0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2025
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/30/20 Held to Maturity
| Description | Series X-2025 | Dated Date | April 15, 2020 |
| CUSIP Number | 912828ZJ2 | Ref CPI on Dated Date | 258.30093 |
| 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 |
| 04/23/20 | 04/30/20 | 258.65443 | 18,476,364 | 102.226154 | 1.00137 | 102.366204 | -0.320 | 3.904 |
| 06/18/20 | 06/30/20 | 256.44653 | 17,051,643 | 104.357673 | 0.99282 | 103.608385 | -0.766 | 3.780 |
| 07/10/20 | 07/13/20 | 256.39094 | 25,000 | 105.248398 | 0.99261 | 104.470612 | -0.951 | 3.630 |
| Total Auctioned | 35,553,007 | |||||||
| OID for Purchase on 04/30/20 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/30/20 | 258.65443 | 1.00137 | ||
| 2020 | 01/01/21 | 260.38800 | 1.00808 | 6.71 |
| 2021 | 01/01/22 | 276.58900 | 1.07080 | 62.72 |
| 2022 | 01/01/23 | 298.01200 | 1.15374 | 82.94 |
| 2023 | 01/01/24 | 307.67100 | 1.19113 | 37.39 |
| 2024 | 01/01/25 | 315.66400 | 1.22208 | 30.95 |
| 2025 | 04/15/25 | 318.32947 | 1.23240 | 10.32 |
| Total | 231.03 | |||
| Cash Flows per $1,000 Purchased on 04/30/20 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.904% YTM |
| 04/30/20 | 258.65443 | 1.00137 | -1,023.66204 | -0.05129969 | -1,023.71333969 | -1,023.71333969 |
| 10/15/20 | 259.46997 | 1.00453 | 0.62783125 | 0.62783125 | 0.61678622 | |
| 04/15/21 | 262.25027 | 1.01529 | 0.63455625 | 0.63455625 | 0.61145621 | |
| 10/15/21 | 273.25771 | 1.05790 | 0.66118750 | 0.66118750 | 0.62491848 | |
| 04/15/22 | 282.34640 | 1.09309 | 0.68318125 | 0.68318125 | 0.63334183 | |
| 10/15/22 | 296.22858 | 1.14684 | 0.71677500 | 0.71677500 | 0.65176132 | |
| 04/15/23 | 299.94933 | 1.16124 | 0.72577500 | 0.72577500 | 0.64730839 | |
| 10/15/23 | 306.29390 | 1.18580 | 0.74112500 | 0.74112500 | 0.64834206 | |
| 04/15/24 | 309.30787 | 1.19747 | 0.74841875 | 0.74841875 | 0.64218608 | |
| 10/15/24 | 314.65561 | 1.21817 | 0.76135625 | 0.76135625 | 0.64077808 | |
| 04/15/25 | 318.32947 | 1.23240 | 1,232.40000 | 0.77025000 | 1,233.17025000 | 1,017.99646162 |
| Total | 208.73796 | 7.01915656 | 215.75711656 | 0.00000061 | ||
| OID | 231.03000 | |||||
| Purchase Premium | -22.29204 | |||||