0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026
Auction Prices, OID, & Interest for $1,000 Purchase on 09/30/16
Description | Series D-2026 | Dated Date | July 15, 2016 |
CUSIP Number | 912828S50 | Ref CPI on Dated Date | 239.70132 |
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 |
07/21/16 | 07/29/16 | 240.14165 | 13,000,041 | 100.795083 | 1.00184 | 100.980546 | 0.045 |
09/22/16 | 09/30/16 | 240.66003 | 11,670,544 | 100.712814 | 1.00400 | 101.115665 | 0.052 |
11/17/16 | 11/30/16 | 241.40883 | 12,170,751 | 97.694762 | 1.00712 | 98.390349 | 0.369 |
Total Auctioned | 36,841,337 |
OID for Purchase on 09/30/16 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
09/30/16 | 240.66003 | 1.00400 | ||
2016 | 01/01/17 | 241.72900 | 1.00846 | 4.46 |
2017 | 01/01/18 | 246.66300 | 1.02904 | 20.58 |
2018 | 01/01/19 | 252.88500 | 1.05500 | 25.96 |
2019 | 01/01/20 | 257.34600 | 1.07361 | 18.61 |
2020 | 01/01/21 | 260.38800 | 1.08630 | 12.69 |
2021 | 01/01/22 | 276.58900 | 1.15389 | 67.59 |
2022 | 01/01/23 | 298.01200 | 1.24326 | 89.37 |
2023 | 01/01/24 | 307.67100 | 1.28356 | 40.30 |
2024 | 05/01/24 | 310.32600 | 1.29464 | 11.08 |
Total | 290.64 |
Interest net of Accrued on 09/30/16 | |||
---|---|---|---|
Click Year in Date Column for After Market Accrued Interest | |||
Date | Ref CPI | Index Ratio | Interest per $1,000 |
09/30/16 | 240.66003 | 1.00400 | -0.26259511 |
01/15/17 | 241.55919 | 1.00775 | 0.62984375 |
07/15/17 | 244.61839 | 1.02051 | 0.63781875 |
01/15/18 | 246.66571 | 1.02905 | 0.64315625 |
07/15/18 | 251.01658 | 1.04721 | 0.65450625 |
01/15/19 | 252.50248 | 1.05340 | 0.65837500 |
07/15/19 | 255.79368 | 1.06714 | 0.66696250 |
01/15/20 | 257.28368 | 1.07335 | 0.67084375 |
07/15/20 | 256.39126 | 1.06963 | 0.66851875 |
01/15/21 | 260.31619 | 1.08600 | 0.67875000 |
07/15/21 | 268.02090 | 1.11815 | 0.69884375 |
01/15/22 | 277.20274 | 1.15645 | 0.72278125 |
07/15/22 | 290.54829 | 1.21213 | 0.75758125 |
01/15/23 | 297.87606 | 1.24270 | 0.77668750 |
07/15/23 | 303.70803 | 1.26703 | 0.79189375 |
01/15/24 | 307.39100 | 1.28239 | 0.80149375 |
Total | 10.19546114 |