0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2023
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/31/13 Held to Maturity
| Description | Series D-2023 | Dated Date | July 15, 2013 |
| CUSIP Number | 912828VM9 | Ref CPI on Dated Date | 232.71797 |
| Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Nominal Return |
| 07/18/13 | 07/31/13 | 232.93165 | 15,000,002 | 99.912137 | 1.00092 | 100.004056 | 0.384 | 3.055 |
| 09/19/13 | 09/30/13 | 233.59293 | 13,000,063 | 98.806950 | 1.00376 | 99.178464 | 0.500 | 3.189 |
| 11/21/13 | 11/29/13 | 234.13087 | 13,000,284 | 98.268271 | 1.00607 | 98.864759 | 0.560 | 3.271 |
| Total Auctioned | 41,000,349 | |||||||
| OID for Purchase on 07/31/13 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/31/13 | 232.93165 | 1.00092 | ||
| 2013 | 01/01/14 | 233.54600 | 1.00356 | 2.64 |
| 2014 | 01/01/15 | 237.43300 | 1.02026 | 16.70 |
| 2015 | 01/01/16 | 237.83800 | 1.02200 | 1.74 |
| 2016 | 01/01/17 | 241.72900 | 1.03872 | 16.72 |
| 2017 | 01/01/18 | 246.66300 | 1.05992 | 21.20 |
| 2018 | 01/01/19 | 252.88500 | 1.08666 | 26.74 |
| 2019 | 01/01/20 | 257.34600 | 1.10583 | 19.17 |
| 2020 | 01/01/21 | 260.38800 | 1.11890 | 13.07 |
| 2021 | 01/01/22 | 276.58900 | 1.18852 | 69.62 |
| 2022 | 01/01/23 | 298.01200 | 1.28057 | 92.05 |
| 2023 | 07/15/23 | 303.70803 | 1.30505 | 24.48 |
| Total | 304.13 | |||
| Cash Flows per $1,000 Purchased on 07/31/13 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.055% YTM |
| 07/31/13 | 232.93165 | 1.00092 | -1,000.04056 | -0.16319348 | -1,000.20375348 | -1,000.20375348 |
| 01/15/14 | 233.33058 | 1.00263 | 1.87993125 | 1.87993125 | 1.85409269 | |
| 07/15/14 | 237.44594 | 1.02032 | 1.91310000 | 1.91310000 | 1.85842136 | |
| 01/15/15 | 236.85403 | 1.01777 | 1.90831875 | 1.90831875 | 1.82588945 | |
| 07/15/15 | 237.14365 | 1.01902 | 1.91066250 | 1.91066250 | 1.80063043 | |
| 01/15/16 | 237.61129 | 1.02103 | 1.91443125 | 1.91443125 | 1.77704090 | |
| 07/15/16 | 239.70132 | 1.03001 | 1.93126875 | 1.93126875 | 1.76570198 | |
| 01/15/17 | 241.55919 | 1.03799 | 1.94623125 | 1.94623125 | 1.75261360 | |
| 07/15/17 | 244.61839 | 1.05114 | 1.97088750 | 1.97088750 | 1.74811747 | |
| 01/15/18 | 246.66571 | 1.05993 | 1.98736875 | 1.98736875 | 1.73621810 | |
| 07/15/18 | 251.01658 | 1.07863 | 2.02243125 | 2.02243125 | 1.74026999 | |
| 01/15/19 | 252.50248 | 1.08501 | 2.03439375 | 2.03439375 | 1.72422891 | |
| 07/15/19 | 255.79368 | 1.09916 | 2.06092500 | 2.06092500 | 1.72043845 | |
| 01/15/20 | 257.28368 | 1.10556 | 2.07292500 | 2.07292500 | 1.70442378 | |
| 07/15/20 | 256.39126 | 1.10173 | 2.06574375 | 2.06574375 | 1.67296743 | |
| 01/15/21 | 260.31619 | 1.11859 | 2.09735625 | 2.09735625 | 1.67301674 | |
| 07/15/21 | 268.02090 | 1.15170 | 2.15943750 | 2.15943750 | 1.69662462 | |
| 01/15/22 | 277.20274 | 1.19115 | 2.23340625 | 2.23340625 | 1.72834284 | |
| 07/15/22 | 290.54829 | 1.24850 | 2.34093750 | 2.34093750 | 1.78430475 | |
| 01/15/23 | 297.87606 | 1.27999 | 2.39998125 | 2.39998125 | 1.80178972 | |
| 07/15/23 | 303.70803 | 1.30505 | 1,305.05000 | 2.44696875 | 1,307.49696875 | 966.83861994 |
| Total | 305.00944 | 41.13351277 | 346.14295277 | -0.00000034 | ||
| OID | 304.13000 | |||||
| Purchase Discount | 0.87944 | |||||