0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2022
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 09/28/12 Held to Maturity
Description | Series D-2022 | Dated Date | July 15, 2012 |
CUSIP Number | 912828TE0 | Ref CPI on Dated Date | 229.96306 |
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 |
07/19/12 | 07/31/12 | 229.82371 | 15,000,005 | 107.845494 | 0.99939 | 107.779708 | -0.637 | 1.719 |
09/20/12 | 09/28/12 | 229.14140 | 13,000,025 | 108.911597 | 0.99643 | 108.522783 | -0.750 | 1.675 |
11/21/12 | 11/30/12 | 231.37273 | 13,000,022 | 108.437180 | 1.00613 | 109.101900 | -0.720 | 1.646 |
Total Auctioned | 41,000,053 |
OID for Purchase on 09/28/12 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
09/28/12 | 229.14140 | 0.99643 | ||
2012 | 01/01/13 | 231.31700 | 1.00589 | 9.46 |
2013 | 01/01/14 | 233.54600 | 1.01558 | 9.69 |
2014 | 01/01/15 | 237.43300 | 1.03248 | 16.90 |
2015 | 01/01/16 | 237.83800 | 1.03424 | 1.76 |
2016 | 01/01/17 | 241.72900 | 1.05116 | 16.92 |
2017 | 01/01/18 | 246.66300 | 1.07262 | 21.46 |
2018 | 01/01/19 | 252.88500 | 1.09968 | 27.06 |
2019 | 01/01/20 | 257.34600 | 1.11908 | 19.40 |
2020 | 01/01/21 | 260.38800 | 1.13230 | 13.22 |
2021 | 01/01/22 | 276.58900 | 1.20275 | 70.45 |
2022 | 07/15/22 | 290.54829 | 1.26346 | 60.71 |
Total | 267.03 |
Cash Flows per $1,000 Purchased on 09/28/12 | ||||||
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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 @ 1.675% YTM |
09/28/12 | 229.14140 | 0.99643 | -1,085.22783 | -0.25384596 | -1,085.48167596 | -1,085.48167596 |
01/15/13 | 230.82203 | 1.00374 | 0.62733750 | 0.62733750 | 0.62424656 | |
07/15/13 | 232.71797 | 1.01198 | 0.63248750 | 0.63248750 | 0.62414542 | |
01/15/14 | 233.33058 | 1.01464 | 0.63415000 | 0.63415000 | 0.62058999 | |
07/15/14 | 237.44594 | 1.03254 | 0.64533750 | 0.64533750 | 0.62629451 | |
01/15/15 | 236.85403 | 1.02997 | 0.64373125 | 0.64373125 | 0.61954838 | |
07/15/15 | 237.14365 | 1.03122 | 0.64451250 | 0.64451250 | 0.61514982 | |
01/15/16 | 237.61129 | 1.03326 | 0.64578750 | 0.64578750 | 0.61124895 | |
07/15/16 | 239.70132 | 1.04235 | 0.65146875 | 0.65146875 | 0.61150640 | |
01/15/17 | 241.55919 | 1.05043 | 0.65651875 | 0.65651875 | 0.61112983 | |
07/15/17 | 244.61839 | 1.06373 | 0.66483125 | 0.66483125 | 0.61372908 | |
01/15/18 | 246.66571 | 1.07263 | 0.67039375 | 0.67039375 | 0.61372550 | |
07/15/18 | 251.01658 | 1.09155 | 0.68221875 | 0.68221875 | 0.61936519 | |
01/15/19 | 252.50248 | 1.09801 | 0.68625625 | 0.68625625 | 0.61785759 | |
07/15/19 | 255.79368 | 1.11233 | 0.69520625 | 0.69520625 | 0.62071847 | |
01/15/20 | 257.28368 | 1.11880 | 0.69925000 | 0.69925000 | 0.61914505 | |
07/15/20 | 256.39126 | 1.11492 | 0.69682500 | 0.69682500 | 0.61187482 | |
01/15/21 | 260.31619 | 1.13199 | 0.70749375 | 0.70749375 | 0.61608466 | |
07/15/21 | 268.02090 | 1.16550 | 0.72843750 | 0.72843750 | 0.62905558 | |
01/15/22 | 277.20274 | 1.20542 | 0.75338750 | 0.75338750 | 0.64519956 | |
07/15/22 | 290.54829 | 1.26346 | 1,263.46000 | 0.78966250 | 1,264.24966250 | 1,073.71106072 |
Total | 178.23217 | 13.30144779 | 191.53361779 | 0.00000011 | ||
OID | 267.03000 | |||||
Purchase Premium | -88.79783 |