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For each of the securities compute its bond statistic (YTM, Duration, Modified Duration & Convexity) Cpn Duration Modified Duration Convexity Issuer Name United States Treasury

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  • For each of the securities compute its bond statistic (YTM, Duration, Modified Duration & Convexity)
Cpn Duration Modified Duration Convexity Issuer Name United States Treasury Bill United States Treasury Note/Bond United States Treasury Note/Bond United States Treasury Note/Bond United States Treasury Bill Ticker B T T T B Maturity 01/13/2022 2.5 1/15/2022 1.5 1/15/2023 0.125 1/15/2024 01/20/2022 Mid Price on 11/2/2021 Issue Date 0.04125 7/15/2021 100.486328125 1/15/2019 101.53515625 1/15/2020 99.109375 1/15/2021 0.0475 7/22/2021 Issue Price YTM 0.05 99.830664 99.804399 99.674335 0.055 Cpn Duration Modified Duration Convexity Issuer Name United States Treasury Bill United States Treasury Note/Bond United States Treasury Note/Bond United States Treasury Note/Bond United States Treasury Bill Ticker B T T T B Maturity 01/13/2022 2.5 1/15/2022 1.5 1/15/2023 0.125 1/15/2024 01/20/2022 Mid Price on 11/2/2021 Issue Date 0.04125 7/15/2021 100.486328125 1/15/2019 101.53515625 1/15/2020 99.109375 1/15/2021 0.0475 7/22/2021 Issue Price YTM 0.05 99.830664 99.804399 99.674335 0.055

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