0.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027
Auction Prices, OID, & Interest for $1,000 Purchase on 05/31/17
| Description | Series A-2027 | Dated Date | January 15, 2017 |
| CUSIP Number | 912828V49 | Ref CPI on Dated Date | 241.55919 |
| Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) | |||||||
|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM |
| 01/19/17 | 01/31/17 | 241.36513 | 13,824,492 | 99.406285 | 0.99920 | 99.326760 | 0.436 |
| 03/23/17 | 03/31/17 | 242.79361 | 12,331,743 | 99.129754 | 1.00511 | 99.636307 | 0.466 |
| 05/18/17 | 05/31/17 | 243.79461 | 12,323,383 | 99.575901 | 1.00925 | 100.496978 | 0.420 |
| Total Auctioned | 38,479,618 | ||||||
| OID for Purchase on 05/31/17 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 05/31/17 | 243.79461 | 1.00925 | ||
| 2017 | 01/01/18 | 246.66300 | 1.02113 | 11.88 |
| 2018 | 01/01/19 | 252.88500 | 1.04689 | 25.76 |
| 2019 | 01/01/20 | 257.34600 | 1.06535 | 18.46 |
| 2020 | 01/01/21 | 260.38800 | 1.07795 | 12.60 |
| 2021 | 01/01/22 | 276.58900 | 1.14502 | 67.07 |
| 2022 | 01/01/23 | 298.01200 | 1.23370 | 88.68 |
| 2023 | 01/01/24 | 307.67100 | 1.27369 | 39.99 |
| 2024 | 01/01/25 | 315.66400 | 1.30678 | 33.09 |
| 2025 | 11/01/25 | 323.97600 | 1.34119 | 34.41 |
| Total | 331.94 | |||
| Interest net of Accrued on 05/31/17 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 05/31/17 | 243.79461 | 1.00925 | -1.42187155 |
| 07/15/17 | 244.61839 | 1.01266 | 1.89873750 |
| 01/15/18 | 246.66571 | 1.02114 | 1.91463750 |
| 07/15/18 | 251.01658 | 1.03915 | 1.94840625 |
| 01/15/19 | 252.50248 | 1.04530 | 1.95993750 |
| 07/15/19 | 255.79368 | 1.05893 | 1.98549375 |
| 01/15/20 | 257.28368 | 1.06510 | 1.99706250 |
| 07/15/20 | 256.39126 | 1.06140 | 1.99012500 |
| 01/15/21 | 260.31619 | 1.07765 | 2.02059375 |
| 07/15/21 | 268.02090 | 1.10955 | 2.08040625 |
| 01/15/22 | 277.20274 | 1.14756 | 2.15167500 |
| 07/15/22 | 290.54829 | 1.20280 | 2.25525000 |
| 01/15/23 | 297.87606 | 1.23314 | 2.31213750 |
| 07/15/23 | 303.70803 | 1.25728 | 2.35740000 |
| 01/15/24 | 307.39100 | 1.27253 | 2.38599375 |
| 07/15/24 | 313.78329 | 1.29899 | 2.43560625 |
| 01/15/25 | 315.58677 | 1.30646 | 2.44961250 |
| 07/15/25 | 321.09758 | 1.32927 | 2.49238125 |
| Total | 35.21358470 | ||