0.5% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2015
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/30/10 Held to Maturity
Description | Series K-2015 | Dated Date | April 15, 2010 |
CUSIP Number | 912828MY3 | Ref CPI on Dated Date | 216.71220 |
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 |
04/26/10 | 04/30/10 | 216.73920 | 11,234,682 | 99.755677 | 1.00012 | 99.767648 | 0.550 | 2.128 |
10/25/10 | 10/29/10 | 218.28287 | 10,000,001 | 104.749175 | 1.00725 | 105.508607 | -0.550 | 1.035 |
Total Auctioned | 21,234,682 |
OID for Purchase on 04/30/10 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
04/30/10 | 216.73920 | 1.00012 | ||
2010 | 01/01/11 | 218.71100 | 1.00922 | 9.10 |
2011 | 01/01/12 | 226.42100 | 1.04480 | 35.58 |
2012 | 01/01/13 | 231.31700 | 1.06739 | 22.59 |
2013 | 01/01/14 | 233.54600 | 1.07768 | 10.29 |
2014 | 01/01/15 | 237.43300 | 1.09561 | 17.93 |
2015 | 04/15/15 | 234.18067 | 1.08061 | -15.00 |
Total | 80.49 |
Cash Flows per $1,000 Purchased on 04/30/10 | ||||||
---|---|---|---|---|---|---|
Click Year in Date Column for After Market Accrued Interest | ||||||
Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.128% YTM |
04/30/10 | 216.73920 | 1.00012 | -997.67648 | -0.20494262 | -997.88142262 | -997.88142262 |
10/15/10 | 218.14694 | 1.00662 | 2.51655000 | 2.51655000 | 2.49221193 | |
04/15/11 | 220.72980 | 1.01854 | 2.54635000 | 2.54635000 | 2.49516962 | |
10/15/11 | 226.20335 | 1.04380 | 2.60950000 | 2.60950000 | 2.53012423 | |
04/15/12 | 227.13073 | 1.04808 | 2.62020000 | 2.62020000 | 2.51374695 | |
10/15/12 | 229.67981 | 1.05984 | 2.64960000 | 2.64960000 | 2.51518537 | |
04/15/13 | 231.16013 | 1.06667 | 2.66667500 | 2.66667500 | 2.50473821 | |
10/15/13 | 233.72290 | 1.07849 | 2.69622500 | 2.69622500 | 2.50582623 | |
04/15/14 | 234.31967 | 1.08125 | 2.70312500 | 2.70312500 | 2.48578474 | |
10/15/14 | 238.07026 | 1.09855 | 2.74637500 | 2.74637500 | 2.49896282 | |
04/15/15 | 234.18067 | 1.08061 | 1,080.61000 | 2.70152500 | 1,083.31152500 | 975.33967274 |
Total | 82.93352 | 26.25118238 | 109.18470238 | 0.00000022 | ||
OID | 80.49000 | |||||
Purchase Discount | 2.44352 |