0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2030
Auction Prices, OID, & Interest for $1,000 Purchase on 01/31/20
| Description | Series A-2030 | Dated Date | January 15, 2020 |
| CUSIP Number | 912828Z37 | Ref CPI on Dated Date | 257.28368 |
| Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) | |||||||
|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM |
| 01/23/20 | 01/31/20 | 257.21245 | 15,445,660 | 100.884421 | 0.99972 | 100.856173 | 0.036 |
| 03/19/20 | 03/31/20 | 257.93884 | 13,613,368 | 94.751298 | 1.00255 | 94.992914 | 0.680 |
| 05/21/20 | 05/29/20 | 258.16948 | 12,000,015 | 105.867963 | 1.00344 | 106.232149 | -0.470 |
| Total Auctioned | 41,059,044 | ||||||
| OID for Purchase on 01/31/20 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/31/20 | 257.21245 | 0.99972 | ||
| 2020 | 01/01/21 | 260.38800 | 1.01207 | 12.35 |
| 2021 | 11/01/21 | 273.56700 | 1.06329 | 51.22 |
| Total | 63.57 | |||
| Interest net of Accrued on 01/31/20 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 01/31/20 | 257.21245 | 0.99972 | -0.05492967 |
| 07/15/20 | 256.39126 | 0.99653 | 0.62283125 |
| 01/15/21 | 260.31619 | 1.01179 | 0.63236875 |
| 07/15/21 | 268.02090 | 1.04173 | 0.65108125 |
| Total | 1.85135158 | ||