0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026
Auction Prices, OID, & Interest for $1,000 Purchase on 11/30/16
| 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 11/30/16 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 11/30/16 | 241.40883 | 1.00712 | ||
| 2016 | 01/01/17 | 241.72900 | 1.00846 | 1.34 |
| 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 | 07/01/20 | 256.38900 | 1.06962 | -3.99 |
| Total | 62.50 | |||
| Interest net of Accrued on 11/30/16 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 11/30/16 | 241.40883 | 1.00712 | -0.47208750 |
| 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 |
| Total | 4.08941875 | ||