0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2026
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 06/30/21 Held to Maturity
| Description | Series X-2026 | Dated Date | April 15, 2021 |
| CUSIP Number | 91282CCA7 | Ref CPI on Dated Date | 262.25027 |
| 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 |
| 04/22/21 | 04/30/21 | 262.96627 | 21,437,543 | 109.108340 | 1.00273 | 109.406206 | -1.631 | 2.715 |
| 06/17/21 | 06/30/21 | 266.98143 | 18,428,823 | 107.668857 | 1.01804 | 109.611203 | -1.416 | 2.767 |
| Total Auctioned | 39,866,366 | |||||||
| OID for Purchase on 06/30/21 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 06/30/21 | 266.98143 | 1.01804 | ||
| 2021 | 01/01/22 | 276.58900 | 1.05468 | 36.64 |
| 2022 | 01/01/23 | 298.01200 | 1.13636 | 81.68 |
| 2023 | 01/01/24 | 307.67100 | 1.17320 | 36.84 |
| 2024 | 01/01/25 | 315.66400 | 1.20367 | 30.47 |
| 2025 | 01/01/26 | 325.60400 | 1.24158 | 37.91 |
| 2026 | 04/15/26 | 325.96740 | 1.24296 | 1.38 |
| Total | 224.92 | |||
| Cash Flows per $1,000 Purchased on 06/30/21 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.767% YTM |
| 06/30/21 | 266.98143 | 1.01804 | -1,096.11203 | -0.26424536 | -1,096.37627536 | -1,096.37627536 |
| 10/15/21 | 273.25771 | 1.04197 | 0.65123125 | 0.65123125 | 0.64602097 | |
| 04/15/22 | 282.34640 | 1.07663 | 0.67289375 | 0.67289375 | 0.65840234 | |
| 10/15/22 | 296.22858 | 1.12956 | 0.70597500 | 0.70597500 | 0.68134596 | |
| 04/15/23 | 299.94933 | 1.14375 | 0.71484375 | 0.71484375 | 0.68049193 | |
| 10/15/23 | 306.29390 | 1.16795 | 0.72996875 | 0.72996875 | 0.68540870 | |
| 04/15/24 | 309.30787 | 1.17944 | 0.73715000 | 0.73715000 | 0.68270755 | |
| 10/15/24 | 314.65561 | 1.19983 | 0.74989375 | 0.74989375 | 0.68503389 | |
| 04/15/25 | 318.32947 | 1.21384 | 0.75865000 | 0.75865000 | 0.68357674 | |
| 10/15/25 | 323.46710 | 1.23343 | 0.77089375 | 0.77089375 | 0.68513133 | |
| 04/15/26 | 325.96740 | 1.24296 | 1,242.96000 | 0.77685000 | 1,243.73685000 | 1,090.28815522 |
| Total | 146.84797 | 7.00410464 | 153.85207464 | -0.00000073 | ||
| OID | 224.92000 | |||||
| Purchase Premium | -78.07203 | |||||