Treasury Bill Calculator

It occurred to me that my last post Treasury Bill Math with twelve formulas, has little value if you are sitting on a trading desk and need to work quickly. I put together this calculator that will calculate two of the four pieces of information, given two pieces. It looks like this:


The page is protected. The the yellow entry cells are not. You will get a reminder if you enter more than two entries. There is no password, so it can be unprotected. I used the same named letters that I used in Treasury Bill Math . I concatenated the named letters and created a lookup table to find the results I needed:


For example, the data I entered is the discount rate (i) and the money market rate (y). They concatenate to iy and the letters across the top are used in the lookup.

Download “T-Bills2

Don Pistulka
Don Pistulka

Retired Credit Union CFO - Finance
Background: over 40 years in investments, asset/Liability management, banking, securities trader.
Worked for: California Credit Union, WesCorp, CalFed S&L, Crocker Bank, Carroll McEntee, Federal Home Loan Bank Board (D.C.), Western Asset Management, Security Pacific National Bank.

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