0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2031
Auction Prices, OID, & Interest for $1,000 Purchase on 03/31/21
| Description | Series A-2031 | Dated Date | January 15, 2021 |
| CUSIP Number | 91282CBF7 | Ref CPI on Dated Date | 260.31619 |
| 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 |
| 01/21/21 | 01/29/21 | 260.24439 | 15,000,042 | 111.669997 | 0.99972 | 111.638729 | -0.987 |
| 03/18/21 | 03/31/21 | 261.54626 | 15,334,434 | 107.114297 | 1.00473 | 107.620948 | -0.580 |
| 05/20/21 | 05/28/21 | 264.63661 | 13,000,023 | 109.334182 | 1.01660 | 111.149129 | -0.805 |
| Total Auctioned | 43,334,498 | ||||||
| OID for Purchase on 03/31/21 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 03/31/21 | 261.54626 | 1.00473 | ||
| 2021 | 01/01/22 | 276.58900 | 1.06251 | 57.78 |
| 2022 | 01/01/23 | 298.01200 | 1.14481 | 82.30 |
| 2023 | 01/01/24 | 307.67100 | 1.18191 | 37.10 |
| 2024 | 11/01/24 | 314.79600 | 1.20928 | 27.37 |
| Total | 204.55 | |||
| Interest net of Accrued on 03/31/21 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 03/31/21 | 261.54626 | 1.00473 | -0.26020287 |
| 07/15/21 | 268.02090 | 1.02960 | 0.64350000 |
| 01/15/22 | 277.20274 | 1.06487 | 0.66554375 |
| 07/15/22 | 290.54829 | 1.11614 | 0.69758750 |
| 01/15/23 | 297.87606 | 1.14429 | 0.71518125 |
| 07/15/23 | 303.70803 | 1.16669 | 0.72918125 |
| 01/15/24 | 307.39100 | 1.18084 | 0.73802500 |
| 07/15/24 | 313.78329 | 1.20539 | 0.75336875 |
| Total | 4.68218463 | ||