0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 11/28/14 Held to Maturity
| Description | Series D-2024 | Dated Date | July 15, 2014 |
| CUSIP Number | 912828WU0 | Ref CPI on Dated Date | 237.44594 |
| 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 |
| 07/24/14 | 07/31/14 | 237.87329 | 15,004,900 | 98.781309 | 1.00180 | 98.959115 | 0.249 | 3.048 |
| 09/18/14 | 09/30/14 | 238.25310 | 13,000,009 | 95.397176 | 1.00340 | 95.721526 | 0.610 | 3.445 |
| 11/20/14 | 11/28/14 | 238.01310 | 13,000,007 | 96.506026 | 1.00239 | 96.736675 | 0.497 | 3.389 |
| Total Auctioned | 41,004,916 | |||||||
| OID for Purchase on 11/28/14 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 11/28/14 | 238.01310 | 1.00239 | ||
| 2014 | 01/01/15 | 237.43300 | 0.99995 | -2.44 |
| 2015 | 01/01/16 | 237.83800 | 1.00165 | 1.70 |
| 2016 | 01/01/17 | 241.72900 | 1.01804 | 16.39 |
| 2017 | 01/01/18 | 246.66300 | 1.03882 | 20.78 |
| 2018 | 01/01/19 | 252.88500 | 1.06502 | 26.20 |
| 2019 | 01/01/20 | 257.34600 | 1.08381 | 18.79 |
| 2020 | 01/01/21 | 260.38800 | 1.09662 | 12.81 |
| 2021 | 01/01/22 | 276.58900 | 1.16485 | 68.23 |
| 2022 | 01/01/23 | 298.01200 | 1.25507 | 90.22 |
| 2023 | 01/01/24 | 307.67100 | 1.29575 | 40.68 |
| 2024 | 07/15/24 | 313.78329 | 1.32149 | 25.74 |
| Total | 319.10 | |||
| Cash Flows per $1,000 Purchased on 11/28/14 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.389% YTM |
| 11/28/14 | 238.01310 | 1.00239 | -967.36675 | -0.46306060 | -967.82981060 | -967.82981060 |
| 01/15/15 | 236.85403 | 0.99751 | 0.62344375 | 0.62344375 | 0.62071673 | |
| 07/15/15 | 237.14365 | 0.99873 | 0.62420625 | 0.62420625 | 0.61111973 | |
| 01/15/16 | 237.61129 | 1.00070 | 0.62543750 | 0.62543750 | 0.60212149 | |
| 07/15/16 | 239.70132 | 1.00950 | 0.63093750 | 0.63093750 | 0.59729457 | |
| 01/15/17 | 241.55919 | 1.01732 | 0.63582500 | 0.63582500 | 0.59189114 | |
| 07/15/17 | 244.61839 | 1.03021 | 0.64388125 | 0.64388125 | 0.58940258 | |
| 01/15/18 | 246.66571 | 1.03883 | 0.64926875 | 0.64926875 | 0.58443036 | |
| 07/15/18 | 251.01658 | 1.05715 | 0.66071875 | 0.66071875 | 0.58482633 | |
| 01/15/19 | 252.50248 | 1.06341 | 0.66463125 | 0.66463125 | 0.57848627 | |
| 07/15/19 | 255.79368 | 1.07727 | 0.67329375 | 0.67329375 | 0.57626056 | |
| 01/15/20 | 257.28368 | 1.08355 | 0.67721875 | 0.67721875 | 0.56996122 | |
| 07/15/20 | 256.39126 | 1.07979 | 0.67486875 | 0.67486875 | 0.55851863 | |
| 01/15/21 | 260.31619 | 1.09632 | 0.68520000 | 0.68520000 | 0.55761920 | |
| 07/15/21 | 268.02090 | 1.12877 | 0.70548125 | 0.70548125 | 0.56455707 | |
| 01/15/22 | 277.20274 | 1.16744 | 0.72965000 | 0.72965000 | 0.57416799 | |
| 07/15/22 | 290.54829 | 1.22364 | 0.76477500 | 0.76477500 | 0.59177974 | |
| 01/15/23 | 297.87606 | 1.25450 | 0.78406250 | 0.78406250 | 0.59659431 | |
| 07/15/23 | 303.70803 | 1.27906 | 0.79941250 | 0.79941250 | 0.59813797 | |
| 01/15/24 | 307.39100 | 1.29457 | 0.80910625 | 0.80910625 | 0.59530292 | |
| 07/15/24 | 313.78329 | 1.32149 | 1,321.49000 | 0.82593125 | 1,322.31593125 | 956.68662093 |
| Total | 354.12325 | 13.42428940 | 367.54753940 | -0.00000084 | ||
| OID | 319.10000 | |||||
| Purchase Discount | 35.02325 | |||||