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Prepared by Glenn S. Daily (gdaily@glenndaily.com, 212-426-6265)
Copyright ©2001-2004 by Glenndaily.com Information Services, Inc.

Supplement to "I Bonds: A no-brainer alternative to fixed annuities?"
Updated February 1, 2004

I Bond and TIPS information

 

Series I Savings Bonds: Interest rate and sales history
11/03-4/04 5/03-10/03 11/02-4/03 5/02-10/02 11/01-4/02 5/01-10/01 11/00-4/01

5/00-10/00

11/99-4/00

5/99-10/99

11/98-4/99

9/98-10/98
Nominal annual fixed rate  1.10% 1.10% 1.60% 2.00% 2.00% 3.00% 3.40%

3.60%

3.40%

3.30%

3.30%

3.40%
Composite rate at issue
nominal 2.19% 4.66% 4.08% 2.57% 4.40% 5.92% 6.49%

7.49%

6.98%

5.05%

5.05%

  effective 2.20% 4.71% 4.12% 2.58% 4.45% 6.01% 6.60%

7.63%

7.10%

5.11%

5.11%

Semiannual inflation rate

11/98-4/99

0.86%

5/99-10/99

0.86%

0.86%

11/99-4/00

1.76%

1.76%

1.76%

5/00-10/00

1.91%

1.91%

1.91%

1.91%

11/00-4/01 1.52% 1.52% 1.52% 1.52% 1.52%
5/01-10/01 1.44% 1.44% 1.44% 1.44% 1.44% 1.44%
11/01-4/02 1.19% 1.19% 1.19% 1.19% 1.19% 1.19% 1.19%
5/02-10/02 0.28% 0.28% 0.28% 0.28% 0.28% 0.28% 0.28% 0.28%
11/02-4/03 1.23% 1.23% 1.23% 1.23% 1.23% 1.23% 1.23% 1.23% 1.23%
5/03-10/03 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 1.77% 1.77%
11/03-4/04 0.54% 0.54% 0.54% 0.54% 0.54% 0.54% 0.54% 0.54% 0.54% 0.54% 0.54%
Semiannual earnings rate

11/98-4/99

2.52%

5/99-10/99

2.52% 2.52%

11/99-4/00

3.49% 3.44% 3.44%

5/00-10/00

3.74% 3.64% 3.59% 3.59%
11/00-4/01 3.25% 3.35% 3.25% 3.20% 3.20%
5/01-10/01 2.96% 3.16% 3.27% 3.16% 3.11% 3.11%
11/01-4/02 2.20% 2.71% 2.91% 3.01% 2.91% 2.86% 2.86%
5/02-10/02 1.28% 1.28% 1.78% 1.98% 2.09% 1.98% 1.93% 1.93%
11/02-4/03 2.04% 2.24% 2.24% 2.75% 2.95% 3.05% 2.95% 2.90% 2.90%
5/03-10/03 2.33% 2.58% 2.79% 2.79% 3.30% 3.50% 3.60% 3.50% 3.45% 3.45%
11/03-4/04 1.09% 1.09% 1.34% 1.55% 1.55% 2.05% 2.25% 2.35% 2.25% 2.20% 2.20%

Six-month sales (in $millions)

6,002 3,565 1,354 4,975 2,502 1,647 1,306 600 213 256

Source: Monthly Statement of the Public Debt of the United States, Bureau of the Public Debt

 

For comparison: I Bond nominal fixed rate 1.10% 1.10% 1.60% 2.00% 2.00% 3.00% 3.40% 3.60% 3.40% 3.30% 3.30% 3.40%
Treasury Inflation Protection Securities (TIPS) 
 Issue sizea Real yield-to-maturity at: 

Maturity

Coupon

($billions)

CUSIP 11/1/03 5/1/03 11/1/02 5/1/02 11/1/01

5/1/01

11/1/00

5/1/00

11/1/99

5/1/99

11/1/98

9/1/98

(M)7/15/02

3.625%

16.817

9128273A8 0.96% 1.88%

3.47%

3.74%

3.87%

3.70%

3.61%

3.75%

1/15/07

3.375%

15.758

9128272M3 0.52% 0.94% 1.53% 2.48% 2.61% 3.02%

3.84%

4.00%

4.13%

3.91%

3.60%

3.84%

1/15/08

3.625%

16.812

9128273T7 0.94% 1.35% 1.91% 2.73% 2.78% 3.15%

3.86%

4.01%

4.13%

3.91%

3.63%

3.80%

1/15/09

3.875%

15.902

9128274Y5 1.27% 1.66% 2.08% 2.89% 2.89% 3.24%

3.86%

4.02%

4.12%

3.88%

1/15/10

4.250%

11.321

9128275W8 1.48% 1.81% 2.29% 3.01% 2.94% 3.28%

3.85%

3.97%

1/15/11

3.500% 11.001 9128276R8 1.67% 1.99% 2.32% 3.06% 2.94% 3.29%
1/15/12 3.375% 6.004 9128277J5 1.82% 2.06% 2.38% 3.05%

7/15/12

3.000%

23.018

912828AF7

1.87% 2.10% 2.39%

7/15/13

1.875% 20.008 912828BD1 1.96%
1/15/14 2.000% 12.000 912828BW9

4/15/28

3.625%

16.808

912810FD5 2.50% 2.74% 3.02% 3.35% 3.13% 3.51%

3.85%

3.87%

4.13%

3.87%

3.62%

3.74%

4/15/29

3.875%

19.722

912810FH6 2.50% 2.73% 3.02% 3.35% 3.12% 3.50%

3.84%

3.85%

4.13%

3.87%

4/15/32 3.375% 5.012 912810FQ6 2.40% 2.64% 2.94% 3.25% 3.08%
 
a Does not include subsequent inflation adjustments.
(M) = Issue has matured.
Source: Bloomberg, Bureau of the Public Debt