0.5% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2024
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/30/19 Held to Maturity
| Description | Series X-2024 | Dated Date | April 15, 2019 |
| CUSIP Number | 9128286N5 | Ref CPI on Dated Date | 252.20853 |
| 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 |
| 04/18/19 | 04/30/19 | 252.74053 | 17,217,057 | 99.926601 | 1.00211 | 100.137446 | 0.515 | 4.636 |
| 06/20/19 | 06/28/19 | 255.41340 | 15,000,002 | 101.662906 | 1.01271 | 102.955042 | 0.152 | 4.180 |
| Total Auctioned | 32,217,059 | |||||||
| OID for Purchase on 04/30/19 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/30/19 | 252.74053 | 1.00211 | ||
| 2019 | 01/01/20 | 257.34600 | 1.02037 | 18.26 |
| 2020 | 01/01/21 | 260.38800 | 1.03243 | 12.06 |
| 2021 | 01/01/22 | 276.58900 | 1.09667 | 64.24 |
| 2022 | 01/01/23 | 298.01200 | 1.18161 | 84.94 |
| 2023 | 01/01/24 | 307.67100 | 1.21991 | 38.30 |
| 2024 | 04/15/24 | 309.30787 | 1.22640 | 6.49 |
| Total | 224.29 | |||
| Cash Flows per $1,000 Purchased on 04/30/19 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.636% YTM |
| 04/30/19 | 252.74053 | 1.00211 | -1,001.37446 | -0.20535041 | -1,001.57981041 | -1,001.57981041 |
| 10/15/19 | 256.56513 | 1.01727 | 2.54317500 | 2.54317500 | 2.49023654 | |
| 04/15/20 | 258.30093 | 1.02416 | 2.56040000 | 2.56040000 | 2.45030896 | |
| 10/15/20 | 259.46997 | 1.02879 | 2.57197500 | 2.57197500 | 2.40562786 | |
| 04/15/21 | 262.25027 | 1.03982 | 2.59955000 | 2.59955000 | 2.37633985 | |
| 10/15/21 | 273.25771 | 1.08346 | 2.70865000 | 2.70865000 | 2.41998091 | |
| 04/15/22 | 282.34640 | 1.11950 | 2.79875000 | 2.79875000 | 2.44383471 | |
| 10/15/22 | 296.22858 | 1.17454 | 2.93635000 | 2.93635000 | 2.50590276 | |
| 04/15/23 | 299.94933 | 1.18929 | 2.97322500 | 2.97322500 | 2.47989243 | |
| 10/15/23 | 306.29390 | 1.21445 | 3.03612500 | 3.03612500 | 2.47498966 | |
| 04/15/24 | 309.30787 | 1.22640 | 1,226.40000 | 3.06600000 | 1,229.46600000 | 979.53269650 |
| Total | 225.02554 | 27.58884959 | 252.61438959 | -0.00000024 | ||
| OID | 224.29000 | |||||
| Purchase Discount | 0.73554 | |||||