0.125% 5-Year Treasury Inflation Protected Security (TIPS) due October 15, 2026
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/29/21 Held to Maturity
| Description | Series AE-2026 | Dated Date | October 15, 2021 |
| CUSIP Number | 91282CDC2 | Ref CPI on Dated Date | 273.25771 |
| Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) & Nominal Return | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Nominal Return |
| 10/21/21 | 10/29/21 | 273.51242 | 19,000,103 | 109.407565 | 1.00093 | 109.509314 | -1.685 | 2.375 |
| 12/22/21 | 12/31/21 | 276.51548 | 19,309,656 | 108.139956 | 1.01192 | 109.428984 | -1.508 | 2.473 |
| Total Auctioned | 38,309,759 | |||||||
| OID for Purchase on 10/29/21 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/29/21 | 273.51242 | 1.00093 | ||
| 2021 | 01/01/22 | 276.58900 | 1.01219 | 11.26 |
| 2022 | 01/01/23 | 298.01200 | 1.09059 | 78.40 |
| 2023 | 01/01/24 | 307.67100 | 1.12594 | 35.35 |
| 2024 | 01/01/25 | 315.66400 | 1.15519 | 29.25 |
| 2025 | 01/01/26 | 325.60400 | 1.19156 | 36.37 |
| 2026 | 10/15/26 | 334.39761 | 1.22374 | 32.18 |
| Total | 222.81 | |||
| Cash Flows per $1,000 Purchased on 10/29/21 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.375% YTM |
| 10/29/21 | 273.51242 | 1.00093 | -1,095.09314 | -0.04812163 | -1,095.14126163 | -1,095.14126163 |
| 04/15/22 | 282.34640 | 1.03326 | 0.64578750 | 0.64578750 | 0.63878901 | |
| 10/15/22 | 296.22858 | 1.08406 | 0.67753750 | 0.67753750 | 0.66233024 | |
| 04/15/23 | 299.94933 | 1.09768 | 0.68605000 | 0.68605000 | 0.66278164 | |
| 10/15/23 | 306.29390 | 1.12090 | 0.70056250 | 0.70056250 | 0.66885971 | |
| 04/15/24 | 309.30787 | 1.13193 | 0.70745625 | 0.70745625 | 0.66751524 | |
| 10/15/24 | 314.65561 | 1.15150 | 0.71968750 | 0.71968750 | 0.67108728 | |
| 04/15/25 | 318.32947 | 1.16494 | 0.72808750 | 0.72808750 | 0.67095296 | |
| 10/15/25 | 323.46710 | 1.18374 | 0.73983750 | 0.73983750 | 0.67378026 | |
| 04/15/26 | 325.96740 | 1.19289 | 0.74555625 | 0.74555625 | 0.67102053 | |
| 10/15/26 | 334.39761 | 1.22374 | 1,223.74000 | 0.76483750 | 1,224.50483750 | 1,089.15414521 |
| Total | 128.64686 | 7.06727837 | 135.71413837 | 0.00000044 | ||
| OID | 222.81000 | |||||
| Purchase Premium | -94.16314 | |||||