1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2015
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/17/05 Held to Maturity
Description | Series D-2015 | Dated Date | July 15, 2005 |
CUSIP Number | 912828EA4 | Ref CPI on Dated Date | 194.50968 |
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 |
07/14/05 | 07/15/05 | 194.50968 | 9,000,001 | 99.420765 | 1.00000 | 99.420765 | 1.939 | 3.986 |
10/13/05 | 10/17/05 | 195.91613 | 8,000,006 | 99.080043 | 1.00723 | 99.796392 | 1.979 | 4.004 |
Total Auctioned | 17,000,007 |
OID for Purchase on 10/17/05 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
10/17/05 | 195.91613 | 1.00723 | ||
2005 | 01/01/06 | 199.20000 | 1.02411 | 16.88 |
2006 | 01/01/07 | 201.80000 | 1.03748 | 13.37 |
2007 | 01/01/08 | 208.93600 | 1.07417 | 36.69 |
2008 | 01/01/09 | 216.57300 | 1.11343 | 39.26 |
2009 | 01/01/10 | 216.17700 | 1.11139 | -2.04 |
2010 | 01/01/11 | 218.71100 | 1.12442 | 13.03 |
2011 | 01/01/12 | 226.42100 | 1.16406 | 39.64 |
2012 | 01/01/13 | 231.31700 | 1.18923 | 25.17 |
2013 | 01/01/14 | 233.54600 | 1.20069 | 11.46 |
2014 | 01/01/15 | 237.43300 | 1.22067 | 19.98 |
2015 | 07/15/15 | 237.14365 | 1.21919 | -1.48 |
Total | 211.96 |
Cash Flows per $1,000 Purchased on 10/17/05 | ||||||
---|---|---|---|---|---|---|
Click Year in Date Column for After Market Accrued Interest | ||||||
Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.004% YTM |
10/17/05 | 195.91613 | 1.00723 | -997.96392 | -4.82402955 | -1,002.78794955 | -1,002.78794955 |
01/15/06 | 198.47742 | 1.02040 | 9.56625000 | 9.56625000 | 9.47395751 | |
07/15/06 | 201.95161 | 1.03826 | 9.73368750 | 9.73368750 | 9.45060027 | |
01/15/07 | 201.66452 | 1.03678 | 9.71981250 | 9.71981250 | 9.25192645 | |
07/15/07 | 207.25639 | 1.06553 | 9.98934375 | 9.98934375 | 9.32188050 | |
01/15/08 | 209.49645 | 1.07705 | 10.09734375 | 10.09734375 | 9.23774571 | |
07/15/08 | 215.63997 | 1.10863 | 10.39340625 | 10.39340625 | 9.32199904 | |
01/15/09 | 214.69971 | 1.10380 | 10.34812500 | 10.34812500 | 9.09923970 | |
07/15/09 | 213.51819 | 1.09773 | 10.29121875 | 10.29121875 | 8.87161196 | |
01/15/10 | 216.24610 | 1.11175 | 10.42265625 | 10.42265625 | 8.80859072 | |
07/15/10 | 218.08532 | 1.12121 | 10.51134375 | 10.51134375 | 8.70920564 | |
01/15/11 | 218.75255 | 1.12464 | 10.54350000 | 10.54350000 | 8.56440896 | |
07/15/11 | 225.38381 | 1.15873 | 10.86309375 | 10.86309375 | 8.65084262 | |
01/15/12 | 226.33474 | 1.16362 | 10.90893750 | 10.90893750 | 8.51686231 | |
07/15/12 | 229.96306 | 1.18227 | 11.08378125 | 11.08378125 | 8.48354577 | |
01/15/13 | 230.82203 | 1.18669 | 11.12521875 | 11.12521875 | 8.34815125 | |
07/15/13 | 232.71797 | 1.19643 | 11.21653125 | 11.21653125 | 8.25149441 | |
01/15/14 | 233.33058 | 1.19958 | 11.24606250 | 11.24606250 | 8.11085842 | |
07/15/14 | 237.44594 | 1.22074 | 11.44443750 | 11.44443750 | 8.09194772 | |
01/15/15 | 236.85403 | 1.21770 | 11.41593750 | 11.41593750 | 7.91338851 | |
07/15/15 | 237.14365 | 1.21919 | 1,219.19000 | 11.42990625 | 1,230.61990625 | 836.30969248 |
Total | 221.22608 | 207.52656420 | 428.75264420 | 0.00000039 | ||
OID | 211.96000 | |||||
Purchase Discount | 9.26608 |