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) | |||||||
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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 | ||||
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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 | 04/01/21 | 261.58200 | 1.01671 | 4.64 |
Total | 16.99 |
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 |
Total | 1.20027033 |