0.625% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2023
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 08/31/18 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 Yields to Maturity (YTM) - Real & Actual | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Actual YTM |
| 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 08/31/18 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 08/31/18 | 251.97606 | 1.01443 | ||
| 2018 | 01/01/19 | 252.88500 | 1.01809 | 3.66 |
| 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 | 193.14 | |||
| Cash Flows per $1,000 Purchased on 08/31/18 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.527% YTM |
| 08/31/18 | 251.97606 | 1.01443 | -1,009.86989 | -2.39056250 | -1,012.26045250 | -1,012.26045250 |
| 10/15/18 | 252.06923 | 1.01481 | 3.17128125 | 3.17128125 | 3.15387645 | |
| 04/15/19 | 252.20853 | 1.01537 | 3.17303125 | 3.17303125 | 3.08577738 | |
| 10/15/19 | 256.56513 | 1.03291 | 3.22784375 | 3.22784375 | 3.06960909 | |
| 04/15/20 | 258.30093 | 1.03989 | 3.24965625 | 3.24965625 | 3.02195726 | |
| 10/15/20 | 259.46997 | 1.04460 | 3.26437500 | 3.26437500 | 2.96846042 | |
| 04/15/21 | 262.25027 | 1.05579 | 3.29934375 | 3.29934375 | 2.93385815 | |
| 10/15/21 | 273.25771 | 1.10011 | 3.43784375 | 3.43784375 | 2.98935853 | |
| 04/15/22 | 282.34640 | 1.13670 | 3.55218750 | 3.55218750 | 3.02042516 | |
| 10/15/22 | 296.22858 | 1.19259 | 3.72684375 | 3.72684375 | 3.09880115 | |
| 04/15/23 | 299.94933 | 1.20757 | 1,207.57000 | 3.77365625 | 1,211.34365625 | 984.91832822 |
| Total | 197.70011 | 31.48550000 | 229.18561000 | -0.00000067 | ||
| OID | 193.14000 | |||||
| Purchase Discount | 4.56011 | |||||