0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2022
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 08/31/17 Held to Maturity
| Description | Series X-2022 | Dated Date | April 15, 2017 |
| CUSIP Number | 912828X39 | Ref CPI on Dated Date | 243.19553 |
| 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 |
| 04/20/17 | 04/28/17 | 243.52660 | 16,000,003 | 100.864977 | 1.00136 | 101.002153 | -0.049 | 2.949 |
| 08/24/17 | 08/31/17 | 244.94784 | 14,438,855 | 100.036867 | 1.00721 | 100.758133 | 0.117 | 3.214 |
| 12/21/17 | 12/29/17 | 246.67810 | 14,000,003 | 98.957196 | 1.01432 | 100.374263 | 0.370 | 3.544 |
| Total Auctioned | 44,438,862 | |||||||
| OID for Purchase on 08/31/17 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 08/31/17 | 244.94784 | 1.00721 | ||
| 2017 | 01/01/18 | 246.66300 | 1.01426 | 7.05 |
| 2018 | 01/01/19 | 252.88500 | 1.03984 | 25.58 |
| 2019 | 01/01/20 | 257.34600 | 1.05819 | 18.35 |
| 2020 | 01/01/21 | 260.38800 | 1.07069 | 12.50 |
| 2021 | 01/01/22 | 276.58900 | 1.13731 | 66.62 |
| 2022 | 04/15/22 | 282.34640 | 1.16099 | 23.68 |
| Total | 153.78 | |||
| Cash Flows per $1,000 Purchased on 08/31/17 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.214% YTM |
| 08/31/17 | 244.94784 | 1.00721 | -1,007.58133 | -0.47470963 | -1,008.05603963 | -1,008.05603963 |
| 10/15/17 | 245.11703 | 1.00790 | 0.62993750 | 0.62993750 | 0.62747309 | |
| 04/15/18 | 248.39153 | 1.02137 | 0.63835625 | 0.63835625 | 0.62580328 | |
| 10/15/18 | 252.06923 | 1.03649 | 0.64780625 | 0.64780625 | 0.62502434 | |
| 04/15/19 | 252.20853 | 1.03706 | 0.64816250 | 0.64816250 | 0.61547834 | |
| 10/15/19 | 256.56513 | 1.05497 | 0.65935625 | 0.65935625 | 0.61620622 | |
| 04/15/20 | 258.30093 | 1.06211 | 0.66381875 | 0.66381875 | 0.61056589 | |
| 10/15/20 | 259.46997 | 1.06692 | 0.66682500 | 0.66682500 | 0.60363161 | |
| 04/15/21 | 262.25027 | 1.07835 | 0.67396875 | 0.67396875 | 0.60045012 | |
| 10/15/21 | 273.25771 | 1.12361 | 0.70225625 | 0.70225625 | 0.61575772 | |
| 04/15/22 | 282.34640 | 1.16099 | 1,160.99000 | 0.72561875 | 1,161.71561875 | 1,002.51564960 |
| Total | 153.40867 | 6.18139662 | 159.59006662 | 0.00000059 | ||
| OID | 153.78000 | |||||
| Purchase Premium | -0.37133 | |||||