0.625% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2023
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/30/18 Held to Maturity
Description | Series X-2023 | Dated Date | April 15, 2018 |
CUSIP Number | 9128284H0 | Ref CPI on Dated Date | 248.39153 |
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 |
04/19/18 | 04/30/18 | 248.95353 | 18,042,281 | 99.970677 | 1.00226 | 100.196611 | 0.631 | 4.420 |
08/23/18 | 08/31/18 | 251.97606 | 14,986,737 | 99.550476 | 1.01443 | 100.986989 | 0.724 | 4.527 |
12/20/18 | 12/31/18 | 252.87061 | 14,000,017 | 97.895301 | 1.01803 | 99.660353 | 1.129 | 5.158 |
Total Auctioned | 47,029,034 |
OID for Purchase on 04/30/18 | ||||
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Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
04/30/18 | 248.95353 | 1.00226 | ||
2018 | 01/01/19 | 252.88500 | 1.01809 | 15.83 |
2019 | 01/01/20 | 257.34600 | 1.03605 | 17.96 |
2020 | 01/01/21 | 260.38800 | 1.04830 | 12.25 |
2021 | 01/01/22 | 276.58900 | 1.11352 | 65.22 |
2022 | 01/01/23 | 298.01200 | 1.19977 | 86.25 |
2023 | 04/15/23 | 299.94933 | 1.20757 | 7.80 |
Total | 205.31 |
Cash Flows per $1,000 Purchased on 04/30/18 | ||||||
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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 @ 4.420% YTM |
04/30/18 | 248.95353 | 1.00226 | -1,001.96611 | -0.25672643 | -1,002.22283643 | -1,002.22283643 |
10/15/18 | 252.06923 | 1.01481 | 3.17128125 | 3.17128125 | 3.10826973 | |
04/15/19 | 252.20853 | 1.01537 | 3.17303125 | 3.17303125 | 3.04273414 | |
10/15/19 | 256.56513 | 1.03291 | 3.22784375 | 3.22784375 | 3.02836265 | |
04/15/20 | 258.30093 | 1.03989 | 3.24965625 | 3.24965625 | 2.98289881 | |
10/15/20 | 259.46997 | 1.04460 | 3.26437500 | 3.26437500 | 2.93161449 | |
04/15/21 | 262.25027 | 1.05579 | 3.29934375 | 3.29934375 | 2.89894584 | |
10/15/21 | 273.25771 | 1.10011 | 3.43784375 | 3.43784375 | 2.95531916 | |
04/15/22 | 282.34640 | 1.13670 | 3.55218750 | 3.55218750 | 2.98758215 | |
10/15/22 | 296.22858 | 1.19259 | 3.72684375 | 3.72684375 | 3.06669708 | |
04/15/23 | 299.94933 | 1.20757 | 1,207.57000 | 3.77365625 | 1,211.34365625 | 975.22041210 |
Total | 205.60389 | 33.61933607 | 239.22322607 | -0.00000027 | ||
OID | 205.31000 | |||||
Purchase Discount | 0.29389 |