0.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2029
Auction Prices, OID, & Interest for $1,000 Purchase on 11/29/19
| Description | Series D-2029 | Dated Date | July 15, 2019 |
| CUSIP Number | 9128287D6 | Ref CPI on Dated Date | 255.79368 |
| 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 |
| 07/18/19 | 07/31/19 | 256.07445 | 14,556,159 | 99.686026 | 1.00110 | 99.795681 | 0.282 |
| 09/19/19 | 09/30/19 | 256.55673 | 13,246,585 | 100.737455 | 1.00298 | 101.037653 | 0.174 |
| 11/21/19 | 11/29/19 | 256.74560 | 12,000,005 | 100.965087 | 1.00372 | 101.340677 | 0.149 |
| Total Auctioned | 39,802,749 | ||||||
| OID for Purchase on 11/29/19 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 11/29/19 | 256.74560 | 1.00372 | ||
| 2019 | 01/01/20 | 257.34600 | 1.00607 | 2.35 |
| 2020 | 01/01/21 | 260.38800 | 1.01796 | 11.89 |
| 2021 | 01/01/22 | 276.58900 | 1.08130 | 63.34 |
| 2022 | 01/01/23 | 298.01200 | 1.16505 | 83.75 |
| 2023 | 01/01/24 | 307.67100 | 1.20281 | 37.76 |
| 2024 | 11/01/24 | 314.79600 | 1.23066 | 27.85 |
| Total | 226.94 | |||
| Interest net of Accrued on 11/29/19 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 11/29/19 | 256.74560 | 1.00372 | -0.93416875 |
| 01/15/20 | 257.28368 | 1.00583 | 1.25728750 |
| 07/15/20 | 256.39126 | 1.00234 | 1.25292500 |
| 01/15/21 | 260.31619 | 1.01768 | 1.27210000 |
| 07/15/21 | 268.02090 | 1.04780 | 1.30975000 |
| 01/15/22 | 277.20274 | 1.08370 | 1.35462500 |
| 07/15/22 | 290.54829 | 1.13587 | 1.41983750 |
| 01/15/23 | 297.87606 | 1.16452 | 1.45565000 |
| 07/15/23 | 303.70803 | 1.18732 | 1.48415000 |
| 01/15/24 | 307.39100 | 1.20171 | 1.50213750 |
| 07/15/24 | 313.78329 | 1.22670 | 1.53337500 |
| Total | 12.90766875 | ||