0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 11/30/15 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 11/30/15 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 11/30/15 | 237.95737 | 1.00343 | ||
| 2015 | 01/01/16 | 237.83800 | 1.00293 | -0.50 |
| 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 | 350.59 | |||
| Cash Flows per $1,000 Purchased on 11/30/15 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.803% YTM |
| 11/30/15 | 237.95737 | 1.00343 | -976.43334 | -1.41107344 | -977.84441344 | -977.84441344 |
| 01/15/16 | 237.61129 | 1.00197 | 1.87869375 | 1.87869375 | 1.86986799 | |
| 07/15/16 | 239.70132 | 1.01079 | 1.89523125 | 1.89523125 | 1.85113032 | |
| 01/15/17 | 241.55919 | 1.01862 | 1.90991250 | 1.90991250 | 1.83066166 | |
| 07/15/17 | 244.61839 | 1.03152 | 1.93410000 | 1.93410000 | 1.81925413 | |
| 01/15/18 | 246.66571 | 1.04015 | 1.95028125 | 1.95028125 | 1.80024461 | |
| 07/15/18 | 251.01658 | 1.05850 | 1.98468750 | 1.98468750 | 1.79782012 | |
| 01/15/19 | 252.50248 | 1.06477 | 1.99644375 | 1.99644375 | 1.77472477 | |
| 07/15/19 | 255.79368 | 1.07864 | 2.02245000 | 2.02245000 | 1.76429642 | |
| 01/15/20 | 257.28368 | 1.08493 | 2.03424375 | 2.03424375 | 1.74147233 | |
| 07/15/20 | 256.39126 | 1.08116 | 2.02717500 | 2.02717500 | 1.70303926 | |
| 01/15/21 | 260.31619 | 1.09772 | 2.05822500 | 2.05822500 | 1.69686033 | |
| 07/15/21 | 268.02090 | 1.13020 | 2.11912500 | 2.11912500 | 1.71446906 | |
| 01/15/22 | 277.20274 | 1.16892 | 2.19172500 | 2.19172500 | 1.74011907 | |
| 07/15/22 | 290.54829 | 1.22520 | 2.29725000 | 2.29725000 | 1.78986796 | |
| 01/15/23 | 297.87606 | 1.25610 | 2.35518750 | 2.35518750 | 1.80076919 | |
| 07/15/23 | 303.70803 | 1.28069 | 2.40129375 | 2.40129375 | 1.80176308 | |
| 01/15/24 | 307.39100 | 1.29622 | 2.43041250 | 2.43041250 | 1.78958451 | |
| 07/15/24 | 313.78329 | 1.32318 | 2.48096250 | 2.48096250 | 1.79271912 | |
| 01/15/25 | 315.58677 | 1.33078 | 2.49521250 | 2.49521250 | 1.76937309 | |
| 07/15/25 | 321.09758 | 1.35402 | 1,354.02000 | 2.53878750 | 1,356.55878750 | 943.99637658 |
| Total | 377.58666 | 41.59032656 | 419.17698656 | 0.00000016 | ||
| OID | 350.59000 | |||||
| Purchase Discount | 26.99666 | |||||