
0.01769318
0.01771018
0.01772703
0.01774373
0.01776027
0.01777666
0.01779289
0.01780896
0.01782487
0.01784063
0.01785622
0.01787166
0.01788693
0.01790205
0.017917
0.01793178
0.0179464
0.01796086
0.01797515
0.01798928
0.01800324
0.01705492
0.01706625
0.01707743
0.01708847
0.01709936
0.01711011
0.01712071
0.01713116
0.01714146
0.01715162
0.01716162
0.01717148
0.01718118
0.01719073
0.01720014
0.01720938
0.01721848
0.01722742
0.01723621
0.01724484
0.01725332
0.01726164
0.0172698
0.01727781
0.01728566
0.01729335
0.01730088
0.01730825
0.01731547
0.01732252
0.01732941
0.01733614
0.01734271
0.01734911
0.01735535
0.01736143
0.01736734
0.01737309
0.01737868
0.01738409
0.01738935
0.01739443
0.01681116
0.01681404
0.01681677
0.01681936
0.0168218
0.0168241
0.01682625
0.01682825
0.0168301
0.01683181
0.01683337
0.01683478
0.01683604
0.01683715
0.01683812
0.01683893
0.01683959
0.0168401
0.01684046
0.01684067
0.01684072
0.01684062
0.01684037
0.01683997
0.01683941
0.0168387
0.01683784
0.01683682
0.01683565
0.01683432
0.01683284
0.0168312
0.01682941
0.01682746
0.01682535
0.01682309
0.01682067
0.01681809
0.01681536
0.01681247
0.01680942
0.01680621
0.01657088
0.01656555
0.01656009
0.01655449
0.01654875
0.01654287
0.01653685
0.0165307
0.0165244
0.01651797
0.0165114
0.01650469
0.01649784
0.01649085
0.01648372
0.01647645
0.01646904
0.01646149
0.01645379
0.01644596
0.01643799
0.01642988
0.01642162
0.01641323
0.01640469
0.01639601
0.01638719
0.01637823
0.01636913
0.01635989
0.0163505
0.01634097
0.0163313
0.01632149
0.01631154
0.01630144
0.01629121
0.01628083
0.01627031
0.01625964
0.01624884
0.01623789
Yield/Price & Modified Du

150.0000
140.0000
130.0000
120.0000
Bond Price
110.0000
100.0000
90.0000
18
25,000
19
25,000
25,000
25,000
0.95605117
0.9475087
0.93904676
0.93066455
0.92236127
0.91413616
0.90598843
0.89791732
0.88992206
0.88200192
0.87415614
0.866384
0.85868476
0.8510577
0.84350212
0.83601731
0.82860258
0.82125722
0.81398056
0.80677192
0.79963064
0.79255605
0.78554749
0.77860432
0.953667
0.94467467
0.93577156
0.92695672
0.91822924
0.90958822
0.90103275
0.89256194
0.88417493
0.87587082
0.86764878
0.85950793
0.85144745
0.84346651
0.83556426
0.82773992
0.81999265
0.81232168
0.80472621
0.79720546
0.78975866
0.78238504
0.77508386
0.76785436
20
25,000
1,000,000
1,025,000
0.9512887793
0.9418491271
0.9325077793
0.9232636641
0.9141157216
0.9050629043
0.8961041763
0.8872385137
0.8784649041
0.8697823468
0.8611898523
0.8526864424
0.84427115
0.8359430189
0.8277011039
0.8195444703
0.8114721943
0.8034833621
0.7955770707
0.7877524271
0.7800085483
0.7723445615
0.7647596036
0.7572528213
80.0000
0.00%
1.00%
2.00%
3.00%
Y
Price
Price
0.7717259
0.76491159
0.75816076
0.75147278
0.74484706
0.73828296
0.7317799
0.72533727
0.71895449
0.71263096
0.70636612
0.70015937
0.69401017
0.68791795
0.68188215
0.67590222
0.66997763
0.66410782
0.65829227
0.65253045
0.64682183
0.64116591
0.63556216
0.63001009
0.62450919
0.61905896
0.61365892
0.60830857
0.60300744
0.59775505
0.59255093
0.58739461
0.58228563
0.57722353
0.57220786
0.56723817
0.56231402
0.55743497
0.55260059
0.54781044
0.54306409
0.53836114
0.76069581
0.75360747
0.74658863
0.73963857
0.73275657
0.72594195
0.71919401
0.71251206
0.70589542
0.69934344
0.69285543
0.68643076
0.68006876
0.67376881
0.66753025
0.66135247
0.65523484
0.64917675
0.64317759
0.63723676
0.63135367
0.62552772
0.61975833
0.61404492
0.60838694
0.6027838
0.59723496
0.59173986
0.58629795
0.5809087
0.57557157
0.57028603
0.56505155
0.55986763
0.55473375
0.54964939
0.54461407
0.53962727
0.53468852
0.52979733
0.52495321
0.52015569
23,901.28
23,841.68
0.7498233709
0.7424704182
0.7351931385
0.7279907164
0.7208623454
0.7138072284
0.7068245772
0.6999136123
0.6930735631
0.6863036678
0.6796031727
0.6729713331
0.6664074123
0.6599106818
0.6534804217
0.6471159197
0.6408164717
0.6345813814
0.6284099604
0.6223015278
0.6162554105
0.6102709429
0.6043474666
0.5984843309
0.592680892
0.5869365136
0.5812505663
0.5756224277
0.5700514824
0.5645371218
0.5590787441
0.5536757542
0.5483275635
0.5430335901
0.5377932585
0.5326059995
0.5274712502
0.5223884542
0.5173570609
0.5123765261
0.5074463114
0.5025658844
975,071.00

1,438,400.99 143.8401
23,687.72
23,476.17
23,266.61
23,059.03
22,853.40
22,649.71
22,447.93
22,248.05
22,050.05
21,853.90
21,659.60
21,467.12
21,276.44
21,087.55
20,900.43
20,715.06
20,531.43
20,349.51
20,169.30
19,990.77
19,813.90
19,638.69
19,465.11
19,293.15
19,122.79
18,954.02
18,786.82
18,621.18
18,457.07
18,294.50
18,133.43
17,973.86
17,815.77
17,659.15
17,503.98
17,350.25
17,197.95
17,047.05
16,897.56
16,749.44
16,602.70
16,457.31
16,313.26
16,170.55
16,029.15
15,889.05
15,750.25
23,616.87
23,394.29
23,173.92
22,955.73
22,739.71
22,525.82
22,314.05
22,104.37
21,896.77
21,691.22
21,487.70
21,286.19
21,086.66
20,889.11
20,693.50
20,499.82
20,308.04
20,118.16
19,930.14
19,743.97
19,559.63
19,377.10
19,196.36
19,017.40
18,840.19
18,664.72
18,490.96
18,318.91
18,148.55
17,979.85
17,812.80
17,647.39
17,483.59
17,321.39
17,160.77
17,001.72
16,844.22
16,688.26
16,533.81
16,380.87
16,229.42
16,079.44
15,930.92
15,783.84
15,638.19
15,493.96
15,351.12
965,395.36
955,820.47
946,345.26
936,968.61
927,689.48
918,506.78
909,419.48
900,426.53
891,526.91
882,719.60
874,003.60
865,377.93
856,841.59
848,393.63
840,033.08
831,759.00
823,570.45
815,466.50
807,446.24
799,508.76
791,653.18
783,878.59
776,184.14
768,568.96
761,032.18
753,572.97
746,190.48
738,883.90
731,652.41
724,495.19
717,411.45
710,400.40
703,461.26
696,593.25
689,795.62
683,067.60
676,408.45
669,817.43
663,293.82
656,836.88
650,445.92
644,120.21
637,859.07
631,661.80
625,527.72
619,456.15
613,446.44
1,426,439.73
1,414,595.07
1,402,865.76
1,391,250.60
1,379,748.38
1,368,357.92
1,357,078.04
1,345,907.58
1,334,845.39
1,323,890.34
1,313,041.31
1,302,297.18
1,291,656.86
1,281,119.25
1,270,683.29
1,260,347.92
1,250,112.08
1,239,974.74
1,229,934.87
1,219,991.45
1,210,143.48
1,200,389.97
1,190,729.93
1,181,162.39
1,171,686.39
1,162,300.98
1,153,005.22
1,143,798.19
1,134,678.95
1,125,646.61
1,116,700.26
1,107,839.02
1,099,062.00
1,090,368.34
1,081,757.17
1,073,227.64
1,064,778.92
1,056,410.16
1,048,120.56
1,039,909.28
1,031,775.53
1,023,718.51
1,015,737.44
1,007,831.52
1,000,000.00
992,242.11
984,557.09
142.6440
141.4595
140.2866
139.1251
137.9748
136.8358
135.7078
134.5908
133.4845
132.3890
131.3041
130.2297
129.1657
128.1119
127.0683
126.0348
125.0112
123.9975
122.9935
121.9991
121.0143
120.0390
119.0730
118.1162
117.1686
116.2301
115.3005
114.3798
113.4679
112.5647
111.6700
110.7839
109.9062
109.0368
108.1757
107.3228
106.4779
105.6410
104.8121
103.9909
103.1776
102.3719
101.5737
100.7832
100.0000
99.2242
98.4557
15,612.73
15,476.47
15,341.47
15,207.71
15,075.19
14,943.88
14,813.77
14,684.87
14,557.14
14,430.59
14,305.20
14,180.95
14,057.85
13,935.87
13,815.01
13,695.26
13,576.60
13,459.03
15,209.67
15,069.59
14,930.87
14,793.50
14,657.45
14,522.72
14,389.29
14,257.15
14,126.29
13,996.69
13,868.34
13,741.23
13,615.35
13,490.68
13,367.21
13,244.93
13,123.83
13,003.89
607,497.91
601,609.93
595,781.83
590,012.99
584,302.77
578,650.55
573,055.71
567,517.65
562,035.75
556,609.43
551,238.09
545,921.15
540,658.03
535,448.17
530,290.99
525,185.94
520,132.47
515,130.03
976,944.20
969,402.70
961,931.87
954,530.97
947,199.30
939,936.15
932,740.83
925,612.63
918,550.87
911,554.89
904,624.01
897,757.56
890,954.90
884,215.38
877,538.36
870,923.20
864,369.27
857,875.97
97.6944
96.9403
96.1932
95.4531
94.7199
93.9936
93.2741
92.5613
91.8551
91.1555
90.4624
89.7758
89.0955
88.4215
87.7538
87.0923
86.4369
85.7876
Macauly
Duration
0.01661656
0.01660618
0.01659568
0.01658506
0.01657432
0.01656346
0.01655248
0.01654137
0.01653015
0.0165188
0.01650734
0.01649575
0.01648404
0.01647221
0.01646026
0.01644818
0.01643599
0.01642367
0.01641123
0.01639867
0.01638599
0.01637318
0.01636026
0.01634721
0.01657512
0.01655651
0.0165378
0.01651898
0.01650007
0.01648105
0.01646193
0.01644272
0.0164234
0.01640398
0.01638445
0.01636483
0.01634511
0.01632528
0.01630536
0.01628533
0.0162652
0.01624498
0.01622465
0.01620422
0.01618369
0.01616306
0.01614233
0.01612151
0.6778853797
0.6767866399
0.6756848614
0.6745800491
0.6734722081
0.6723613438
0.6712474616
0.670130567
0.6690106659
0.667887764
0.6667618675
0.6656329826
0.6645011157
0.6633662732
0.6622284619
0.6610876886
0.6599439603
0.6587972841
0.6576476675
0.6564951178
0.6553396427
0.65418125
0.6530199477
0.6518557439
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
8.3773631
8.3694112
8.3614287
8.3534159
8.3453725
8.3372987
8.3291944
8.3210597
8.3128944
8.3046987
8.2964725
8.2882158
8.2799286
8.271611
8.2632629
8.2548843
8.2464752
8.2380358
8.2295658
8.2210655
8.2125347
8.2039735
8.1953819
8.18676
Modified
Duration
8.356472
8.344378
8.332266
8.320135
8.307987
8.29582
8.283634
8.271431
8.25921
8.24697
8.234712
8.222436
8.210142
8.197831
8.185501
8.173153
8.160787
8.148403
8.136002
8.123582
8.111145
8.098691
8.086218
8.073728
0.01633403
0.01632074
0.01630732
0.01629379
0.01628012
0.01626634
0.01625243
0.01623841
0.01622425
0.01620998
0.01619558
0.01618107
0.01616643
0.01615166
0.01613678
0.01612177
0.01610664
0.01609138
0.01607601
0.01606051
0.01604489
0.01602915
0.01601328
0.0159973
0.01598119
0.01596496
0.01594861
0.01593213
0.01591554
0.01589882
0.01588198
0.01586502
0.01584794
0.01583074
0.01581342
0.01579597
0.01577841
0.01576072
0.01574292
0.01572499
0.01570695
0.01568878
0.01610058
0.01607955
0.01605842
0.01603719
0.01601586
0.01599444
0.01597291
0.01595128
0.01592956
0.01590773
0.01588581
0.01586379
0.01584167
0.01581945
0.01579714
0.01577472
0.01575221
0.0157296
0.0157069
0.01568409
0.01566119
0.01563819
0.0156151
0.01559191
0.01556862
0.01554524
0.01552176
0.01549818
0.01547451
0.01545075
0.01542689
0.01540293
0.01537889
0.01535474
0.01533051
0.01530618
0.01528175
0.01525723
0.01523263
0.01520792
0.01518313
0.01515824
0.6506886469
0.6495186652
0.6483458073
0.6471700821
0.6459914985
0.6448100657
0.6436257928
0.6424386893
0.6412487649
0.6400560293
0.6388604925
0.6376621645
0.6364610557
0.6352571765
0.6340505375
0.6328411495
0.6316290233
0.6304141703
0.6291966015
0.6279763285
0.6267533629
0.6255277164
0.6242994011
0.623068429
0.6218348125
0.620598564
0.6193596961
0.6181182217
0.6168741536
0.6156275051
0.6143782894
0.61312652
0.6118722105
0.6106153748
0.6093560269
0.6080941808
0.6068298509
0.6055630516
0.6042937977
0.6030221039
0.6017479852
0.6004714567
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
8.1781077
8.1694251
8.1607122
8.151969
8.1431955
8.1343918
8.1255578
8.1166937
8.1077994
8.098875
8.0899205
8.080936
8.0719214
8.0628769
8.0538023
8.0446979
8.0355636
8.0263995
8.0172056
8.007982
7.9987286
7.9894457
7.9801331
7.970791
7.9614194
7.9520184
7.942588
7.9331282
7.9236393
7.9141211
7.9045737
7.8949973
7.8853919
7.8757576
7.8660943
7.8564023
7.8466815
7.8369321
7.8271541
7.8173475
7.8075126
7.7976492
8.06122
8.048695
8.036152
8.023591
8.011014
7.998419
7.985806
7.973177
7.96053
7.947866
7.935184
7.922486
7.909771
7.897039
7.88429
7.871524
7.858742
7.845943
7.833127
7.820295
7.807446
7.794581
7.7817
7.768802
7.755888
7.742959
7.730013
7.717051
7.704073
7.69108
7.678071
7.665046
7.652006
7.63895
7.625879
7.612793
7.599692
7.586575
7.573444
7.560297
7.547136
7.533961
ce & Modified Duration Estimate
1.00%
2.00%
3.00%
4.00%
Yield
Price
Price Estimate
5.00%
6.00%
7.00%
8.00%
Yield
Price
Price Estimate
0.50% 143.8401
135.0756
0.60% 142.6440
134.2962
0.70% 141.4595
133.5167
0.80% 140.2866
132.7372
0.90% 139.1251
131.9578
1.00% 137.9748
131.1783
1.10% 136.8358
130.3989
1.20% 135.7078
129.6194
1.30% 134.5908
128.8400
1.40% 133.4845
128.0605
1.50% 132.3890
127.2810
1.60% 131.3041
126.5016
1.70% 130.2297
125.7221
1.80% 129.1657
124.9427
1.90% 128.1119
124.1632
2.00% 127.0683
123.3837
2.10% 126.0348
122.6043
2.20% 125.0112
121.8248
2.30% 123.9975
121.0454
2.40% 122.9935
120.2659
2.50% 121.9991
119.4865
2.60% 121.0143
118.7070
2.70% 120.0390
117.9275
2.80% 119.0730
117.1481
2.90%
3.00%
3.10%
3.20%
3.30%
3.40%
3.50%
3.60%
3.70%
3.80%
3.90%
4.00%
4.10%
4.20%
4.30%
4.40%
4.50%
4.60%
4.70%
4.80%
4.90%
5.00%
5.10%
5.20%
5.30%
5.40%
5.50%
5.60%
5.70%
5.80%
5.90%
6.00%
6.10%
6.20%
6.30%
6.40%
6.50%
6.60%
6.70%
6.80%
6.90%
7.00%
118.1162
117.1686
116.2301
115.3005
114.3798
113.4679
112.5647
111.6700
110.7839
109.9062
109.0368
108.1757
107.3228
106.4779
105.6410
104.8121
103.9909
103.1776
102.3719
101.5737
100.7832
100.0000
99.2242
98.4557
97.6944
96.9403
96.1932
95.4531
94.7199
93.9936
93.2741
92.5613
91.8551
91.1555
90.4624
89.7758
89.0955
88.4215
87.7538
87.0923
86.4369
85.7876
116.3686
115.5892
114.8097
114.0302
113.2508
112.4713
111.6919
110.9124
110.1330
109.3535
108.5740
107.7946
107.0151
106.2357
105.4562
104.6767
103.8973
103.1178
102.3384
101.5589
100.7795
100.0000
99.2205
98.4411
97.6616
96.8822
96.1027
95.3233
94.5438
93.7643
92.9849
92.2054
91.4260
90.6465
89.8670
89.0876
88.3081
87.5287
86.7492
85.9698
85.1903
84.4108

Interest Rate Examples - Session 2

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Verfügbare Formate

Interest Rate Examples - Session 2

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Copyright:

Verfügbare Formate

Years to Maturity

Coupon Frequency (per year)

Discounted Cash Flow

Cash Flow Weight

dified Duration at Coupon = Yield

Total DiscountedBond Price

Yield/Price & Modified Duration Estimate

Modified Duration of 5%, 7 year Bond by Yield

Discounted Cash Flow

Cash Flow Weight

dified Duration at Coupon = Yield

Total DiscountedBond Price

Yield/Price & Modified Duration Price Estimate

Modified Duration at Yie

Modified Duration at Yie

Discounted Cash Flow

Cash Flow Weight

dified Duration at Coupon = Yield

dified Duration at Yield = 3%

dified Duration at Yield = 4%

Yield/Price & Modified Du

Total DiscountedBond Price

ce & Modified Duration Estimate

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