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[]
[null,null,"2024-12-02","Settlement Date",null,null,null,null,"First Payment",null,null,null,null,null,null,"YTM Sensitivity"]
["Bond #","Lookup Key","Maturity","Coupon","Ask Price","Accrued Interest","Total Outlay","Date","Tot Days","Elap Days","Addit-ional Periods","YTM","Years to Mature","Macau-lay Duration","Modified Duration",0.01,0.02,0.03,"Comment"]
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[11,"2027011500375","2027-01-15",3.7499999999999999E-3,97.15625,0.14266304347826086,97.298913043478265,"2025-01-15",184,44,4,1.7474472522735596E-2,2.1195652173913042,2.1100328929740018,2.0917567203073723E-2,-2.0649030722223322E-2,-4.0771855508500703E-2,-6.0384380522012344E-2]
[12,"2027011502375","2027-01-15",2.375E-2,101.28125,0.90353260869565222,102.18478260869566,"2025-01-15",184,44,4,1.7560869455337524E-2,2.1195652173913042,2.0620835539927662,2.0441351586576399E-2,-2.0180361653651058E-2,-3.98493116701438E-2,-5.9022255199952536E-2]
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[20,"2028071500750","2028-07-15",7.4999999999999997E-3,96.9375,0.28532608695652173,97.222826086956516,"2025-01-15",184,44,7,1.6245678067207336E-2,3.6195652173913042,3.566529753434839,3.5377928317284715E-2,-3.4668814092904822E-2,-6.7961685397263563E-2,-9.993967398090553E-2]
[21,"2028101502375","2028-10-15",2.375E-2,102.75,0.31318681318681313,103.06318681318682,"2025-04-15",182,134,7,1.6381420195102692E-2,3.8681318681318682,3.710367959223078,3.6802243088156078E-2,-3.6027932385126013E-2,-7.0555588815065906E-2,-0.10365272661110909]
[22,"2029011500875","2029-01-15",8.7500000000000008E-3,96.625,0.3328804347826087,96.957880434782609,"2025-01-15",184,44,8,1.72719806432724E-2,4.1195652173913047,4.0401098666101243,4.0055182497719562E-2,-3.9158066790172127E-2,-7.6580950018602323E-2,-0.11235369172132777]
[23,"2029011502500","2029-01-15",2.5000000000000001E-2,103.03125,0.95108695652173914,103.98233695652173,"2025-01-15",184,44,8,1.7341535538434982E-2,4.1195652173913047,3.9079044451273535,3.8743111925114072E-2,-3.7883601226133684E-2,-7.4104518005289707E-2,-0.10874383470150217]
[24,"2029041503875","2029-04-15",3.875E-2,108.75,0.51098901098901084,109.26098901098901,"2025-04-15",182,134,8,1.7835013568401337E-2,4.3681318681318686,4.057475628177202,4.0216128681421159E-2,-3.9285405071159414E-2,-7.6772959973390398E-2,-0.11255403566035015]
[25,"2029041502125","2029-04-15",2.1250000000000002E-2,101.40625,0.28021978021978017,101.68646978021978,"2025-04-15",182,134,8,1.7886698246002197E-2,4.3681318681318686,4.1850962450036473,4.1479992396415893E-2,-4.0510081489368965E-2,-7.9146924059535412E-2,-0.1160062465548073]
[26,"2029071500250","2029-07-15",2.5000000000000001E-3,93.90625,9.5108695652173919E-2,94.001358695652172,"2025-01-15",184,44,9,1.6245618462562561E-2,4.6195652173913047,4.5903359721665398,4.5533499789244779E-2,-4.4400488092655822E-2,-8.6616901851084407E-2,-0.12676669869734952]
[27,"2029101501625","2029-10-15",1.6250000000000001E-2,99.62,0.21428571428571425,99.834285714285713,"2025-04-15",182,134,9,1.7065342515707016E-2,4.8681318681318686,4.6902032766283073,4.6505219020605768E-2,-4.5305456344480223E-2,-8.8301407645777832E-2,-0.12911669105496296]
[28,"2030011500125","2030-01-15",1.25E-3,92.09375,4.755434782608696E-2,92.141304347826093,"2025-01-15",184,44,10,1.7460908740758896E-2,5.1195652173913047,5.1014256120820951,5.0572733181395407E-2,-4.9193448383568199E-2,-9.5736693075522641E-2,-0.13978454238948188]
[29,"2030071500125","2030-07-15",1.25E-3,91.625,4.755434782608696E-2,91.672554347826093,"2025-01-15",184,44,11,1.6936633735895157E-2,5.6195652173913047,5.5977287989940914,5.5507235134359484E-2,-5.3861120550127629E-2,-0.10456966494647355,-0.15232438431041057]
[30,"2031011500125","2031-01-15",1.25E-3,90.4375,4.755434782608696E-2,90.485054347826093,"2025-01-15",184,44,12,1.7812568694353104E-2,6.1195652173913047,6.093535354264576,6.0397436796693779E-2,-5.8464158463650676E-2,-0.11323771042812633,-0.16457017965049919]
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[33,"2032041503375","2032-04-15",3.3750000000000002E-2,111.15625,0.44505494505494503,111.60130494505495,"2025-04-15",182,134,14,1.7540965229272842E-2,7.3681318681318686,6.6083336692537342,6.5508792962751708E-2,-6.3112180389363115E-2,-0.12168171147268607,-0.17606098222728447]
[34,"2032071500625","2032-07-15",6.2500000000000003E-3,91.875,0.23777173913043478,92.112771739130437,"2025-01-15",184,44,15,1.7695026472210884E-2,7.6195652173913047,7.4245198639555143,7.3594074094901582E-2,-7.0736994356753874E-2,-0.13607170963300314,-0.19644175349104739]
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[37,"2034011501750","2034-01-15",1.7500000000000002E-2,98.625,0.66576086956521741,99.290760869565219,"2025-01-15",184,44,18,1.9149508327245712E-2,9.1195652173913047,8.4067222898865168,8.3269933753949935E-2,-7.9527275657506585E-2,-0.15204146190054768,-0.21819831383864213]
[38,"2034071501875","2034-07-15",1.8749999999999999E-2,99.71875,0.71331521739130432,100.4320652173913,"2025-01-15",184,44,19,1.9070472568273544E-2,9.6195652173913047,8.7829701395064781,8.700013455532804E-2,-8.2906200187014639E-2,-0.15816467028664971,-0.22652279405616679]
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[44,"2045021500750","2045-02-15",7.4999999999999997E-3,77.125,0.22214673913043478,77.347146739130437,"2025-02-15",184,75,40,2.1520968526601791E-2,20.203804347826086,18.472921011323692,0.18276259607425982,-0.16576279717439885,-0.30181739719398065,-0.4136703172117227]
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[48,"2049021501000","2049-02-15",0.01,78.4375,0.29619565217391308,78.733695652173907,"2025-02-15",184,75,48,2.1469281986355782E-2,24.203804347826086,21.03567145287013,0.20812259320804374,-0.18568687516365007,-0.33307521112222221,-0.45037277750568344]
[49,"2050021500250","2050-02-15",2.5000000000000001E-3,63.40625,7.4048913043478271E-2,63.480298913043477,"2025-02-15",184,75,50,2.1349520422518253E-2,25.203804347826086,24.144715737982033,0.23889698930381043,-0.21132904457688856,-0.37602011417249886,-0.5045897784068466]
[50,"2051021500125","2051-02-15",1.25E-3,60.28125,3.7024456521739135E-2,60.318274456521742,"2025-02-15",184,75,52,2.1047390997409821E-2,26.203804347826086,25.603935512933937,0.25337293550843559,-0.22290892488355235,-0.3946302082835435,-0.5271285745178127]
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[null,"To update copy and paste from WSJ TIPS Web Page into the green cells"]
[null,"(http://online.wsj.com/mdc/public/page/2_3020-tips.html?mod=mdc_bnd_pglnk)"]
[]
[null,"Maturity","Coupon","Bid","Asked","Chg","Yield*","Accrued"]
["Mat Date",null,null,null,null,null,null,"principal","Ask Price"]
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["2025-04-15","2025 Apr 15",0.125,99.02,99.02,2,2.69,1220,99.062499999999986]
["2025-07-15","2025 Jul 15",0.375,99.04,99.04,3,1.798,1329,99.125000000000014]
["2025-10-15","2025 Oct 15",0.125,98.23,98.24,4,1.5960000000000001,1215,98.749999999999986]
["2026-01-15","2026 Jan 15",0.625,98.16,98.17,2,1.96,1326,98.53125]
["2026-01-15","2026 Jan 15",2,99.32,100,1,1.9870000000000001,1588,100]
["2026-04-15","2026 Apr 15",0.125,97.19,97.2,6,1.8919999999999999,1202,97.625000000000014]
["2026-07-15","2026 Jul 15",0.125,97.21,97.21,2,1.589,1315,97.656249999999986]
["2026-10-15","2026 Oct 15",0.125,97.1,97.1,7,1.585,1153,97.312499999999986]
["2027-01-15","2027 Jan 15",0.375,97.05,97.05,7,1.74,1305,97.156249999999986]
["2027-01-15","2027 Jan 15",2.375,101.08,101.09,3,1.752,1563,101.28125000000001]
["2027-04-15","2027 Apr 15",0.125,96.06,96.07,7,1.7669999999999999,1116,96.218749999999972]
["2027-07-15","2027 Jul 15",0.375,96.28,96.29,3,1.5880000000000001,1288,96.906250000000014]
["2027-10-15","2027 Oct 15",1.625,99.3,99.32,4,1.63,1064,99.999999999999972]
["2028-01-15","2028 Jan 15",0.5,96.07,96.08,8,1.7410000000000001,1278,96.25]
["2028-01-15","2028 Jan 15",1.75,100,100.02,8,1.734,1504,100.06249999999999]
["2028-04-15","2028 Apr 15",3.625,105.28,105.3,5,1.8029999999999999,1949,105.93749999999999]
["2028-04-15","2028 Apr 15",1.25,98.09,98.11,8,1.7589999999999999,1051,98.34375]
["2028-07-15","2028 Jul 15",0.75,96.28,96.3,6,1.627,1256,96.937499999999986]
["2028-10-15","2028 Oct 15",2.375,102.22,102.24,10,1.64,1029,102.74999999999999]
["2029-01-15","2029 Jan 15",0.875,96.19,96.2,10,1.724,1248,96.625000000000014]
["2029-01-15","2029 Jan 15",2.5,102.31,103.01,11,1.738,1468,103.03125000000001]
["2029-04-15","2029 Apr 15",3.875,108.22,108.24,11,1.78,1917,108.74999999999999]
["2029-04-15","2029 Apr 15",2.125,101.11,101.13,11,1.788,1019,101.40624999999999]
["2029-07-15","2029 Jul 15",0.25,93.27,93.29,12,1.623,1232,93.906250000000014]
["2029-10-15","2029 Oct 15",1.625,null,99.198400000000007,null,1.71,1000,99.620000000000019,"<- from Bloomberg 11/29 1:59 PM"]
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["2031-07-15","2031 Jul 15",0.125,89.29,89.31,16,1.734,1176,89.96875]
["2032-01-15","2032 Jan 15",0.125,88.27,88.3,23,1.7849999999999999,1137,88.937499999999986]
["2032-04-15","2032 Apr 15",3.375,111.02,111.05,26,1.754,1776,111.15624999999999]
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["2054021502125","2054-02-15",2.125,30,"2022-02-15",306.90375999999998,17389385,1.0274000000000001,17865854.149,100.28125,17916101.863794066,2.1119847893714905E-2,29.203804347826086,21.782212490808366,0.21554597579662016,-0.18955061581456484,-0.33579889184979533,-0.44927016968758121,"F",{"$f":"$K56*L56","v":378385.34621163277},523218333.50596416,390252337.80413014,3861743.6587031372,-3396008.141278638,-6016207.1521300999,-8049170.12448675]
[]
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[null,null,{"$f":"COUNTIF($S$4:$S$56,$S61)+COUNTIF($S$4:$S$56,$T61)","v":53},null,"All TIPS",null,{"$f":"SUMIF($S$4:$S$56,$S61,G$4:G$56)+SUMIF($S$4:$S$56,$T61,G$4:G$56)","v":1672962549},null,{"$f":"SUMIF($S$4:$S$56,$S61,I$4:I$56)+SUMIF($S$4:$S$56,$T61,I$4:I$56)","v":2057670245.9712903},null,{"$f":"SUMIF($S$4:$S$56,$S61,K$4:K$56)+SUMIF($S$4:$S$56,$T61,K$4:K$56)","v":1941512255.7661338},{"$f":"(SUMIF($S$4:$S$56,$S61,T$4:T$56)+SUMIF($S$4:$S$56,$T61,T$4:T$56))/$K61","v":1.9401805984311255E-2},{"$f":"(SUMIF($S$4:$S$56,$S61,U$4:U$56)+SUMIF($S$4:$S$56,$T61,U$4:U$56))/$K61","v":6.6929136846037718},{"$f":"(SUMIF($S$4:$S$56,$S61,V$4:V$56)+SUMIF($S$4:$S$56,$T61,V$4:V$56))/$K61","v":6.1848873008771115},{"$f":"(SUMIF($S$4:$S$56,$S61,W$4:W$56)+SUMIF($S$4:$S$56,$T61,W$4:W$56))/$K61","v":6.1254320464010741E-2},{"$f":"(SUMIF($S$4:$S$56,$S61,X$4:X$56)+SUMIF($S$4:$S$56,$T61,X$4:X$56))/$K61","v":-5.7385935612440056E-2},{"$f":"(SUMIF($S$4:$S$56,$S61,Y$4:Y$56)+SUMIF($S$4:$S$56,$T61,Y$4:Y$56))/$K61","v":-0.10793639217773938},{"$f":"(SUMIF($S$4:$S$56,$S61,Z$4:Z$56)+SUMIF($S$4:$S$56,$T61,Z$4:Z$56))/$K61","v":-0.15279748069801163},">=A","X"]
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[null,null,{"$f":"COUNTIF($S$4:$S$56,$S63)+COUNTIF($S$4:$S$56,$T63)","v":15},null,"15+ Years",null,{"$f":"SUMIF($S$4:$S$56,$S63,G$4:G$56)+SUMIF($S$4:$S$56,$T63,G$4:G$56)","v":294945731},null,{"$f":"SUMIF($S$4:$S$56,$S63,I$4:I$56)+SUMIF($S$4:$S$56,$T63,I$4:I$56)","v":379260571.85369998},null,{"$f":"SUMIF($S$4:$S$56,$S63,K$4:K$56)+SUMIF($S$4:$S$56,$T63,K$4:K$56)","v":308472583.76531178},{"$f":"(SUMIF($S$4:$S$56,$S63,T$4:T$56)+SUMIF($S$4:$S$56,$T63,T$4:T$56))/$K63","v":2.1128854488295754E-2},{"$f":"(SUMIF($S$4:$S$56,$S63,U$4:U$56)+SUMIF($S$4:$S$56,$T63,U$4:U$56))/$K63","v":21.211447440684228},{"$f":"(SUMIF($S$4:$S$56,$S63,V$4:V$56)+SUMIF($S$4:$S$56,$T63,V$4:V$56))/$K63","v":18.701019350856058},{"$f":"(SUMIF($S$4:$S$56,$S63,W$4:W$56)+SUMIF($S$4:$S$56,$T63,W$4:W$56))/$K63","v":0.18505176260470863},{"$f":"(SUMIF($S$4:$S$56,$S63,X$4:X$56)+SUMIF($S$4:$S$56,$T63,X$4:X$56))/$K63","v":-0.16672032308696902},{"$f":"(SUMIF($S$4:$S$56,$S63,Y$4:Y$56)+SUMIF($S$4:$S$56,$T63,Y$4:Y$56))/$K63","v":-0.30186031948805103},{"$f":"(SUMIF($S$4:$S$56,$S63,Z$4:Z$56)+SUMIF($S$4:$S$56,$T63,Z$4:Z$56))/$K63","v":-0.41180392928886983},">=E","X"]
[]
["1+ Index weighting"]
["1-5",{"$f":"COUNTIF($S$4:$S$56,$S66)","v":22},null,null,null,null,{"$f":"SUMIF($S$4:$S$56,$S66,G$4:G$56)/G$62","v":0.48018510731183606},null,{"$f":"SUMIF($S$4:$S$56,$S66,I$4:I$56)/I$62","v":0.49448709140244151},null,{"$f":"SUMIF($S$4:$S$56,$S66,K$4:K$56)/K$62","v":0.52222400354269471},null,null,null,null,null,null,null,"B"]
["5-10",{"$f":"COUNTIF($S$4:$S$56,$S67)","v":11},null,null,null,null,{"$f":"SUMIF($S$4:$S$56,$S67,G$4:G$56)/G$62","v":0.32227932212831689},null,{"$f":"SUMIF($S$4:$S$56,$S67,I$4:I$56)/I$62","v":0.29674663040994337},null,{"$f":"SUMIF($S$4:$S$56,$S67,K$4:K$56)/K$62","v":0.2965594252371857},null,null,null,null,null,null,null,"C"]
["10-15",{"$f":"COUNTIF($S$4:$S$56,$S68)","v":0},null,null,null,null,{"$f":"SUMIF($S$4:$S$56,$S68,G$4:G$56)/G$62","v":0},null,{"$f":"SUMIF($S$4:$S$56,$S68,I$4:I$56)/I$62","v":0},null,{"$f":"SUMIF($S$4:$S$56,$S68,K$4:K$56)/K$62","v":0},null,null,null,null,null,null,null,"D"]
["15-20",{"$f":"COUNTIF($S$4:$S$56,$S69)","v":5},null,null,null,null,{"$f":"SUMIF($S$4:$S$56,$S69,G$4:G$56)/G$62","v":7.2539476791042126E-2},null,{"$f":"SUMIF($S$4:$S$56,$S69,I$4:I$56)/I$62","v":8.3469670082310529E-2},null,{"$f":"SUMIF($S$4:$S$56,$S69,K$4:K$56)/K$62","v":7.9452680508768733E-2},null,null,null,null,null,null,null,"E"]
["20+",{"$f":"COUNTIF($S$4:$S$56,$S70)","v":10},null,null,null,null,{"$f":"SUMIF($S$4:$S$56,$S70,G$4:G$56)/G$62","v":0.12499609376880491},null,{"$f":"SUMIF($S$4:$S$56,$S70,I$4:I$56)/I$62","v":0.1252966081053046},null,{"$f":"SUMIF($S$4:$S$56,$S70,K$4:K$56)/K$62","v":0.10176389071135078},null,null,null,null,null,null,null,"F"]
["Total",{"$f":"SUM(B66:B70)","v":48},null,null,null,null,{"$f":"SUM(G66:G70)","v":1},null,{"$f":"SUM(I66:I70)","v":1},null,{"$f":"SUM(K66:K70)","v":1}]
[]
[null,null,null,null,null,null,null,null,null,null,"  #     Real       Avg  - Real Duration -   - Fall if Rates Rise -"]
[null,null,null,null,null,null,null,null,null,null,"TIPS     YTM      Life  Macaulay Modified     1%       2%       3%       Index"]
[null,null,null,null,null,null,null,null,null,null,"----    -----     ----  -------- --------   -----    -----    -----   ------------"]
[null,null,null,null,null,null,null,null,null,null,{"$f":"RIGHT(\"    \"&C58,4)&RIGHT(\"      \"&TEXT(L58,\"_(#0.00%_);(#0.00%)\"),10)&RIGHT(\"        \"&TEXT(M58,\"##0.00\"),8)&RIGHT(\"        \"&TEXT(N58,\"##0.00\"),9)&RIGHT(\"        \"&TEXT(O58,\"##0.00%\"),9)&RIGHT(\"        \"&TEXT(-P58,\"##0.00%\"),9)&RIGHT(\"        \"&TEXT(-Q58,\"##0.00%\"),9)&RIGHT(\"        \"&TEXT(-R58,\"##0.00%\"),9)&\"   \"&E58","v":"  27    1.95%     2.40     2.34    2.32%    2.28%    4.48%    6.60%   0 - 5 Years"}]
[null,null,null,null,null,null,null,null,null,null,"  22    1.73%     2.94     2.87    2.84%    2.79%    5.47%    8.06%   1 - 5 Years"]
[null,null,null,null,null,null,null,null,null,null,"  33    1.76%     4.56     4.41    4.37%    4.24%    8.22%   11.97%   1 - 10 Years"]
[null,null,null,null,null,null,null,null,null,null,"  53    1.94%     6.69     6.18    6.13%    5.74%   10.79%   15.28%   All TIPS"]
[null,null,null,null,null,null,null,null,null,null,"  48    1.82%     7.58     7.00    6.93%    6.49%   12.20%   17.26%   1+ Years"]
[null,null,null,null,null,null,null,null,null,null,"  15    2.11%    21.21    18.70   18.51%   16.67%   30.19%   41.18%   15+ Years"]

{"sheet":"Notes","index":4,"n_rows":244,"n_cols":7,"rows_kept":244,"cut":false,"hidden":false,"merged":[]}
["2011-06-25","Bob Hinkley"]
[]
[null,"Excel workbook with macro to calculate yield to maturity and duration for one or more bonds"]
[]
[]
[]
[]
[]
[]
[null,"Refer to following article in Wikipedia for explanation of MacCaulay and Modified Duration:"]
[null,null,"http://en.wikipedia.org/wiki/Bond_duration"]
[]
[null,"Bonds sheet instructions"]
[null,null,1,"Enter the \"Settlement\" date which is the date bonds are assumed to be purchased,"]
[null,null,2,"Fill in the following 3 cells for one or more rows beginning with row 4"]
[null,null,null,null,"Maturity"]
[null,null,null,null,"Coupon"]
[null,null,null,null,"Price "]
[null,null,3,"Click the [Calc YTM & Duration] button to run the macro"]
[null,null,null,null,"All the other columns will be filled in"]
[]
[null,null,"Calculated Columns"]
[null,null,null,"Accrued Interest",null,null,"Interest purchaser must pay on settlement date"]
[null,null,null,"Total Outlay",null,null,"Total of Price and Accrued Interest"]
[null,null,null,"First Interest Date",null,null,"Date purchaser receives first interest payment"]
[null,null,null,"First Interest Tot Days",null,null,"# of days in period ending on first interest date"]
[null,null,null,"First Interest Elap Days",null,null,"# of days from settlement date until first interest date"]
[null,null,null,"Additional Periods",null,null,"# of full 6-month periods after first interest payment date"]
[null,null,null,"YTM",null,null,"Yield to Maturity"]
[null,null,null,"Years to Mature",null,null,"Years from settlement date until maturity date"]
[null,null,null,"MacCaulay Duration",null,null,"See Wikipedia article"]
[null,null,null,"Modified Duration",null,null,"See Wikipedia article [ MacCaulay Duration / (1 + YTM / 2) ]"]
[null,null,null,"Price Sensitivity if YTM falls 1%",null,null,"Change in Present Value vs Total Outlay - see below"]
[null,null,null,"Price Sensitivity if YTM rises 1%",null,null,"Ditto"]
[]
[null,null,"Explanation of Modified Duration vs Price Sensitivity"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,"Detail sheet instructions"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,"WSJ sheet instructions"]
[]
[]
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[]
[]
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[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,"Weight sheet instructions"]
[null,null,1,"Follow WSJ sheet instructions to get latest prices"]
[null,null,2,"Follow Bonds sheet instructions to run the calculation macro"]
[null,null,3,"On Weight sheet enter the Reference CPI for the settlement date in the yellow cell"]
[null,null,null,"For 2013 get it from:",null,null,"http://eyebonds.info/tips/2013/tips00_2013.html"]
[null,null,4,"Read the weighted averages from the bottom of the sheet"]
[null,null,5,"For a new issue or auction use following web page to get auction results"]
[null,null,null,"http://www.treasurydirect.gov/instit/annceresult/press/preanre/preanre_iis.htm"]
[]
[]
[]
[]
[]
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[]
[]
[]
["2011-07-02","Added Price Sensitivity calculation to Detail sheet"]
["2011-07-04","Corrected wording for \"Explanation of Modified Duration vs Price Sensitivity\" on this sheet"]
["2012-05-23","Removed TIP_ETF sheet to simplify"]
["2012-10-28","Added Weight sheet and updated WSJ Quotes as of 10/26/2012 (10/29/2012 settlement)"]
["2012-10-29","Added 0+ row to Weight sheet to show All TIPS"]
["2012-11-02","Add YTM Sensitivity to Weight sheet.  Show +3% as well as -1% / +1% on Bonds sheet."]
[null,"Updated for TIPS prices 11/2/2012"]
["2012-11-09","Updated for TIPS prices 11/9/2012"]
["2012-11-17","Updated for TIPS prices 11/16/2012"]
["2012-12-21","Updated for TIPS prices 12/21/2012 & Nov & Dec auctions"]
["2013-01-04","Updated for TIPS prices 1/4/2013"]
[null,"Changed YTM sensitvity defaults to +1%, +2%, & +3% since that's what I show in Boglehead's thread."]
[null,"Fixed YTM fmt on Weight sheet for neg nbrs from (-1.23%) to just (1.23%)"]
["2013-02-10","Updated for TIPS prices 2/8/2013"]
["2013-02-16","Updated for TIPS prices 2/15/2013"]
["2013-04-26","Updated for prices and auctions thru 4/26/2013"]
["2013-05-17","Updated for prices thru 5/17/2013"]
["2013-06-07","Updated for prices and auctions thru 06/07/2013"]
["2013-06-21","Updated for prices and auctions thru 06/21/2013"]
["2013-07-19","Updated for prices and auctions thru 07/19/2013"]
["2013-08-30","Updated for prices and auctions thru 08/30/2013"]
["2013-09-20","Updated for prices and auctions thru 09/20/2013"]
["2013-10-26","Updated for prices and auctions thru 10/25/2013"]
["2013-11-23","Updated for prices and auctions thru 11/22/2013"]
["2013-12-21","Updated for prices and auctions thru 12/20/2013"]
["2014-01-24","Updated for prices and auctions thru 01/24/2014"]
["2014-02-21","Updated for prices and auctions thru 02/21/2014"]
["2014-03-22","Updated for prices and auctions thru 3/21/2014"]
["2014-04-25","Expand A-D groups to A-F & add 1-5, 5-10, 10-15, 15-20, & 20+ % of 1+ index"]
[null,"Updated for prices and auctions thru 4/25/2013"]
["2014-05-23","Updated for prices and auctions thru 5/23/2014"]
["2014-06-20","Updated for prices and auctions thru 6/20/2014"]
["2014-07-25","Updated for prices and auctions thru 7/25/2014"]
["2014-09-19","Updated for prices and auctions thru 9/19/2015"]
["2014-10-21","Added 1-10 row on Weight sheet for SPDR TIPX fund"]
["2014-10-24","Updated for prices and auctions thru 10/24/2014"]
["2014-12-19","Updated for prices and auctions thru 12/19/2014"]
["2015-01-23","Modified lookup to use coupon as well as maturity since now two mature 1/15/2025"]
[null,"Updated for prices and auctions thru 1/23/2015"]
["2015-03-20","Updated for prices and auctions thru 3/20/2015"]
["2015-06-19","Updated for prices and auctions thru 6/19/2015"]
["2015-07-24","Updated for prices and auctions thru 7/24/2015"]
["2015-08-28","Updated for prices and auctions thru 8/28/2015"]
["2015-10-23","Updated for prices and auctions thru 10/23/2015"]
["2015-11-20","Updated for prices and auctions thru 11/20/2015"]
["2016-01-01","Updated for prices and auctions thru 12/31/2015"]
["2016-01-30","Updated for prices and auctions thru 1/29/2016"]
["2016-03-31","Updated for prices and auctions thru 3/31/2016"]
["2016-06-30","Updated for prices and auctions thru 6/30/2016"]
["2016-09-30","Updated for prices and auctions thru 9/30/2016"]
["2016-12-30","Updated for prices and auctions thru 12/30/2016"]
["2017-03-31","Updated for prices and auctions thru 03/31/2017"]
["2017-06-30","Updated for prices and auctions thru 06/30/2017"]
["2017-09-29","Updated for prices and auctions thru 09/29/2017"]
["2017-12-29","Updated for prices and auctions thru 12/29/2017"]
["2018-03-30","Updated for prices and auctions thru 3/29/2018"]
["2018-06-29","Updated for prices and auctions thru 6/29/2018"]
["2018-09-28","Updated for prices and auctions thru 9/28/2018"]
["2018-12-31","Updated for prices and auctions thru 12/31/2018"]
["2019-03-29","Updated for prices and auctions thru 03/29/2019"]
["2019-06-29","Updated for prices and auctions thru 06/28/2019"]
["2019-09-27","Add Macaulay durtion to Weight sheet"]
[null,"Add monospaced font section on Weight sheet for pasting to posts"]
["2019-09-30","Updated for prices and auctions thru 9/30/2019"]
["2020-01-01","Updated for prices and auctions thru 12/31/2019"]
["2020-03-31","Updated for prices and auctions thru 3/31/2020"]
["2020-04-30","Updated for prices and auctions thru 4/30/2020"]
["2020-05-29","Updated for prices and auctions thru 5/29/202o"]
["2020-06-30","Updated for prices and auctions thru 6/30/2020"]
["2020-08-02","Updated for prices and auctions thru 7/31/2020"]
[null,"(includes $25K 7/13/2020 test auction April 2025)"]
["2020-08-31","Updated for prices and auctions thru 8/31/2020"]
["2020-09-30","Updated for prices and auctions thru 9/30/2020"]
["2020-10-30","Updated for prices and auctions thru 10/30/2020"]
["2020-11-30","Updated for prices and auctions thru 11/30/2020"]
["2021-01-01","Updated for prices and auctions thru 12/31/2020"]
["2021-01-31","Updated for prices and auctions thru 1/29/2021"]
["2021-02-26","Updated for prices and auctions thru 2/26/2021"]
["2021-03-31","Updated for prices and auctions thru 3/31/2021"]
["2021-05-01","Updated for prices and auctions thru 4/30/2021"]
[null,"Saved as .XLSM"]
["2021-05-28","Updated for prices and auctions thru 5/28/2021"]
["2021-06-30","Updated for prices and auctions thru 6/30/2021"]
["2021-07-31","Updated for prices and auctions thru 7/30/2021"]
["2021-08-31","Updated for prices and auctions thru 8/31/2021"]
["2021-09-30","Updated for prices and auctions thru 9/30/2021"]
["2021-10-29","Updated for prices and auctions thru 10/29/2021"]
["2021-11-30","Updated for prices and auctions thru 11/30/2021"]
["2022-01-02","Updated for prices and auctions thru 12/31/2021 (set 1/15/2022 Mkt Value to $0 on Weight sheet)"]
["2022-01-31","Updated for prices and auctions thru 1/31/2022"]
["2022-02-28","Updated for prices and auctions thru 2/28/2022"]
["2022-03-31","Updated for prices and auctions thru 3/31/2022 (set 4/15/2022 Mkt Value to $0 on Weight sheet)"]
["2022-04-29","Updated for prices and auctions thru 4/29/2022"]
["2022-05-31","Updated for prices and auctions thru 5/31/2022"]
["2022-06-30","Updated for prices and auctions thru 6/30/2022 (set 7/15/2022 Mkt Value to $0 on Weight sheet)"]
["2022-07-29","Updated for prices and auctions thru 7/29/2022"]
["2022-09-30","Updated for prices and auctions 9/30/2022"]
["2022-10-31","Updated for prices and auctions 10/31/2022"]
["2022-11-01","Fixed order of Apr 27 & July 27 on Weight sheet -- was backward"]
["2022-11-30","Updated for prices and auctions 11/30/2022"]
["2023-01-31","Updated for prices and auctions 1/31/2023"]
["2023-03-01","Updated for prices and auctions 2/28/2023"]
["2023-04-06","Updated for prices and auctions 3/31/2023 -- zeroed out 4/15/2023 maturity"]
["2023-04-28","Updated for prices and auctions 4/28/2023"]
["2023-05-31","Updated for prices and auctions 5/31/2023"]
["2023-06-30","Updated for prices and auctions 6/30/2023"]
["2023-07-31","Updated for prices and auctions 7/31/2023"]
["2023-08-31","Updated for prices and auctions 8/31/2023"]
["2023-09-29","Updated for prices and auctions 9/29/2023"]
["2023-10-31","Updated for prices and auctions 10/31/2023 (New Oct 2028 price from Bloomberg)"]
["2023-11-01","Fix reversed face values for 7/15/2028 and 10/15/2028 on Weight sheet"]
["2023-11-30","Updated for prices and auctions 11/30/2023 (New Oct 2028 price STILL from Bloomberg)"]
["2023-12-29","Updated for prices and auctions 12/29/2023 (all prices from WSJ as usual)"]
["2024-01-31","Updated for prices and auctions 1/31/2024"]
["2024-02-29","Updated for prices and auctions 2/29/2024"]
["2024-03-29","Updated for prices and auctions 3/28/2024 (3/29 Good Friday holiday)"]
["2024-05-31","Updated for prices and auctions 5/31/2024"]
["2024-06-28","Updated for prices and auctions 6/28/2024"]
["2024-07-31","Updated for prices and auctions 7/31/2024"]
["2024-09-01","Updated for prices and auctions 8/30/2024"]
["2024-09-30","Updated for prices and auctions 9/30/2024"]
["2024-10-31","Updated for prices and auctions 10/31/2024"]
["2024-11-29","Updated for prices and auctions 11/29/2024"]