2.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2017
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/16/07 Held to Maturity
Description | Series A-2017 | Dated Date | January 15, 2007 |
CUSIP Number | 912828GD6 | Ref CPI on Dated Date | 201.66452 |
Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) & Nominal Return | ||||||||
---|---|---|---|---|---|---|---|---|
Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Nominal Return |
01/11/07 | 01/16/07 | 201.65484 | 11,249,508 | 99.347247 | 0.99995 | 99.342280 | 2.449 | 4.332 |
04/12/07 | 04/16/07 | 202.95750 | 6,000,019 | 100.787956 | 1.00641 | 101.434007 | 2.284 | 4.143 |
Total Auctioned | 17,249,527 |
OID for Purchase on 01/16/07 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
01/16/07 | 201.65484 | 0.99995 | ||
2007 | 01/01/08 | 208.93600 | 1.03606 | 36.11 |
2008 | 01/01/09 | 216.57300 | 1.07393 | 37.87 |
2009 | 01/01/10 | 216.17700 | 1.07196 | -1.97 |
2010 | 01/01/11 | 218.71100 | 1.08453 | 12.57 |
2011 | 01/01/12 | 226.42100 | 1.12276 | 38.23 |
2012 | 01/01/13 | 231.31700 | 1.14704 | 24.28 |
2013 | 01/01/14 | 233.54600 | 1.15809 | 11.05 |
2014 | 01/01/15 | 237.43300 | 1.17737 | 19.28 |
2015 | 01/01/16 | 237.83800 | 1.17937 | 2.00 |
2016 | 01/01/17 | 241.72900 | 1.19867 | 19.30 |
2017 | 01/15/17 | 241.55919 | 1.19783 | -0.84 |
Total | 197.88 |
Cash Flows per $1,000 Purchased on 01/16/07 | ||||||
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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 @ 4.332% YTM |
01/16/07 | 201.65484 | 0.99995 | -993.42280 | -0.06560445 | -993.48840445 | -993.48840445 |
07/15/07 | 207.25639 | 1.02773 | 12.20429375 | 12.20429375 | 11.94697801 | |
01/15/08 | 209.49645 | 1.03884 | 12.33622500 | 12.33622500 | 11.82011471 | |
07/15/08 | 215.63997 | 1.06930 | 12.69793750 | 12.69793750 | 11.90876134 | |
01/15/09 | 214.69971 | 1.06464 | 12.64260000 | 12.64260000 | 11.60549855 | |
07/15/09 | 213.51819 | 1.05878 | 12.57301250 | 12.57301250 | 11.29693810 | |
01/15/10 | 216.24610 | 1.07231 | 12.73368125 | 12.73368125 | 11.19874546 | |
07/15/10 | 218.08532 | 1.08143 | 12.84198125 | 12.84198125 | 11.05455916 | |
01/15/11 | 218.75255 | 1.08473 | 12.88116875 | 12.88116875 | 10.85322143 | |
07/15/11 | 225.38381 | 1.11762 | 13.27173750 | 13.27173750 | 10.94523712 | |
01/15/12 | 226.33474 | 1.12233 | 13.32766875 | 13.32766875 | 10.75834777 | |
07/15/12 | 229.96306 | 1.14032 | 13.54130000 | 13.54130000 | 10.69906303 | |
01/15/13 | 230.82203 | 1.14458 | 13.59188750 | 13.59188750 | 10.51136592 | |
07/15/13 | 232.71797 | 1.15399 | 13.70363125 | 13.70363125 | 10.37311148 | |
01/15/14 | 233.33058 | 1.15702 | 13.73961250 | 13.73961250 | 10.17986136 | |
07/15/14 | 237.44594 | 1.17743 | 13.98198125 | 13.98198125 | 10.13981641 | |
01/15/15 | 236.85403 | 1.17450 | 13.94718750 | 13.94718750 | 9.90015543 | |
07/15/15 | 237.14365 | 1.17593 | 13.96416875 | 13.96416875 | 9.70207125 | |
01/15/16 | 237.61129 | 1.17825 | 13.99171875 | 13.99171875 | 9.51512363 | |
07/15/16 | 239.70132 | 1.18861 | 14.11474375 | 14.11474375 | 9.39529377 | |
01/15/17 | 241.55919 | 1.19783 | 1,197.83000 | 14.22423125 | 1,212.05423125 | 789.68413979 |
Total | 204.40720 | 266.24516430 | 470.65236430 | -0.00000072 | ||
OID | 197.88000 | |||||
Purchase Discount | 6.52720 |