0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 09/30/14 Held to Maturity
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 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 |
07/24/14 | 07/31/14 | 237.87329 | 15,004,900 | 98.781309 | 1.00180 | 98.959115 | 0.249 | 3.048 |
09/18/14 | 09/30/14 | 238.25310 | 13,000,009 | 95.397176 | 1.00340 | 95.721526 | 0.610 | 3.445 |
11/20/14 | 11/28/14 | 238.01310 | 13,000,007 | 96.506026 | 1.00239 | 96.736675 | 0.497 | 3.389 |
Total Auctioned | 41,004,916 |
OID for Purchase on 09/30/14 | ||||
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Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
09/30/14 | 238.25310 | 1.00340 | ||
2014 | 01/01/15 | 237.43300 | 0.99995 | -3.45 |
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 | 01/01/24 | 307.67100 | 1.29575 | 40.68 |
2024 | 07/15/24 | 313.78329 | 1.32149 | 25.74 |
Total | 318.09 |
Cash Flows per $1,000 Purchased on 09/30/14 | ||||||
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Click Year in Date Column for After Market Accrued Interest | ||||||
Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.445% YTM |
09/30/14 | 238.25310 | 1.00340 | -957.21526 | -0.26243818 | -957.47769818 | -957.47769818 |
01/15/15 | 236.85403 | 0.99751 | 0.62344375 | 0.62344375 | 0.61728216 | |
07/15/15 | 237.14365 | 0.99873 | 0.62420625 | 0.62420625 | 0.60757076 | |
01/15/16 | 237.61129 | 1.00070 | 0.62543750 | 0.62543750 | 0.59845979 | |
07/15/16 | 239.70132 | 1.00950 | 0.63093750 | 0.63093750 | 0.59349861 | |
01/15/17 | 241.55919 | 1.01732 | 0.63582500 | 0.63582500 | 0.58796743 | |
07/15/17 | 244.61839 | 1.03021 | 0.64388125 | 0.64388125 | 0.58533400 | |
01/15/18 | 246.66571 | 1.03883 | 0.64926875 | 0.64926875 | 0.58023615 | |
07/15/18 | 251.01658 | 1.05715 | 0.66071875 | 0.66071875 | 0.58046925 | |
01/15/19 | 252.50248 | 1.06341 | 0.66463125 | 0.66463125 | 0.57401818 | |
07/15/19 | 255.79368 | 1.07727 | 0.67329375 | 0.67329375 | 0.57165207 | |
01/15/20 | 257.28368 | 1.08355 | 0.67721875 | 0.67721875 | 0.56524727 | |
07/15/20 | 256.39126 | 1.07979 | 0.67486875 | 0.67486875 | 0.55374666 | |
01/15/21 | 260.31619 | 1.09632 | 0.68520000 | 0.68520000 | 0.55270254 | |
07/15/21 | 268.02090 | 1.12877 | 0.70548125 | 0.70548125 | 0.55942502 | |
01/15/22 | 277.20274 | 1.16744 | 0.72965000 | 0.72965000 | 0.56879177 | |
07/15/22 | 290.54829 | 1.22364 | 0.76477500 | 0.76477500 | 0.58607704 | |
01/15/23 | 297.87606 | 1.25450 | 0.78406250 | 0.78406250 | 0.59068237 | |
07/15/23 | 303.70803 | 1.27906 | 0.79941250 | 0.79941250 | 0.59204752 | |
01/15/24 | 307.39100 | 1.29457 | 0.80910625 | 0.80910625 | 0.58907894 | |
07/15/24 | 313.78329 | 1.32149 | 1,321.49000 | 0.82593125 | 1,322.31593125 | 946.42340998 |
Total | 364.27474 | 13.62491182 | 377.89965182 | -0.00000067 | ||
OID | 318.09000 | |||||
Purchase Discount | 46.18474 |