Given bond prices and yields as published by the financial press or other information sources, obtain the
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Given bond prices and yields as published by the financial press or other information sources, obtain the U.S. Treasury Yield Curve.
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2 Excel 2013 A FIGURE 11.1 The Yield Curve - Obtaining It From Bond Listings. C D E F G H 1 J K B THE YIELD CURVE Obtaining and Using It US Treasury Zero-Coupon Yield Curve 3 Yield Curve Inputs 4 Today's Date 5 One Month Treasury Bill 5 Three Month Treasury Bill 7 Six Month Treasury Bill 8 One Year Treasury Strip 9 Two Year Treasury Strip 10 Three Year Treasury Strip 11 Four Year Treasury Strip 12 Five Year Treasury Strip 13 Ten Year Treasury Strip 14 Fifteen Year Treasury Bond 15 Twenty Year Treasury Bond 16 Twenty Five Year Treasury Bond 17 Thirty Year Treasury Bond Maturity Date 10/11/2013 Time To Yield To Forward Maturity Maturity Rates 5.0% 11/15/2013 1/9/2014 4/10/2014 0.09 0.021% 0.021 % 0.24 0.061% 0.086% 10/15/2014 0.50 0.071% 0.081 %| 1.01 0.180% 0.286% 3.09 0.730% 1.439% 4.09 1.130 % 2.378% Yield To Maturity (Annual.) 4.0% 3.0% 10/15/2015 2.01 0.350% 0.522% 11/15/2016 11/15/2017 11/15/2018 5.09 1.480 % 2.926% 11/15/2023 10.09 2.920 % 4.408% 11/15/2028 15.09 3.550% 4.834% 11/15/2033 20.09 3.820% 4.639% 11/15/2038 25.09 3.950% 4.474% 5/15/2043 29.59 4.010% 4.345%| 2.0% 1.0% Yields Forward Rate 0.0% 0 5 10 15 20 Time To Maturity (Years) 25 25 50 30
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