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How to Calculate Profit for 10 Year US Treasury Note?

This is a discussion on How to Calculate Profit for 10 Year US Treasury Note? within the Excel Questions forums, part of the Question Forums category; Greetings, I would like to know how to calculate the profit in excel for a 10 year US Treasury Note. ...

  1. #1
    New Member
    Join Date
    Jun 2010
    Posts
    38

    Default How to Calculate Profit for 10 Year US Treasury Note?

    Greetings,

    I would like to know how to calculate the profit in excel for a 10 year US Treasury Note. Here are some important inputs..

    For example
    Buy : 132.19
    Sell : 134.04
    Profit: $2,328.13

    To understand this, the point value is $15.625 per cent for a 10 year US bond. This move was 1.49 points in total. 1.49 x 15.625 x 100 (multiplier) = $2,328.13.

    It is confusing, if you input in your calculator, 134.04 132.19 = 1.85

    Remember, 1.0 is considered 64 for the 10 year US bond. So, for every 1.0 point move, that is counted as 64.

    132.19 to 133.19 = 1.0 = 64
    133.19 to 134.04 = 0.84 = 84
    64 + 84 = 149.

    I tried this formula in cell b3 =64*(DOLLARDE(b2,64) - DOLLARDE(b1, 64)) = 113.00.

    A B
    1 Buy 132.19
    2 Sell 134.04
    3 Total 113.00

    This is the wrong answer. It should be 149.00 I look forward to hearing from you all, thank you for taking the time to read this, much appreciated.

    Regards,

    Vladmir

  2. #2
    Board Regular
    Join Date
    Dec 2010
    Posts
    232

    Default Re: How to Calculate Profit for 10 Year US Treasury Note?

    Try the formula =64*DOLLARDE(B2-B1, 64)

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