0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024
Auction Prices, OID, & Interest for $1,000 Purchase on 07/31/14
| Description | Series D-2024 | Dated Date | July 15, 2014 |
| CUSIP Number | 912828WU0 | Ref CPI on Dated Date | 237.44594 |
| 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 |
| 07/24/14 | 07/31/14 | 237.87329 | 15,004,900 | 98.781309 | 1.00180 | 98.959115 | 0.249 |
| 09/18/14 | 09/30/14 | 238.25310 | 13,000,009 | 95.397176 | 1.00340 | 95.721526 | 0.610 |
| 11/20/14 | 11/28/14 | 238.01310 | 13,000,007 | 96.506026 | 1.00239 | 96.736675 | 0.497 |
| Total Auctioned | 41,004,916 | ||||||
| OID for Purchase on 07/31/14 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/31/14 | 237.87329 | 1.00180 | ||
| 2014 | 01/01/15 | 237.43300 | 0.99995 | -1.85 |
| 2015 | 01/01/16 | 237.83800 | 1.00165 | 1.70 |
| 2016 | 01/01/17 | 241.72900 | 1.01804 | 16.39 |
| 2017 | 01/01/18 | 246.66300 | 1.03882 | 20.78 |
| 2018 | 01/01/19 | 252.88500 | 1.06502 | 26.20 |
| 2019 | 01/01/20 | 257.34600 | 1.08381 | 18.79 |
| 2020 | 01/01/21 | 260.38800 | 1.09662 | 12.81 |
| 2021 | 01/01/22 | 276.58900 | 1.16485 | 68.23 |
| 2022 | 01/01/23 | 298.01200 | 1.25507 | 90.22 |
| 2023 | 07/01/23 | 303.36300 | 1.27761 | 22.54 |
| Total | 275.81 | |||
| Interest net of Accrued on 07/31/14 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 07/31/14 | 237.87329 | 1.00180 | -0.05444565 |
| 01/15/15 | 236.85403 | 0.99751 | 0.62344375 |
| 07/15/15 | 237.14365 | 0.99873 | 0.62420625 |
| 01/15/16 | 237.61129 | 1.00070 | 0.62543750 |
| 07/15/16 | 239.70132 | 1.00950 | 0.63093750 |
| 01/15/17 | 241.55919 | 1.01732 | 0.63582500 |
| 07/15/17 | 244.61839 | 1.03021 | 0.64388125 |
| 01/15/18 | 246.66571 | 1.03883 | 0.64926875 |
| 07/15/18 | 251.01658 | 1.05715 | 0.66071875 |
| 01/15/19 | 252.50248 | 1.06341 | 0.66463125 |
| 07/15/19 | 255.79368 | 1.07727 | 0.67329375 |
| 01/15/20 | 257.28368 | 1.08355 | 0.67721875 |
| 07/15/20 | 256.39126 | 1.07979 | 0.67486875 |
| 01/15/21 | 260.31619 | 1.09632 | 0.68520000 |
| 07/15/21 | 268.02090 | 1.12877 | 0.70548125 |
| 01/15/22 | 277.20274 | 1.16744 | 0.72965000 |
| 07/15/22 | 290.54829 | 1.22364 | 0.76477500 |
| 01/15/23 | 297.87606 | 1.25450 | 0.78406250 |
| Total | 11.39845435 | ||