0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027
Auction Prices, OID, & Interest for $1,000 Purchase on 07/31/17
| Description | Series D-2027 | Dated Date | July 15, 2017 |
| CUSIP Number | 9128282L3 | Ref CPI on Dated Date | 244.61839 |
| 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 |
| 07/20/17 | 07/31/17 | 244.72626 | 14,321,777 | 98.893423 | 1.00044 | 98.936936 | 0.489 |
| 09/21/17 | 09/29/17 | 244.79727 | 11,000,004 | 99.282116 | 1.00073 | 99.354592 | 0.450 |
| 11/16/17 | 11/30/17 | 246.77567 | 11,596,917 | 98.714837 | 1.00882 | 99.585502 | 0.512 |
| Total Auctioned | 36,918,699 | ||||||
| OID for Purchase on 07/31/17 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/31/17 | 244.72626 | 1.00044 | ||
| 2017 | 01/01/18 | 246.66300 | 1.00836 | 7.92 |
| 2018 | 01/01/19 | 252.88500 | 1.03379 | 25.43 |
| 2019 | 01/01/20 | 257.34600 | 1.05203 | 18.24 |
| 2020 | 01/01/21 | 260.38800 | 1.06447 | 12.44 |
| 2021 | 01/01/22 | 276.58900 | 1.13070 | 66.23 |
| 2022 | 01/01/23 | 298.01200 | 1.21827 | 87.57 |
| 2023 | 01/01/24 | 307.67100 | 1.25776 | 39.49 |
| 2024 | 01/01/25 | 315.66400 | 1.29043 | 32.67 |
| 2025 | 03/01/25 | 315.60500 | 1.29019 | -0.24 |
| Total | 289.75 | |||
| Interest net of Accrued on 07/31/17 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 07/31/17 | 244.72626 | 1.00044 | -0.16311522 |
| 01/15/18 | 246.66571 | 1.00837 | 1.89069375 |
| 07/15/18 | 251.01658 | 1.02616 | 1.92405000 |
| 01/15/19 | 252.50248 | 1.03223 | 1.93543125 |
| 07/15/19 | 255.79368 | 1.04568 | 1.96065000 |
| 01/15/20 | 257.28368 | 1.05178 | 1.97208750 |
| 07/15/20 | 256.39126 | 1.04813 | 1.96524375 |
| 01/15/21 | 260.31619 | 1.06417 | 1.99531875 |
| 07/15/21 | 268.02090 | 1.09567 | 2.05438125 |
| 01/15/22 | 277.20274 | 1.13320 | 2.12475000 |
| 07/15/22 | 290.54829 | 1.18776 | 2.22705000 |
| 01/15/23 | 297.87606 | 1.21772 | 2.28322500 |
| 07/15/23 | 303.70803 | 1.24156 | 2.32792500 |
| 01/15/24 | 307.39100 | 1.25661 | 2.35614375 |
| 07/15/24 | 313.78329 | 1.28275 | 2.40515625 |
| 01/15/25 | 315.58677 | 1.29012 | 2.41897500 |
| Total | 31.67796603 | ||