fnord123 wrote:
I find the PRICE() function often doesn't match the actual price of the bonds as reported by Fidelity or the WSJ, so I do the following:
Use the VLOOKUP funciton to get the exact current price of the bond by maturity date, e.g.: =vlookup(date(2042,11,15),A165:C440,3,FALSE)
I've been using the above, but there seems to be a discrepancy between the WSJ table and other sources.
For example, CUSIP 912828VQ0 with maturity date 7/31/18 (this is just a 5-year note in my vp) -->
Using the WSJ table, it's got a price of $104 and change.
But, according to both Vanguard and something I found online called treasurywiki.appspot.com, it's closer to $100 and change. Hmm. http://treasurywiki.appspot.com/treasur ... n-xTZR_WKE
9pm EST Explosions in Iran (Isfahan) and Syria and Iraq. Not yet confirmed.
I just looked at the price for the 02/15/2039 treasury. Here's what I found:
Vanguard: $95.781
WSJ: $95.789
TreasuryWiki: $97.64
PRICE(): $93.804
Fidelity: $95.671
At least for 02/15/3029, I find WSJ/Vanguard/Fidelity are all pretty close to each other, with TreasuryWiki being 2% high and PRICE() being 2% low.
I don't know why, fnord, but whenever I look at long bonds, the prices seem to be more accurate and closer to each other. It's the 5-year notes that seem to have such a discrepancy. Strange.
9pm EST Explosions in Iran (Isfahan) and Syria and Iraq. Not yet confirmed.
Just change 2/15/2042 to the maturity date of the Bond you wish to lookup. If you want to pull other data from the tables at http://wsj.com/mdc/public/page/2_3020-treasury.html you can change the number 3 to whichever column you wish to pull data from.
Or if you already have a cell with the maturity date listed:
Take for example the 1/5/2017 bill. Ask is 0.325 which is supposedly the "discount to face value". So my interpretation of that is someone was willing to sell the bill for $1000 - 0.325 = $999.675. My intuition says that is incorrect because the bill matures in a few days. I must be looking at this wrong.
