0.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/30/15 Held to Maturity
| Description | Series A-2025 | Dated Date | January 15, 2015 |
| CUSIP Number | 912828H45 | Ref CPI on Dated Date | 236.85403 |
| 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 |
| 01/22/15 | 01/30/15 | 236.23371 | 15,000,008 | 99.363218 | 0.99738 | 99.102886 | 0.315 | 3.241 |
| 03/19/15 | 03/31/15 | 233.74265 | 13,000,002 | 100.484609 | 0.98686 | 99.164241 | 0.200 | 3.286 |
| 05/21/15 | 05/29/15 | 235.98381 | 13,000,004 | 98.978548 | 0.99633 | 98.615297 | 0.358 | 3.398 |
| Total Auctioned | 41,000,013 | |||||||
| OID for Purchase on 01/30/15 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/30/15 | 236.23371 | 0.99738 | ||
| 2015 | 01/01/16 | 237.83800 | 1.00415 | 6.77 |
| 2016 | 01/01/17 | 241.72900 | 1.02058 | 16.43 |
| 2017 | 01/01/18 | 246.66300 | 1.04141 | 20.83 |
| 2018 | 01/01/19 | 252.88500 | 1.06768 | 26.27 |
| 2019 | 01/01/20 | 257.34600 | 1.08652 | 18.84 |
| 2020 | 01/01/21 | 260.38800 | 1.09936 | 12.84 |
| 2021 | 01/01/22 | 276.58900 | 1.16776 | 68.40 |
| 2022 | 01/01/23 | 298.01200 | 1.25821 | 90.45 |
| 2023 | 01/01/24 | 307.67100 | 1.29899 | 40.78 |
| 2024 | 01/01/25 | 315.66400 | 1.33274 | 33.75 |
| 2025 | 01/15/25 | 315.58677 | 1.33241 | -0.33 |
| Total | 335.03 | |||
| Cash Flows per $1,000 Purchased on 01/30/15 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.241% YTM |
| 01/30/15 | 236.23371 | 0.99738 | -991.02886 | -0.10331975 | -991.13217975 | -991.13217975 |
| 07/15/15 | 237.14365 | 1.00122 | 1.25152500 | 1.25152500 | 1.23320759 | |
| 01/15/16 | 237.61129 | 1.00320 | 1.25400000 | 1.25400000 | 1.21594026 | |
| 07/15/16 | 239.70132 | 1.01202 | 1.26502500 | 1.26502500 | 1.20706833 | |
| 01/15/17 | 241.55919 | 1.01987 | 1.27483750 | 1.27483750 | 1.19703161 | |
| 07/15/17 | 244.61839 | 1.03278 | 1.29097500 | 1.29097500 | 1.19285228 | |
| 01/15/18 | 246.66571 | 1.04143 | 1.30178750 | 1.30178750 | 1.18366001 | |
| 07/15/18 | 251.01658 | 1.05979 | 1.32473750 | 1.32473750 | 1.18531765 | |
| 01/15/19 | 252.50248 | 1.06607 | 1.33258750 | 1.33258750 | 1.17332601 | |
| 07/15/19 | 255.79368 | 1.07996 | 1.34995000 | 1.34995000 | 1.16965745 | |
| 01/15/20 | 257.28368 | 1.08625 | 1.35781250 | 1.35781250 | 1.15770752 | |
| 07/15/20 | 256.39126 | 1.08249 | 1.35311250 | 1.35311250 | 1.13530095 | |
| 01/15/21 | 260.31619 | 1.09906 | 1.37382500 | 1.37382500 | 1.13429640 | |
| 07/15/21 | 268.02090 | 1.13159 | 1.41448750 | 1.41448750 | 1.14924414 | |
| 01/15/22 | 277.20274 | 1.17035 | 1.46293750 | 1.46293750 | 1.16965289 | |
| 07/15/22 | 290.54829 | 1.22670 | 1.53337500 | 1.53337500 | 1.20641756 | |
| 01/15/23 | 297.87606 | 1.25764 | 1.57205000 | 1.57205000 | 1.21712076 | |
| 07/15/23 | 303.70803 | 1.28226 | 1.60282500 | 1.60282500 | 1.22115689 | |
| 01/15/24 | 307.39100 | 1.29781 | 1.62226250 | 1.62226250 | 1.21625470 | |
| 07/15/24 | 313.78329 | 1.32480 | 1.65600000 | 1.65600000 | 1.22174839 | |
| 01/15/25 | 315.58677 | 1.33241 | 1,332.41000 | 1.66551250 | 1,334.07551250 | 968.54521742 |
| Total | 341.38114 | 28.15630525 | 369.53744525 | -0.00000094 | ||
| OID | 335.03000 | |||||
| Purchase Discount | 6.35114 | |||||