3.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2011

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/16/01 Held to Maturity

DescriptionSeries A-2011Dated DateJanuary 15, 2001
CUSIP Number9128276R8Ref CPI on Dated Date174.04516
Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual
AuctionIssuedRef CPIAmount
in 000's
Price
before IR
Index
Ratio
Price
after IR
Real
YTM
Actual
YTM
01/10/0101/16/01174.048396,000,43099.8160041.0000299.8180003.5225.895
07/11/0107/16/01177.287105,000,004100.0000001.01863101.8630003.5005.785
Total Auctioned11,000,434
OID for Purchase on 01/16/01
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/16/01174.048391.00002 
200101/01/02177.700001.0210020.98
200201/01/03181.300001.0416820.68
200301/01/04185.000001.0629421.26
200401/01/05190.900001.0968433.90
200501/01/06199.200001.1445347.69
200601/01/07201.800001.1594714.94
200701/01/08208.936001.2004741.00
200801/01/09216.573001.2443543.88
200901/01/10216.177001.24207-2.28
201001/01/11218.711001.2566314.56
201101/15/11218.752551.256870.24
Total256.85
Cash Flows per $1,000 Purchased on 01/16/01
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
5.895% YTM
01/16/01174.048391.00002-998.18000-0.09668702-998.27668702-998.27668702
07/15/01177.261291.01848 17.8234000017.8234000017.31587627
01/15/02177.564521.02022 17.8538500017.8538500016.84884058
07/15/02179.800001.03307 18.0787250018.0787250016.57258128
01/15/03181.300001.04168 18.2294000018.2294000016.23225861
07/15/03183.664521.05527 18.4672250018.4672250015.97321873
01/15/04184.774191.06165 18.5788750018.5788750015.60969547
07/15/04188.496771.08303 18.9530250018.9530250015.46812855
01/15/05190.945161.09710 19.1992500019.1992500015.22045798
07/15/05194.509681.11758 19.5576500019.5576500015.06067185
01/15/06198.477421.14038 19.9566500019.9566500014.92792817
07/15/06201.951611.16034 20.3059500020.3059500014.75432779
01/15/07201.664521.15869 20.2770750020.2770750014.31151607
07/15/07207.256391.19082 20.8393500020.8393500014.28725260
01/15/08209.496451.20369 21.0645750021.0645750014.02818470
07/15/08215.639971.23899 21.6823250021.6823250014.02616177
01/15/09214.699711.23359 21.5878250021.5878250013.56519690
07/15/09213.518191.22680 21.4690000021.4690000013.10428255
01/15/10216.246101.24247 21.7432250021.7432250012.89168283
07/15/10218.085321.25304 21.9282000021.9282000012.62911318
01/15/11218.752551.256871,256.8700021.995225001,278.86522500715.44931039
Total258.69000399.49411298658.18411298-0.00000076
OID256.85000
Capital Gain1.84000

Generated  03/15/17  09:39