0.125% 5-Year Treasury Inflation Protected Security (TIPS) due October 15, 2025
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 12/31/20 Held to Maturity
| Description | Series AE-2025 | Dated Date | October 15, 2020 |
| CUSIP Number | 91282CAQ4 | Ref CPI on Dated Date | 259.46997 |
| 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 |
| 10/22/20 | 10/30/20 | 259.86529 | 17,000,007 | 107.430363 | 1.00152 | 107.593657 | -1.320 | 3.117 |
| 12/22/20 | 12/31/20 | 260.38452 | 17,282,301 | 108.489200 | 1.00352 | 108.871082 | -1.575 | 2.974 |
| Total Auctioned | 34,282,307 | |||||||
| OID for Purchase on 12/31/20 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 12/31/20 | 260.38452 | 1.00352 | ||
| 2020 | 01/01/21 | 260.38800 | 1.00354 | 0.02 |
| 2021 | 01/01/22 | 276.58900 | 1.06598 | 62.44 |
| 2022 | 01/01/23 | 298.01200 | 1.14854 | 82.56 |
| 2023 | 01/01/24 | 307.67100 | 1.18577 | 37.23 |
| 2024 | 01/01/25 | 315.66400 | 1.21657 | 30.80 |
| 2025 | 10/15/25 | 323.46710 | 1.24665 | 30.08 |
| Total | 243.13 | |||
| Cash Flows per $1,000 Purchased on 12/31/20 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.974% YTM |
| 12/31/20 | 260.38452 | 1.00352 | -1,088.71082 | -0.26535385 | -1,088.97617385 | -1,088.97617385 |
| 04/15/21 | 262.25027 | 1.01072 | 0.63170000 | 0.63170000 | 0.62634356 | |
| 10/15/21 | 273.25771 | 1.05314 | 0.65821250 | 0.65821250 | 0.64306897 | |
| 04/15/22 | 282.34640 | 1.08817 | 0.68010625 | 0.68010625 | 0.65472343 | |
| 10/15/22 | 296.22858 | 1.14167 | 0.71354375 | 0.71354375 | 0.67684841 | |
| 04/15/23 | 299.94933 | 1.15601 | 0.72250625 | 0.72250625 | 0.67530832 | |
| 10/15/23 | 306.29390 | 1.18046 | 0.73778750 | 0.73778750 | 0.67948750 | |
| 04/15/24 | 309.30787 | 1.19208 | 0.74505000 | 0.74505000 | 0.67612234 | |
| 10/15/24 | 314.65561 | 1.21269 | 0.75793125 | 0.75793125 | 0.67773415 | |
| 04/15/25 | 318.32947 | 1.22685 | 0.76678125 | 0.76678125 | 0.67560169 | |
| 10/15/25 | 323.46710 | 1.24665 | 1,246.65000 | 0.77915625 | 1,247.42915625 | 1,082.99093563 |
| Total | 157.93918 | 6.92742115 | 164.86660115 | 0.00000016 | ||
| OID | 243.13000 | |||||
| Purchase Premium | -85.19082 | |||||