0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/29/16 Held to Maturity
| Description | Series A-2026 | Dated Date | January 15, 2016 |
| CUSIP Number | 912828N71 | Ref CPI on Dated Date | 237.61129 |
| 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 |
| 01/21/16 | 01/29/16 | 237.38458 | 15,000,014 | 99.040557 | 0.99905 | 98.946468 | 0.725 | 3.902 |
| 03/17/16 | 03/31/16 | 236.90339 | 13,620,799 | 102.986538 | 0.99702 | 102.679638 | 0.315 | 3.565 |
| 05/19/16 | 05/31/16 | 238.09906 | 13,805,333 | 103.321777 | 1.00205 | 103.533587 | 0.275 | 3.528 |
| Total Auctioned | 42,426,146 | |||||||
| OID for Purchase on 01/29/16 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/29/16 | 237.38458 | 0.99905 | ||
| 2016 | 01/01/17 | 241.72900 | 1.01733 | 18.28 |
| 2017 | 01/01/18 | 246.66300 | 1.03809 | 20.76 |
| 2018 | 01/01/19 | 252.88500 | 1.06428 | 26.19 |
| 2019 | 01/01/20 | 257.34600 | 1.08305 | 18.77 |
| 2020 | 01/01/21 | 260.38800 | 1.09586 | 12.81 |
| 2021 | 01/01/22 | 276.58900 | 1.16404 | 68.18 |
| 2022 | 01/01/23 | 298.01200 | 1.25420 | 90.16 |
| 2023 | 01/01/24 | 307.67100 | 1.29485 | 40.65 |
| 2024 | 01/01/25 | 315.66400 | 1.32849 | 33.64 |
| 2025 | 01/01/26 | 325.60400 | 1.37032 | 41.83 |
| 2026 | 01/15/26 | 324.93471 | 1.36751 | -2.81 |
| Total | 368.46 | |||
| Cash Flows per $1,000 Purchased on 01/29/16 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.902% YTM |
| 01/29/16 | 237.38458 | 0.99905 | -989.46468 | -0.24015625 | -989.70483625 | -989.70483625 |
| 07/15/16 | 239.70132 | 1.00880 | 3.15250000 | 3.15250000 | 3.09677501 | |
| 01/15/17 | 241.55919 | 1.01661 | 3.17690625 | 3.17690625 | 3.06103336 | |
| 07/15/17 | 244.61839 | 1.02949 | 3.21715625 | 3.21715625 | 3.04049941 | |
| 01/15/18 | 246.66571 | 1.03811 | 3.24409375 | 3.24409375 | 3.00728972 | |
| 07/15/18 | 251.01658 | 1.05642 | 3.30131250 | 3.30131250 | 3.00177140 | |
| 01/15/19 | 252.50248 | 1.06267 | 3.32084375 | 3.32084375 | 2.96175088 | |
| 07/15/19 | 255.79368 | 1.07652 | 3.36412500 | 3.36412500 | 2.94293936 | |
| 01/15/20 | 257.28368 | 1.08279 | 3.38371875 | 3.38371875 | 2.90343797 | |
| 07/15/20 | 256.39126 | 1.07904 | 3.37200000 | 3.37200000 | 2.83801683 | |
| 01/15/21 | 260.31619 | 1.09555 | 3.42359375 | 3.42359375 | 2.82630307 | |
| 07/15/21 | 268.02090 | 1.12798 | 3.52493750 | 3.52493750 | 2.85428300 | |
| 01/15/22 | 277.20274 | 1.16662 | 3.64568750 | 3.64568750 | 2.89557057 | |
| 07/15/22 | 290.54829 | 1.22279 | 3.82121875 | 3.82121875 | 2.97691011 | |
| 01/15/23 | 297.87606 | 1.25363 | 3.91759375 | 3.91759375 | 2.99359003 | |
| 07/15/23 | 303.70803 | 1.27817 | 3.99428125 | 3.99428125 | 2.99378544 | |
| 01/15/24 | 307.39100 | 1.29367 | 4.04271875 | 4.04271875 | 2.97210853 | |
| 07/15/24 | 313.78329 | 1.32057 | 4.12678125 | 4.12678125 | 2.97585448 | |
| 01/15/25 | 315.58677 | 1.32816 | 4.15050000 | 4.15050000 | 2.93568710 | |
| 07/15/25 | 321.09758 | 1.35136 | 4.22300000 | 4.22300000 | 2.92981051 | |
| 01/15/26 | 324.93471 | 1.36751 | 1,367.51000 | 4.27346875 | 1,371.78346875 | 933.49741935 |
| Total | 378.04532 | 72.43628125 | 450.48160125 | -0.00000010 | ||
| OID | 368.46000 | |||||
| Purchase Discount | 9.58532 | |||||