1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2018
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/15/08 Held to Maturity
Description | Series A-2018 | Dated Date | January 15, 2008 |
CUSIP Number | 912828HN3 | Ref CPI on Dated Date | 209.49645 |
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 |
01/10/08 | 01/15/08 | 209.49645 | 10,411,966 | 99.724557 | 1.00000 | 99.724557 | 1.655 | 3.319 |
04/10/08 | 04/15/08 | 211.36607 | 6,000,031 | 103.431018 | 1.00892 | 104.353623 | 1.250 | 2.856 |
Total Auctioned | 16,411,997 |
OID for Purchase on 01/15/08 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
01/15/08 | 209.49645 | 1.00000 | ||
2008 | 01/01/09 | 216.57300 | 1.03378 | 33.78 |
2009 | 01/01/10 | 216.17700 | 1.03189 | -1.89 |
2010 | 01/01/11 | 218.71100 | 1.04398 | 12.09 |
2011 | 01/01/12 | 226.42100 | 1.08079 | 36.81 |
2012 | 01/01/13 | 231.31700 | 1.10416 | 23.37 |
2013 | 01/01/14 | 233.54600 | 1.11480 | 10.64 |
2014 | 01/01/15 | 237.43300 | 1.13335 | 18.55 |
2015 | 01/01/16 | 237.83800 | 1.13528 | 1.93 |
2016 | 01/01/17 | 241.72900 | 1.15386 | 18.58 |
2017 | 01/01/18 | 246.66300 | 1.17741 | 23.55 |
2018 | 01/15/18 | 246.66571 | 1.17742 | 0.01 |
Total | 177.42 |
Cash Flows per $1,000 Purchased on 01/15/08 | ||||||
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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 @ 3.319% YTM |
01/15/08 | 209.49645 | 1.00000 | -997.24557 | 0.00000000 | -997.24557000 | -997.24557000 |
07/15/08 | 215.63997 | 1.02933 | 8.36330625 | 8.36330625 | 8.22679884 | |
01/15/09 | 214.69971 | 1.02484 | 8.32682500 | 8.32682500 | 8.05721947 | |
07/15/09 | 213.51819 | 1.01920 | 8.28100000 | 8.28100000 | 7.88209053 | |
01/15/10 | 216.24610 | 1.03222 | 8.38678750 | 8.38678750 | 7.85248565 | |
07/15/10 | 218.08532 | 1.04100 | 8.45812500 | 8.45812500 | 7.79001851 | |
01/15/11 | 218.75255 | 1.04418 | 8.48396250 | 8.48396250 | 7.68627659 | |
07/15/11 | 225.38381 | 1.07584 | 8.74120000 | 8.74120000 | 7.79006719 | |
01/15/12 | 226.33474 | 1.08038 | 8.77808750 | 8.77808750 | 7.69525349 | |
07/15/12 | 229.96306 | 1.09769 | 8.91873125 | 8.91873125 | 7.69093215 | |
01/15/13 | 230.82203 | 1.10179 | 8.95204375 | 8.95204375 | 7.59365701 | |
07/15/13 | 232.71797 | 1.11084 | 9.02557500 | 9.02557500 | 7.53106747 | |
01/15/14 | 233.33058 | 1.11377 | 9.04938125 | 9.04938125 | 7.42768406 | |
07/15/14 | 237.44594 | 1.13341 | 9.20895625 | 9.20895625 | 7.43528851 | |
01/15/15 | 236.85403 | 1.13059 | 9.18604375 | 9.18604375 | 7.29573083 | |
07/15/15 | 237.14365 | 1.13197 | 9.19725625 | 9.19725625 | 7.18540841 | |
01/15/16 | 237.61129 | 1.13420 | 9.21537500 | 9.21537500 | 7.08205120 | |
07/15/16 | 239.70132 | 1.14418 | 9.29646250 | 9.29646250 | 7.02775559 | |
01/15/17 | 241.55919 | 1.15305 | 9.36853125 | 9.36853125 | 6.96663914 | |
07/15/17 | 244.61839 | 1.16765 | 9.48715625 | 9.48715625 | 6.93970065 | |
01/15/18 | 246.66571 | 1.17742 | 1,177.42000 | 9.56653750 | 1,186.98653750 | 854.08944546 |
Total | 180.17443 | 178.29134375 | 358.46577375 | 0.00000075 | ||
OID | 177.42000 | |||||
Purchase Discount | 2.75443 |