0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2021
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 08/31/16 Held to Maturity
Description | Series X-2021 | Dated Date | April 15, 2016 |
CUSIP Number | 912828Q60 | Ref CPI on Dated Date | 237.00700 |
Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) & Nominal Return | ||||||||
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Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Nominal Return |
04/21/16 | 04/29/16 | 237.09800 | 16,000,020 | 101.596247 | 1.00038 | 101.634854 | -0.195 | 1.846 |
08/18/16 | 08/31/16 | 241.01213 | 14,957,477 | 101.552360 | 1.01690 | 103.268595 | -0.209 | 1.624 |
12/22/16 | 12/30/16 | 241.70958 | 14,000,048 | 100.021385 | 1.01984 | 102.005809 | 0.120 | 2.031 |
Total Auctioned | 44,957,545 |
OID for Purchase on 08/31/16 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
08/31/16 | 241.01213 | 1.01690 | ||
2016 | 01/01/17 | 241.72900 | 1.01992 | 3.02 |
2017 | 01/01/18 | 246.66300 | 1.04074 | 20.82 |
2018 | 01/01/19 | 252.88500 | 1.06699 | 26.25 |
2019 | 01/01/20 | 257.34600 | 1.08582 | 18.83 |
2020 | 01/01/21 | 260.38800 | 1.09865 | 12.83 |
2021 | 04/15/21 | 262.25027 | 1.10651 | 7.86 |
Total | 89.61 |
Cash Flows per $1,000 Purchased on 08/31/16 | ||||||
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Click Year in Date Column for After Market Accrued Interest | ||||||
Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 1.624% YTM |
08/31/16 | 241.01213 | 1.01690 | -1,032.68595 | -0.47927664 | -1,033.16522664 | -1,033.16522664 |
10/15/16 | 240.74003 | 1.01575 | 0.63484375 | 0.63484375 | 0.63358230 | |
04/15/17 | 243.19553 | 1.02611 | 0.64131875 | 0.64131875 | 0.63488826 | |
10/15/17 | 245.11703 | 1.03422 | 0.64638750 | 0.64638750 | 0.63475112 | |
04/15/18 | 248.39153 | 1.04803 | 0.65501875 | 0.65501875 | 0.63804517 | |
10/15/18 | 252.06923 | 1.06355 | 0.66471875 | 0.66471875 | 0.64227762 | |
04/15/19 | 252.20853 | 1.06414 | 0.66508750 | 0.66508750 | 0.63745688 | |
10/15/19 | 256.56513 | 1.08252 | 0.67657500 | 0.67657500 | 0.64324310 | |
04/15/20 | 258.30093 | 1.08985 | 0.68115625 | 0.68115625 | 0.64238162 | |
10/15/20 | 259.46997 | 1.09478 | 0.68423750 | 0.68423750 | 0.64008905 | |
04/15/21 | 262.25027 | 1.10651 | 1,106.51000 | 0.69156875 | 1,107.20156875 | 1,027.41851202 |
Total | 73.82405 | 6.16163586 | 79.98568586 | 0.00000048 | ||
OID | 89.61000 | |||||
Purchase Premium | -15.78595 |