0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2024
Auction Prices, OID, & Interest for $1,000 Purchase on 01/31/14
| Description | Series A-2024 | Dated Date | January 15, 2014 |
| CUSIP Number | 912828B25 | Ref CPI on Dated Date | 233.33058 |
| Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) | |||||||
|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM |
| 01/23/14 | 01/31/14 | 233.08439 | 15,000,000 | 99.653598 | 0.99894 | 99.547965 | 0.661 |
| 03/20/14 | 03/31/14 | 233.88803 | 13,000,005 | 99.677818 | 1.00239 | 99.916048 | 0.659 |
| 05/22/14 | 05/30/14 | 236.19545 | 13,000,053 | 102.706565 | 1.01228 | 103.967802 | 0.339 |
| Total Auctioned | 41,000,058 | ||||||
| OID for Purchase on 01/31/14 | ||||
|---|---|---|---|---|
| Click Year for After Market OID | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/31/14 | 233.08439 | 0.99894 | ||
| 2014 | 01/01/15 | 237.43300 | 1.01758 | 18.64 |
| 2015 | 01/01/16 | 237.83800 | 1.01932 | 1.74 |
| 2016 | 01/01/17 | 241.72900 | 1.03599 | 16.67 |
| 2017 | 08/01/17 | 244.73300 | 1.04887 | 12.88 |
| Total | 49.93 | |||
| Interest net of Accrued on 01/31/14 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 01/31/14 | 233.08439 | 0.99894 | -0.27595028 |
| 07/15/14 | 237.44594 | 1.01764 | 3.18012500 |
| 01/15/15 | 236.85403 | 1.01510 | 3.17218750 |
| 07/15/15 | 237.14365 | 1.01634 | 3.17606250 |
| 01/15/16 | 237.61129 | 1.01835 | 3.18234375 |
| 07/15/16 | 239.70132 | 1.02730 | 3.21031250 |
| 01/15/17 | 241.55919 | 1.03527 | 3.23521875 |
| 07/15/17 | 244.61839 | 1.04838 | 3.27618750 |
| Total | 22.15648722 | ||