0.125% 5-Year Treasury Inflation Protected Security (TIPS) due October 15, 2024
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 12/31/19 Held to Maturity
| Description | Series AE-2024 | Dated Date | October 15, 2019 |
| CUSIP Number | 912828YL8 | Ref CPI on Dated Date | 256.56513 |
| 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 |
| 10/17/19 | 10/31/19 | 256.55842 | 18,777,363 | 100.351378 | 0.99997 | 100.348367 | 0.054 | 4.216 |
| 12/19/19 | 12/31/19 | 257.32706 | 16,411,809 | 100.502643 | 1.00297 | 100.801136 | 0.020 | 4.264 |
| Total Auctioned | 35,189,172 | |||||||
| OID for Purchase on 12/31/19 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 12/31/19 | 257.32706 | 1.00297 | ||
| 2019 | 01/01/20 | 257.34600 | 1.00304 | 0.07 |
| 2020 | 01/01/21 | 260.38800 | 1.01490 | 11.86 |
| 2021 | 01/01/22 | 276.58900 | 1.07805 | 63.15 |
| 2022 | 01/01/23 | 298.01200 | 1.16155 | 83.50 |
| 2023 | 01/01/24 | 307.67100 | 1.19919 | 37.64 |
| 2024 | 10/15/24 | 314.65561 | 1.22642 | 27.23 |
| Total | 223.45 | |||
| Cash Flows per $1,000 Purchased on 12/31/19 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.264% YTM |
| 12/31/19 | 257.32706 | 1.00297 | -1,008.01136 | -0.26375919 | -1,008.27511919 | -1,008.27511919 |
| 04/15/20 | 258.30093 | 1.00677 | 0.62923125 | 0.62923125 | 0.62158946 | |
| 10/15/20 | 259.46997 | 1.01132 | 0.63207500 | 0.63207500 | 0.61136492 | |
| 04/15/21 | 262.25027 | 1.02216 | 0.63885000 | 0.63885000 | 0.60501945 | |
| 10/15/21 | 273.25771 | 1.06506 | 0.66566250 | 0.66566250 | 0.61725280 | |
| 04/15/22 | 282.34640 | 1.10049 | 0.68780625 | 0.68780625 | 0.62447295 | |
| 10/15/22 | 296.22858 | 1.15459 | 0.72161875 | 0.72161875 | 0.64149587 | |
| 04/15/23 | 299.94933 | 1.16910 | 0.73068750 | 0.73068750 | 0.63599876 | |
| 10/15/23 | 306.29390 | 1.19383 | 0.74614375 | 0.74614375 | 0.63589533 | |
| 04/15/24 | 309.30787 | 1.20557 | 0.75348125 | 0.75348125 | 0.62874438 | |
| 10/15/24 | 314.65561 | 1.22642 | 1,226.42000 | 0.76651250 | 1,227.18651250 | 1,002.65328614 |
| Total | 218.40864 | 6.70830956 | 225.11694956 | 0.00000088 | ||
| OID | 223.45000 | |||||
| Purchase Premium | -5.04136 | |||||