This security cannot be stripped, so no stripped figure exists for it rather than one that is zero. Stripping separates a coupon security into its individual interest and principal payments, which needs more than one cashflow to separate. Market statistics.
Amount outstanding as reported by Treasury, in its Monthly Statement of the Public Debt. The Safe Rate indices weight on a different figure, float-adjusted original par, and the two are not comparable security by security. The index figures are published per holding.
Floating rate measures, October 20, 2026
A floating-rate note resets quarterly against the 13-week bill, so it has no yield to maturity: the cashflow schedule a yield would describe does not exist. What it has instead is a spread, the margin a buyer earns over that reference rate, and a sensitivity to that spread rather than to the level of rates.
Discount margin
-0.7 bp
Spread at auction
19.0 bp
Index rate
4.128%
Spread duration
1.005 yr
Spread DV01
0.0102
Clean price
100.199
Accrued
0.936
Dirty price
101.135
Rate duration
0.0015 yr
Rate duration is almost zero, and that is the instrument rather than a missing number: because the coupon resets, the price barely moves when the level of rates moves. Spread duration is the one that matters here. It says how much the price moves if the market demands a wider margin.
Its current margin is -1.87 standard deviations from its own typical margin.
Discount margin, 242 observations
Price history
242 trading days to Oct 20, 2026
The most recent 20 trading days of prices for 91282CPG0.
Date
Bid
Offer
Close
Oct 20, 2026
100.212
100.199
100.199
Oct 19, 2026
100.215
100.197
100.202
Oct 16, 2026
100.214
100.195
100.195
Oct 15, 2026
100.204
100.191
100.191
Oct 14, 2026
100.202
100.174
100.174
Oct 13, 2026
100.208
100.195
100.195
Oct 9, 2026
100.200
100.185
100.185
Oct 8, 2026
100.200
100.186
100.189
Oct 7, 2026
100.203
100.189
100.189
Oct 6, 2026
100.200
100.187
100.187
Oct 5, 2026
100.201
100.188
100.188
Oct 2, 2026
100.201
100.188
100.188
Oct 1, 2026
100.203
100.189
100.189
Sep 30, 2026
100.200
100.187
100.187
Sep 29, 2026
100.204
100.190
100.190
Sep 28, 2026
100.199
100.185
100.185
Sep 25, 2026
100.199
100.186
100.183
Sep 24, 2026
100.201
100.187
100.187
Sep 23, 2026
100.215
100.204
100.190
Sep 22, 2026
100.208
100.196
100.196
Prices are per 100 of face, from Treasury's own end-of-day file. A dash in the bid or offer column means none was posted that day.
3 auctions
A CUSIP can be auctioned more than once: Treasury reopens an existing security rather than issuing a new one, so the same bond is sold again at whatever yield the market then wants.
Index levels before September 30, 2026 are back-tested. They were computed after the fact by applying the rules to historical data, which benefits from hindsight in the choice of rules, and an index cannot be invested in directly. Methodology v1.0 takes effect at that rebalance, when levels begin to be struck on the day; the rulebook is identical either way, and the version is published on every row.
A fitted curve is a fit, not a quote. Daily error averages 3.8 basis points across the history and reaches about 20 on the worst days, in December 2008, when the market was genuinely hard to fit one smooth curve to. Every curve page publishes its own fit error rather than burying it.
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Curves are fitted from public Treasury data and carry fit error; figures are not a record of trading, and an index cannot be invested in directly. No claim of compliance with the IOSCO Principles for Financial Benchmarks is made or implied. Not investment advice, not an offer, and not a recommendation to buy or sell any security.