Treasury Floating Rate Note Calculation Examples

Treasury published a final rule in the Federal Register on July 31, 2013 (78 FR 46426), revising the Uniform Offering Circular to accommodate the auction and issuance of floating rate notes.

Treasury has provided examples of floating rate note calculations and an interest accrual schedule. Please note that these examples are for illustrative purposes only.

FRN Calculation Examples

Excel format, file size 395KB, uploaded 11/20/13

FRN Interest Accrual Schedule

Excel format, file size 18KB, uploaded 11/20/13

Further Reading

Currently Viewing: Treasury Floating Rate Note Calculation Examples (Subpage of: Auction Regulations (UOC))

Other Pages:

• Laws & Regulations
• Auction Regulations (UOC)
• Collateral Programs
• Commercial Book-Entry Regulations (TRADES)
• Frauds, Phonies, & Scams
• Government Securities Act (GSA) Regulations
• Large Position Reporting (LPR)
• Redemption Ops (Buyback) Rules
• Treasury Marketable Securities Regulations
• Savings Bond Regulations
• TreasuryDirect Regulations
• Links to Other Sites