0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 09/30/15 Held to Maturity
| Description | Series D-2025 | Dated Date | July 15, 2015 |
| CUSIP Number | 912828XL9 | Ref CPI on Dated Date | 237.14365 |
| 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 |
| 07/23/15 | 07/31/15 | 237.76610 | 15,000,007 | 98.874126 | 1.00262 | 99.133176 | 0.491 | 3.529 |
| 09/18/15 | 09/30/15 | 238.65347 | 13,000,012 | 97.863469 | 1.00637 | 98.486859 | 0.600 | 3.652 |
| 11/19/15 | 11/30/15 | 237.95737 | 13,000,002 | 97.309562 | 1.00343 | 97.643334 | 0.664 | 3.803 |
| Total Auctioned | 41,000,021 | |||||||
| OID for Purchase on 09/30/15 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 09/30/15 | 238.65347 | 1.00637 | ||
| 2015 | 01/01/16 | 237.83800 | 1.00293 | -3.44 |
| 2016 | 01/01/17 | 241.72900 | 1.01934 | 16.41 |
| 2017 | 01/01/18 | 246.66300 | 1.04014 | 20.80 |
| 2018 | 01/01/19 | 252.88500 | 1.06638 | 26.24 |
| 2019 | 01/01/20 | 257.34600 | 1.08519 | 18.81 |
| 2020 | 01/01/21 | 260.38800 | 1.09802 | 12.83 |
| 2021 | 01/01/22 | 276.58900 | 1.16634 | 68.32 |
| 2022 | 01/01/23 | 298.01200 | 1.25667 | 90.33 |
| 2023 | 01/01/24 | 307.67100 | 1.29740 | 40.73 |
| 2024 | 01/01/25 | 315.66400 | 1.33111 | 33.71 |
| 2025 | 07/15/25 | 321.09758 | 1.35402 | 22.91 |
| Total | 347.65 | |||
| Cash Flows per $1,000 Purchased on 09/30/15 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.652% YTM |
| 09/30/15 | 238.65347 | 1.00637 | -984.86859 | -0.78964494 | -985.65823494 | -985.65823494 |
| 01/15/16 | 237.61129 | 1.00197 | 1.87869375 | 1.87869375 | 1.85902630 | |
| 07/15/16 | 239.70132 | 1.01079 | 1.89523125 | 1.89523125 | 1.84175676 | |
| 01/15/17 | 241.55919 | 1.01862 | 1.90991250 | 1.90991250 | 1.82273720 | |
| 07/15/17 | 244.61839 | 1.03152 | 1.93410000 | 1.93410000 | 1.81271711 | |
| 01/15/18 | 246.66571 | 1.04015 | 1.95028125 | 1.95028125 | 1.79510094 | |
| 07/15/18 | 251.01658 | 1.05850 | 1.98468750 | 1.98468750 | 1.79400763 | |
| 01/15/19 | 252.50248 | 1.06477 | 1.99644375 | 1.99644375 | 1.77226945 | |
| 07/15/19 | 255.79368 | 1.07864 | 2.02245000 | 2.02245000 | 1.76315701 | |
| 01/15/20 | 257.28368 | 1.08493 | 2.03424375 | 2.03424375 | 1.74163325 | |
| 07/15/20 | 256.39126 | 1.08116 | 2.02717500 | 2.02717500 | 1.70445477 | |
| 01/15/21 | 260.31619 | 1.09772 | 2.05822500 | 2.05822500 | 1.69952521 | |
| 07/15/21 | 268.02090 | 1.13020 | 2.11912500 | 2.11912500 | 1.71843005 | |
| 01/15/22 | 277.20274 | 1.16892 | 2.19172500 | 2.19172500 | 1.74542771 | |
| 07/15/22 | 290.54829 | 1.22520 | 2.29725000 | 2.29725000 | 1.79665457 | |
| 01/15/23 | 297.87606 | 1.25610 | 2.35518750 | 2.35518750 | 1.80893239 | |
| 07/15/23 | 303.70803 | 1.28069 | 2.40129375 | 2.40129375 | 1.81126778 | |
| 01/15/24 | 307.39100 | 1.29622 | 2.43041250 | 2.43041250 | 1.80035389 | |
| 07/15/24 | 313.78329 | 1.32318 | 2.48096250 | 2.48096250 | 1.80483961 | |
| 01/15/25 | 315.58677 | 1.33078 | 2.49521250 | 2.49521250 | 1.78265160 | |
| 07/15/25 | 321.09758 | 1.35402 | 1,354.02000 | 2.53878750 | 1,356.55878750 | 951.78329233 |
| Total | 369.15141 | 42.21175506 | 411.36316506 | 0.00000064 | ||
| OID | 347.65000 | |||||
| Purchase Discount | 21.50141 | |||||