Yield shock and bill value

What is the mark-to-market effect of a yield change before a bill matures?

This experiment lets you change financial assumptions and inspect the resulting calculation. The starting values are illustrative, and no live market feed is required. Compare an alternative, search a stated range for a failure condition, and inspect the assumptions behind the result. The calculation describes the selected model, rather than predicting markets or recommending a transaction. You can run this experiment without signing in and preserve a replayable receipt.

Run this experiment

Explore two assumptions together.

Starting assumptions.

Editable inputs and their units.
Bill face value1000000 USD
Initial annual yield4 %
Yield change1 %
Initial days to maturity180 days
Days elapsed30 days

What the result establishes.

The result is conditional on the input values, financial conventions and model version. Calculations are performed by the same Go engine in the browser and local service.

Explore the financial laboratory.

YieldGuard Ltd, company number 16914415, registered in England and Wales.