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, November 9, 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
0.5 bp
Spread at auction
5.0 bp
Index rate
4.102%
Spread duration
1.676 yr
Spread DV01
0.0168
Clean price
100.074
Accrued
0.115
Dirty price
100.189
Rate duration
0.0010 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, 70 observations
Price history
70 trading days to Nov 9, 2026
The most recent 20 trading days of prices for 91282CRD5.
Date
Bid
Offer
Close
Nov 9, 2026
100.079
100.089
100.074
Nov 6, 2026
100.075
100.087
100.079
Nov 5, 2026
100.088
100.096
100.075
Nov 4, 2026
100.088
100.101
100.089
Nov 3, 2026
100.084
100.093
100.080
Nov 2, 2026
100.080
100.089
100.080
Oct 30, 2026
100.068
100.074
100.080
Oct 29, 2026
100.051
100.057
100.060
Oct 28, 2026
100.047
100.053
100.047
Oct 27, 2026
100.047
100.055
100.047
Oct 26, 2026
100.047
100.055
100.048
Oct 23, 2026
100.047
100.055
100.047
Oct 22, 2026
100.047
100.055
100.047
Oct 21, 2026
100.047
100.055
100.047
Oct 20, 2026
100.046
100.055
100.046
Oct 19, 2026
100.046
100.055
100.051
Oct 16, 2026
100.051
100.057
100.051
Oct 15, 2026
100.042
100.046
100.051
Oct 14, 2026
100.025
100.033
100.033
Oct 13, 2026
100.029
100.038
100.029
Prices are per 100 of face, from Treasury's own end-of-day file. A dash means that side was not quoted that day, which is almost always the offer and almost always near maturity: a holder of a bill days from paying par has little reason to sell it.
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.