0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2030
Auction Prices, OID, & Interest for $1,000 Purchase on 07/31/20
| Description | Series D-2030 | Dated Date | July 15, 2020 |
| CUSIP Number | 912828ZZ6 | Ref CPI on Dated Date | 256.39126 |
| Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) | |||||||
|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM |
| 07/23/20 | 07/31/20 | 256.39384 | 15,590,944 | 111.032606 | 1.00001 | 111.033716 | -0.930 |
| 09/17/20 | 09/30/20 | 259.05753 | 13,642,870 | 111.231330 | 1.01040 | 112.388136 | -0.966 |
| 11/19/20 | 11/30/20 | 260.26793 | 13,664,775 | 109.980096 | 1.01512 | 111.642995 | -0.867 |
| Total Auctioned | 42,898,589 | ||||||
| OID for Purchase on 07/31/20 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/31/20 | 256.39384 | 1.00001 | ||
| 2020 | 01/01/21 | 260.38800 | 1.01559 | 15.58 |
| 2021 | 01/01/22 | 276.58900 | 1.07878 | 63.19 |
| 2022 | 01/01/23 | 298.01200 | 1.16233 | 83.55 |
| 2023 | 01/01/24 | 307.67100 | 1.20001 | 37.68 |
| 2024 | 11/01/24 | 314.79600 | 1.22780 | 27.79 |
| Total | 227.79 | |||
| Interest net of Accrued on 07/31/20 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 07/31/20 | 256.39384 | 1.00001 | -0.05434837 |
| 01/15/21 | 260.31619 | 1.01531 | 0.63456875 |
| 07/15/21 | 268.02090 | 1.04536 | 0.65335000 |
| 01/15/22 | 277.20274 | 1.08117 | 0.67573125 |
| 07/15/22 | 290.54829 | 1.13322 | 0.70826250 |
| 01/15/23 | 297.87606 | 1.16180 | 0.72612500 |
| 07/15/23 | 303.70803 | 1.18455 | 0.74034375 |
| 01/15/24 | 307.39100 | 1.19891 | 0.74931875 |
| 07/15/24 | 313.78329 | 1.22385 | 0.76490625 |
| Total | 5.59825788 | ||