0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2020
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/30/15 Held to Maturity
| Description | Series X-2020 | Dated Date | April 15, 2015 |
| CUSIP Number | 912828K33 | Ref CPI on Dated Date | 234.18067 |
| Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Actual YTM |
| 04/23/15 | 04/30/15 | 234.68817 | 18,065,863 | 102.302139 | 1.00217 | 102.524135 | -0.335 | 1.604 |
| 08/20/15 | 08/31/15 | 238.61113 | 16,000,001 | 99.174303 | 1.01892 | 101.050681 | 0.305 | 2.029 |
| 12/17/15 | 12/31/15 | 237.84145 | 16,000,020 | 98.528104 | 1.01563 | 100.068098 | 0.472 | 2.409 |
| Total Auctioned | 50,065,884 | |||||||
| OID for Purchase on 04/30/15 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/30/15 | 234.68817 | 1.00217 | ||
| 2015 | 01/01/16 | 237.83800 | 1.01562 | 13.45 |
| 2016 | 01/01/17 | 241.72900 | 1.03223 | 16.61 |
| 2017 | 01/01/18 | 246.66300 | 1.05330 | 21.07 |
| 2018 | 01/01/19 | 252.88500 | 1.07987 | 26.57 |
| 2019 | 01/01/20 | 257.34600 | 1.09892 | 19.05 |
| 2020 | 04/15/20 | 258.30093 | 1.10300 | 4.08 |
| Total | 100.83 | |||
| Cash Flows per $1,000 Purchased on 04/30/15 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 1.604% YTM |
| 04/30/15 | 234.68817 | 1.00217 | -1,025.24135 | -0.05134068 | -1,025.29269068 | -1,025.29269068 |
| 10/15/15 | 238.50135 | 1.01845 | 0.63653125 | 0.63653125 | 0.63187993 | |
| 04/15/16 | 237.00700 | 1.01207 | 0.63254375 | 0.63254375 | 0.62292512 | |
| 10/15/16 | 240.74003 | 1.02801 | 0.64250625 | 0.64250625 | 0.62770137 | |
| 04/15/17 | 243.19553 | 1.03850 | 0.64906250 | 0.64906250 | 0.62906088 | |
| 10/15/17 | 245.11703 | 1.04670 | 0.65418750 | 0.65418750 | 0.62898291 | |
| 04/15/18 | 248.39153 | 1.06068 | 0.66292500 | 0.66292500 | 0.63231203 | |
| 10/15/18 | 252.06923 | 1.07639 | 0.67274375 | 0.67274375 | 0.63657146 | |
| 04/15/19 | 252.20853 | 1.07698 | 0.67311250 | 0.67311250 | 0.63185233 | |
| 10/15/19 | 256.56513 | 1.09559 | 0.68474375 | 0.68474375 | 0.63765601 | |
| 04/15/20 | 258.30093 | 1.10300 | 1,103.00000 | 0.68937500 | 1,103.68937500 | 1,019.61374841 |
| Total | 77.75865 | 6.54639057 | 84.30504057 | -0.00000022 | ||
| OID | 100.83000 | |||||
| Purchase Premium | -23.07135 | |||||