0.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 05/29/15 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 05/29/15 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 05/29/15 | 235.98381 | 0.99633 | ||
| 2015 | 01/01/16 | 237.83800 | 1.00415 | 7.82 |
| 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 | 336.08 | |||
| Cash Flows per $1,000 Purchased on 05/29/15 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.398% YTM |
| 05/29/15 | 235.98381 | 0.99633 | -986.15297 | -0.92201809 | -987.07498809 | -987.07498809 |
| 07/15/15 | 237.14365 | 1.00122 | 1.25152500 | 1.25152500 | 1.24606183 | |
| 01/15/16 | 237.61129 | 1.00320 | 1.25400000 | 1.25400000 | 1.22766769 | |
| 07/15/16 | 239.70132 | 1.01202 | 1.26502500 | 1.26502500 | 1.21777099 | |
| 01/15/17 | 241.55919 | 1.01987 | 1.27483750 | 1.27483750 | 1.20671461 | |
| 07/15/17 | 244.61839 | 1.03278 | 1.29097500 | 1.29097500 | 1.20157476 | |
| 01/15/18 | 246.66571 | 1.04143 | 1.30178750 | 1.30178750 | 1.19139641 | |
| 07/15/18 | 251.01658 | 1.05979 | 1.32473750 | 1.32473750 | 1.19214545 | |
| 01/15/19 | 252.50248 | 1.06607 | 1.33258750 | 1.33258750 | 1.17917531 | |
| 07/15/19 | 255.79368 | 1.07996 | 1.34995000 | 1.34995000 | 1.17458257 | |
| 01/15/20 | 257.28368 | 1.08625 | 1.35781250 | 1.35781250 | 1.16168637 | |
| 07/15/20 | 256.39126 | 1.08249 | 1.35311250 | 1.35311250 | 1.13832487 | |
| 01/15/21 | 260.31619 | 1.09906 | 1.37382500 | 1.37382500 | 1.13644117 | |
| 07/15/21 | 268.02090 | 1.13159 | 1.41448750 | 1.41448750 | 1.15052983 | |
| 01/15/22 | 277.20274 | 1.17035 | 1.46293750 | 1.46293750 | 1.17005902 | |
| 07/15/22 | 290.54829 | 1.22670 | 1.53337500 | 1.53337500 | 1.20590640 | |
| 01/15/23 | 297.87606 | 1.25764 | 1.57205000 | 1.57205000 | 1.21566748 | |
| 07/15/23 | 303.70803 | 1.28226 | 1.60282500 | 1.60282500 | 1.21875884 | |
| 01/15/24 | 307.39100 | 1.29781 | 1.62226250 | 1.62226250 | 1.21293081 | |
| 07/15/24 | 313.78329 | 1.32480 | 1.65600000 | 1.65600000 | 1.21747052 | |
| 01/15/25 | 315.58677 | 1.33241 | 1,332.41000 | 1.66551250 | 1,334.07551250 | 964.41012325 |
| Total | 346.25703 | 27.33760691 | 373.59463691 | 0.00000010 | ||
| OID | 336.08000 | |||||
| Purchase Discount | 10.17703 | |||||