3% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2012
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/15/02 Held to Maturity
Description | Series C-2012 | Dated Date | July 15, 2002 |
CUSIP Number | 912828AF7 | Ref CPI on Dated Date | 179.80000 |
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 |
07/10/02 | 07/15/02 | 179.80000 | 10,010,395 | 99.154000 | 1.00000 | 99.154000 | 3.099 | 5.627 |
10/09/02 | 10/15/02 | 180.37097 | 7,000,047 | 106.438525 | 1.00318 | 106.777000 | 2.260 | 4.814 |
01/08/03 | 01/15/03 | 181.30000 | 6,000,109 | 105.593351 | 1.00834 | 106.474000 | 2.340 | 4.909 |
Total Auctioned | 23,010,551 |
OID for Purchase on 07/15/02 | ||||
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Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
07/15/02 | 179.80000 | 1.00000 | ||
2002 | 01/01/03 | 181.30000 | 1.00834 | 8.34 |
2003 | 01/01/04 | 185.00000 | 1.02892 | 20.58 |
2004 | 01/01/05 | 190.90000 | 1.06174 | 32.82 |
2005 | 01/01/06 | 199.20000 | 1.10790 | 46.16 |
2006 | 01/01/07 | 201.80000 | 1.12236 | 14.46 |
2007 | 01/01/08 | 208.93600 | 1.16205 | 39.69 |
2008 | 01/01/09 | 216.57300 | 1.20452 | 42.47 |
2009 | 01/01/10 | 216.17700 | 1.20232 | -2.20 |
2010 | 01/01/11 | 218.71100 | 1.21641 | 14.09 |
2011 | 01/01/12 | 226.42100 | 1.25929 | 42.88 |
2012 | 07/15/12 | 229.96306 | 1.27899 | 19.70 |
Total | 278.99 |
Cash Flows per $1,000 Purchased on 07/15/02 | ||||||
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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 @ 5.627% YTM |
07/15/02 | 179.80000 | 1.00000 | -991.54000 | 0.00000000 | -991.54000000 | -991.54000000 |
01/15/03 | 181.30000 | 1.00834 | 15.12510000 | 15.12510000 | 14.71118357 | |
07/15/03 | 183.66452 | 1.02149 | 15.32235000 | 15.32235000 | 14.49519622 | |
01/15/04 | 184.77419 | 1.02767 | 15.41505000 | 15.41505000 | 14.18381369 | |
07/15/04 | 188.49677 | 1.04837 | 15.72555000 | 15.72555000 | 14.07353780 | |
01/15/05 | 190.94516 | 1.06199 | 15.92985000 | 15.92985000 | 13.86623278 | |
07/15/05 | 194.50968 | 1.08181 | 16.22715000 | 16.22715000 | 13.73847131 | |
01/15/06 | 198.47742 | 1.10388 | 16.55820000 | 16.55820000 | 13.63510995 | |
07/15/06 | 201.95161 | 1.12320 | 16.84800000 | 16.84800000 | 13.49407856 | |
01/15/07 | 201.66452 | 1.12160 | 16.82400000 | 16.82400000 | 13.10610069 | |
07/15/07 | 207.25639 | 1.15271 | 17.29065000 | 17.29065000 | 13.10101429 | |
01/15/08 | 209.49645 | 1.16516 | 17.47740000 | 17.47740000 | 12.88011636 | |
07/15/08 | 215.63997 | 1.19933 | 17.98995000 | 17.98995000 | 12.89502763 | |
01/15/09 | 214.69971 | 1.19410 | 17.91150000 | 17.91150000 | 12.48744643 | |
07/15/09 | 213.51819 | 1.18753 | 17.81295000 | 17.81295000 | 12.07888620 | |
01/15/10 | 216.24610 | 1.20270 | 18.04050000 | 18.04050000 | 11.89841112 | |
07/15/10 | 218.08532 | 1.21293 | 18.19395000 | 18.19395000 | 11.67123350 | |
01/15/11 | 218.75255 | 1.21664 | 18.24960000 | 18.24960000 | 11.38655822 | |
07/15/11 | 225.38381 | 1.25353 | 18.80295000 | 18.80295000 | 11.41075741 | |
01/15/12 | 226.33474 | 1.25881 | 18.88215000 | 18.88215000 | 11.14523640 | |
07/15/12 | 229.96306 | 1.27899 | 1,278.99000 | 19.18485000 | 1,298.17485000 | 745.28158825 |
Total | 287.45000 | 343.81170000 | 631.26170000 | 0.00000039 | ||
OID | 278.99000 | |||||
Purchase Discount | 8.46000 |