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

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/16/01 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 07/16/01
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/16/01177.287101.01863 
200101/01/02177.700001.021002.37
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
Total238.24
Cash Flows per $1,000 Purchased on 07/16/01
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
5.785% YTM
07/16/01177.287101.01863-1,018.63000-0.09688057-1,018.72688057-1,018.72688057
01/15/02177.564521.02022 17.8538500017.8538500017.35464713
07/15/02179.800001.03307 18.0787250018.0787250017.07923087
01/15/03181.300001.04168 18.2294000018.2294000016.73745760
07/15/03183.664521.05527 18.4672250018.4672250016.47917101
01/15/04184.774191.06165 18.5788750018.5788750016.11275256
07/15/04188.496771.08303 18.9530250018.9530250015.97516914
01/15/05190.945161.09710 19.1992500019.1992500015.72779349
07/15/05194.509681.11758 19.5576500019.5576500015.57101091
01/15/06198.477421.14038 19.9566500019.9566500015.44202975
07/15/06201.951611.16034 20.3059500020.3059500015.27061969
01/15/07201.664521.15869 20.2770750020.2770750014.82024083
07/15/07207.256391.19082 20.8393500020.8393500014.80303367
01/15/08209.496451.20369 21.0645750021.0645750014.54239257
07/15/08215.639971.23899 21.6823250021.6823250014.54807789
01/15/09214.699711.23359 21.5878250021.5878250014.07749110
07/15/09213.518191.22680 21.4690000021.4690000013.60644885
01/15/10216.246101.24247 21.7432250021.7432250013.39286657
07/15/10218.085321.25304 21.9282000021.9282000013.12711139
01/15/11218.752551.256871,256.8700021.995225001,278.86522500744.05933514
Total238.24000381.67051943619.91051943-0.00000040
OID238.24000
Purchase Discount0.00000

Generated  11/13/19  12:52