0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/31/14 Held to Maturity

DescriptionSeries D-2024Dated DateJuly 15, 2014
CUSIP Number912828WU0Ref CPI on Dated Date237.44594
Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual
AuctionIssuedRef CPIAmount
in 000's
Price
before IR
Index
Ratio
Price
after IR
Real
YTM
Nominal
Return
07/24/1407/31/14237.8732915,004,90098.7813091.0018098.9591150.2493.048
09/18/1409/30/14238.2531013,000,00995.3971761.0034095.7215260.6103.445
11/20/1411/28/14238.0131013,000,00796.5060261.0023996.7366750.4973.389
Total Auctioned41,004,916
OID for Purchase on 07/31/14
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/31/14237.873291.00180 
201401/01/15237.433000.99995-1.85
201501/01/16237.838001.001651.70
201601/01/17241.729001.0180416.39
201701/01/18246.663001.0388220.78
201801/01/19252.885001.0650226.20
201901/01/20257.346001.0838118.79
202001/01/21260.388001.0966212.81
202101/01/22276.589001.1648568.23
202201/01/23298.012001.2550790.22
202301/01/24307.671001.2957540.68
202407/15/24313.783291.3214925.74
Total319.69
Cash Flows per $1,000 Purchased on 07/31/14
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
3.048% YTM
07/31/14237.873291.00180-989.59115-0.05444565-989.64559565-989.64559565
01/15/15236.854030.99751 0.623443750.623443750.61489341
07/15/15237.143650.99873 0.624206250.624206250.60640400
01/15/16237.611291.00070 0.625437500.625437500.59847945
07/15/16239.701321.00950 0.630937500.630937500.59467961
01/15/17241.559191.01732 0.635825000.635825000.59029035
07/15/17244.618391.03021 0.643881250.643881250.58879653
01/15/18246.665711.03883 0.649268750.649268750.58481075
07/15/18251.016581.05715 0.660718750.660718750.58619061
01/15/19252.502481.06341 0.664631250.664631250.58081037
07/15/19255.793681.07727 0.673293750.673293750.57954821
01/15/20257.283681.08355 0.677218750.677218750.57417640
07/15/20256.391261.07979 0.674868750.674868750.56359491
01/15/21260.316191.09632 0.685200000.685200000.56363309
07/15/21268.020901.12877 0.705481250.705481250.57160495
01/15/22277.202741.16744 0.729650000.729650000.58231298
07/15/22290.548291.22364 0.764775000.764775000.60118336
01/15/23297.876061.25450 0.784062500.784062500.60709314
07/15/23303.708031.27906 0.799412500.799412500.60968704
01/15/24307.391001.29457 0.809106250.809106250.60781717
07/15/24313.783291.321491,321.490000.825931251,322.31593125978.43958927
Total331.8988513.83290435345.73175435-0.00000006
OID319.69000
Purchase Discount12.20885

Generated  07/11/24  08:49