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2010-11-04
下面的表是wall street Journal上的一个TIPS的报价。网址
http://online.wsj.com/mdc/public/page/2_3020-tips.html?mod=mdc_bnd_pglnk
但我没有弄明白那些负的yield是怎么计算出来的,请高人指点!谢谢!


Treasury Inflation-Protected Securities
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WHAT'S THIS?


Tuesday, November 02, 2010

Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI) . The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. TIPS pay interest every six months. Figures after periods in bid and ask quotes represent 32nds; 101.26 means 101 26/32, or 101.8125% of 100% face value; 99.01 means 99 1/32, or 99.03125% of face value.
MaturityCouponBidAskedChgYield*Accrued
principal
2011 Jan 153.500100.23100.23unch.-0.1311254
2011 Apr 152.375101.02101.02- 1-0.0151099
2012 Jan 153.375104.18104.19- 2-0.4311229
2012 Apr 152.000103.17103.17- 2-0.4291075
2012 Jul 153.000106.07106.08- 2-0.6451214
2013 Apr 150.625103.09103.10- 2-0.7141032
2013 Jul 151.875106.29106.30- 3-0.6681188
2014 Jan 152.000108.06108.07- 2-0.5391181
2014 Apr 151.250106.06106.07- 3-0.5351031
2014 Jul 152.000109.10109.11- 3-0.5001158
2015 Jan 151.625108.14108.15- 1-0.3711143
2015 Apr 150.500104.06104.07- 1-0.4351007
2015 Jul 151.875110.17110.18- 1-0.3491122
2016 Jan 152.000111.16111.17- 2-0.2051099
2016 Jul 152.500115.11115.12+ 1-0.1831081
2017 Jan 152.375114.27114.28+ 3-0.0211082
2017 Jul 152.625117.17117.18+ 10.0051053
2018 Jan 151.625110.22110.23+ 10.1291042
2018 Jul 151.375109.07109.08+ 10.1651012
2019 Jan 152.125114.30114.31+ 20.2791016
2019 Jul 151.875113.10113.11+ 30.3201022
2020 Jan 151.375108.28108.29+ 40.3881009
2020 Jul 151.250107.21107.22+ 50.4411001
2025 Jan 152.375120.03120.04+ 230.8671158
2026 Jan 152.000115.06115.07+ 240.9241099
2027 Jan 152.375121.00121.01+ 290.9691082
2028 Jan 151.750111.21111.22+ 301.0091042
2028 Apr 153.625140.04140.05+ 341.0921349
2029 Jan 152.500124.06124.07+ 311.0371016
2029 Apr 153.875146.04146.05+ 371.1041328
2032 Apr 153.375142.24142.25+ 431.1251229
2040 Feb 152.125119.01119.02+ 511.3371010
*-Yld. to maturity on accrued principal.
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全部回复
2010-11-9 12:37:22
没人知道?还是太简单,大家不屑回答?
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2017-12-9 08:20:29
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2017-12-9 08:21:30
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