0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2024
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 05/30/14 Held to Maturity
| Description | Series A-2024 | Dated Date | January 15, 2014 |
| CUSIP Number | 912828B25 | Ref CPI on Dated Date | 233.33058 |
| 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 |
| 01/23/14 | 01/31/14 | 233.08439 | 15,000,000 | 99.653598 | 0.99894 | 99.547965 | 0.661 | 3.445 |
| 03/20/14 | 03/31/14 | 233.88803 | 13,000,005 | 99.677818 | 1.00239 | 99.916048 | 0.659 | 3.454 |
| 05/22/14 | 05/30/14 | 236.19545 | 13,000,053 | 102.706565 | 1.01228 | 103.967802 | 0.339 | 3.073 |
| Total Auctioned | 41,000,058 | |||||||
| OID for Purchase on 05/30/14 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 05/30/14 | 236.19545 | 1.01228 | ||
| 2014 | 01/01/15 | 237.43300 | 1.01758 | 5.30 |
| 2015 | 01/01/16 | 237.83800 | 1.01932 | 1.74 |
| 2016 | 01/01/17 | 241.72900 | 1.03599 | 16.67 |
| 2017 | 01/01/18 | 246.66300 | 1.05714 | 21.15 |
| 2018 | 01/01/19 | 252.88500 | 1.08381 | 26.67 |
| 2019 | 01/01/20 | 257.34600 | 1.10292 | 19.11 |
| 2020 | 01/01/21 | 260.38800 | 1.11596 | 13.04 |
| 2021 | 01/01/22 | 276.58900 | 1.18540 | 69.44 |
| 2022 | 01/01/23 | 298.01200 | 1.27721 | 91.81 |
| 2023 | 01/01/24 | 307.67100 | 1.31861 | 41.40 |
| 2024 | 01/15/24 | 307.39100 | 1.31741 | -1.20 |
| Total | 305.13 | |||
| Cash Flows per $1,000 Purchased on 05/30/14 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.073% YTM |
| 05/30/14 | 236.19545 | 1.01228 | -1,039.67802 | -2.35942334 | -1,042.03744334 | -1,042.03744334 |
| 07/15/14 | 237.44594 | 1.01764 | 3.18012500 | 3.18012500 | 3.16782430 | |
| 01/15/15 | 236.85403 | 1.01510 | 3.17218750 | 3.17218750 | 3.11209676 | |
| 07/15/15 | 237.14365 | 1.01634 | 3.17606250 | 3.17606250 | 3.06874378 | |
| 01/15/16 | 237.61129 | 1.01835 | 3.18234375 | 3.18234375 | 3.02827999 | |
| 07/15/16 | 239.70132 | 1.02730 | 3.21031250 | 3.21031250 | 3.00866334 | |
| 01/15/17 | 241.55919 | 1.03527 | 3.23521875 | 3.23521875 | 2.98612018 | |
| 07/15/17 | 244.61839 | 1.04838 | 3.27618750 | 3.27618750 | 2.97817167 | |
| 01/15/18 | 246.66571 | 1.05715 | 3.30359375 | 3.30359375 | 2.95763762 | |
| 07/15/18 | 251.01658 | 1.07580 | 3.36187500 | 3.36187500 | 2.96426643 | |
| 01/15/19 | 252.50248 | 1.08217 | 3.38178125 | 3.38178125 | 2.93669290 | |
| 07/15/19 | 255.79368 | 1.09627 | 3.42584375 | 3.42584375 | 2.92993455 | |
| 01/15/20 | 257.28368 | 1.10266 | 3.44581250 | 3.44581250 | 2.90241398 | |
| 07/15/20 | 256.39126 | 1.09883 | 3.43384375 | 3.43384375 | 2.84856145 | |
| 01/15/21 | 260.31619 | 1.11565 | 3.48640625 | 3.48640625 | 2.84839622 | |
| 07/15/21 | 268.02090 | 1.14867 | 3.58959375 | 3.58959375 | 2.88831834 | |
| 01/15/22 | 277.20274 | 1.18803 | 3.71259375 | 3.71259375 | 2.94208038 | |
| 07/15/22 | 290.54829 | 1.24522 | 3.89131250 | 3.89131250 | 3.03704034 | |
| 01/15/23 | 297.87606 | 1.27663 | 3.98946875 | 3.98946875 | 3.06652752 | |
| 07/15/23 | 303.70803 | 1.30162 | 4.06756250 | 4.06756250 | 3.07923888 | |
| 01/15/24 | 307.39100 | 1.31741 | 1,317.41000 | 4.11690625 | 1,321.52690625 | 985.28643484 |
| Total | 277.73198 | 67.27960791 | 345.01158791 | 0.00000012 | ||
| OID | 305.13000 | |||||
| Purchase Premium | -27.39802 | |||||