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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
Find Historical Data |
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.
Maturity Coupon Bid Asked Chg Yield* Accrued
principal 2011 Jan 15 3.500 100.23 100.23 unch. -0.131 1254 2011 Apr 15 2.375 101.02 101.02 - 1 -0.015 1099 2012 Jan 15 3.375 104.18 104.19 - 2 -0.431 1229 2012 Apr 15 2.000 103.17 103.17 - 2 -0.429 1075 2012 Jul 15 3.000 106.07 106.08 - 2 -0.645 1214 2013 Apr 15 0.625 103.09 103.10 - 2 -0.714 1032 2013 Jul 15 1.875 106.29 106.30 - 3 -0.668 1188 2014 Jan 15 2.000 108.06 108.07 - 2 -0.539 1181 2014 Apr 15 1.250 106.06 106.07 - 3 -0.535 1031 2014 Jul 15 2.000 109.10 109.11 - 3 -0.500 1158 2015 Jan 15 1.625 108.14 108.15 - 1 -0.371 1143 2015 Apr 15 0.500 104.06 104.07 - 1 -0.435 1007 2015 Jul 15 1.875 110.17 110.18 - 1 -0.349 1122 2016 Jan 15 2.000 111.16 111.17 - 2 -0.205 1099 2016 Jul 15 2.500 115.11 115.12 + 1 -0.183 1081 2017 Jan 15 2.375 114.27 114.28 + 3 -0.021 1082 2017 Jul 15 2.625 117.17 117.18 + 1 0.005 1053 2018 Jan 15 1.625 110.22 110.23 + 1 0.129 1042 2018 Jul 15 1.375 109.07 109.08 + 1 0.165 1012 2019 Jan 15 2.125 114.30 114.31 + 2 0.279 1016 2019 Jul 15 1.875 113.10 113.11 + 3 0.320 1022 2020 Jan 15 1.375 108.28 108.29 + 4 0.388 1009 2020 Jul 15 1.250 107.21 107.22 + 5 0.441 1001 2025 Jan 15 2.375 120.03 120.04 + 23 0.867 1158 2026 Jan 15 2.000 115.06 115.07 + 24 0.924 1099 2027 Jan 15 2.375 121.00 121.01 + 29 0.969 1082 2028 Jan 15 1.750 111.21 111.22 + 30 1.009 1042 2028 Apr 15 3.625 140.04 140.05 + 34 1.092 1349 2029 Jan 15 2.500 124.06 124.07 + 31 1.037 1016 2029 Apr 15 3.875 146.04 146.05 + 37 1.104 1328 2032 Apr 15 3.375 142.24 142.25 + 43 1.125 1229 2040 Feb 15 2.125 119.01 119.02 + 51 1.337 1010
*-Yld. to maturity on accrued principal.
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