0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 11/30/16 Held to Maturity
| Description | Series D-2026 | Dated Date | July 15, 2016 |
| CUSIP Number | 912828S50 | Ref CPI on Dated Date | 239.70132 |
| 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 |
| 07/21/16 | 07/29/16 | 240.14165 | 13,000,041 | 100.795083 | 1.00184 | 100.980546 | 0.045 | 3.381 |
| 09/22/16 | 09/30/16 | 240.66003 | 11,670,544 | 100.712814 | 1.00400 | 101.115665 | 0.052 | 3.425 |
| 11/17/16 | 11/30/16 | 241.40883 | 12,170,751 | 97.694762 | 1.00712 | 98.390349 | 0.369 | 3.774 |
| Total Auctioned | 36,841,337 | |||||||
| OID for Purchase on 11/30/16 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 11/30/16 | 241.40883 | 1.00712 | ||
| 2016 | 01/01/17 | 241.72900 | 1.00846 | 1.34 |
| 2017 | 01/01/18 | 246.66300 | 1.02904 | 20.58 |
| 2018 | 01/01/19 | 252.88500 | 1.05500 | 25.96 |
| 2019 | 01/01/20 | 257.34600 | 1.07361 | 18.61 |
| 2020 | 01/01/21 | 260.38800 | 1.08630 | 12.69 |
| 2021 | 01/01/22 | 276.58900 | 1.15389 | 67.59 |
| 2022 | 01/01/23 | 298.01200 | 1.24326 | 89.37 |
| 2023 | 01/01/24 | 307.67100 | 1.28356 | 40.30 |
| 2024 | 01/01/25 | 315.66400 | 1.31691 | 33.35 |
| 2025 | 01/01/26 | 325.60400 | 1.35837 | 41.46 |
| 2026 | 07/15/26 | 333.96974 | 1.39327 | 34.90 |
| Total | 386.15 | |||
| Cash Flows per $1,000 Purchased on 11/30/16 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.774% YTM |
| 11/30/16 | 241.40883 | 1.00712 | -983.90349 | -0.47208750 | -984.37557750 | -984.37557750 |
| 01/15/17 | 241.55919 | 1.00775 | 0.62984375 | 0.62984375 | 0.62690740 | |
| 07/15/17 | 244.61839 | 1.02051 | 0.63781875 | 0.63781875 | 0.62308906 | |
| 01/15/18 | 246.66571 | 1.02905 | 0.64315625 | 0.64315625 | 0.61666829 | |
| 07/15/18 | 251.01658 | 1.04721 | 0.65450625 | 0.65450625 | 0.61592978 | |
| 01/15/19 | 252.50248 | 1.05340 | 0.65837500 | 0.65837500 | 0.60809721 | |
| 07/15/19 | 255.79368 | 1.06714 | 0.66696250 | 0.66696250 | 0.60462121 | |
| 01/15/20 | 257.28368 | 1.07335 | 0.67084375 | 0.67084375 | 0.59687806 | |
| 07/15/20 | 256.39126 | 1.06963 | 0.66851875 | 0.66851875 | 0.58379465 | |
| 01/15/21 | 260.31619 | 1.08600 | 0.67875000 | 0.67875000 | 0.58175301 | |
| 07/15/21 | 268.02090 | 1.11815 | 0.69884375 | 0.69884375 | 0.58788334 | |
| 01/15/22 | 277.20274 | 1.15645 | 0.72278125 | 0.72278125 | 0.59676072 | |
| 07/15/22 | 290.54829 | 1.21213 | 0.75758125 | 0.75758125 | 0.61391019 | |
| 01/15/23 | 297.87606 | 1.24270 | 0.77668750 | 0.77668750 | 0.61773786 | |
| 07/15/23 | 303.70803 | 1.26703 | 0.79189375 | 0.79189375 | 0.61816882 | |
| 01/15/24 | 307.39100 | 1.28239 | 0.80149375 | 0.80149375 | 0.61407667 | |
| 07/15/24 | 313.78329 | 1.30906 | 0.81816250 | 0.81816250 | 0.61523964 | |
| 01/15/25 | 315.58677 | 1.31658 | 0.82286250 | 0.82286250 | 0.60731539 | |
| 07/15/25 | 321.09758 | 1.33957 | 0.83723125 | 0.83723125 | 0.60647754 | |
| 01/15/26 | 324.93471 | 1.35558 | 0.84723750 | 0.84723750 | 0.60236086 | |
| 07/15/26 | 333.96974 | 1.39327 | 1,393.27000 | 0.87079375 | 1,394.14079375 | 972.83790834 |
| Total | 409.36651 | 14.18225625 | 423.54876625 | 0.00000055 | ||
| OID | 386.15000 | |||||
| Purchase Discount | 23.21651 | |||||