0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2020

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 08/31/15 Held to Maturity

DescriptionSeries X-2020Dated DateApril 15, 2015
CUSIP Number912828K33Ref CPI on Dated Date234.18067
Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual
AuctionIssuedRef CPIAmount
in 000's
Price
before IR
Index
Ratio
Price
after IR
Real
YTM
Actual
YTM
04/23/1504/30/15234.6881718,065,863102.3021391.00217102.524135-0.3351.604
08/20/1508/31/15238.6111316,000,00199.1743031.01892101.0506810.3052.029
12/17/1512/31/15237.8414516,000,02098.5281041.01563100.0680980.4722.409
Total Auctioned50,065,884
OID for Purchase on 08/31/15
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 08/31/15238.611131.01892 
201501/01/16237.838001.01562-3.30
201601/01/17241.729001.0322316.61
201701/01/18246.663001.0533021.07
201801/01/19252.885001.0798726.57
201901/01/20257.346001.0989219.05
202004/15/20258.300931.103004.08
Total84.08
Cash Flows per $1,000 Purchased on 08/31/15
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
2.029% YTM
08/31/15238.611131.01892-1,010.50681-0.48022869-1,010.98703869-1,010.98703869
10/15/15238.501351.01845 0.636531250.636531250.63495298
04/15/16237.007001.01207 0.632543750.632543750.62463725
10/15/16240.740031.02801 0.642506250.642506250.62810195
04/15/17243.195531.03850 0.649062500.649062500.62813758
10/15/17245.117031.04670 0.654187500.654187500.62673792
04/15/18248.391531.06068 0.662925000.662925000.62872916
10/15/18252.069231.07639 0.672743750.672743750.63163233
04/15/19252.208531.07698 0.673112500.673112500.62563035
10/15/19256.565131.09559 0.684743750.684743750.63004810
04/15/20258.300931.103001,103.000000.689375001,103.689375001,005.32843060
Total92.493196.1175025698.61069256-0.00000045
OID84.08000
Purchase Discount8.41319

Generated  05/12/20  08:44