2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2014

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/15/04 Held to Maturity

DescriptionSeries A-2014Dated DateJanuary 15, 2004
CUSIP Number912828BW9Ref CPI on Dated Date184.77419
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
01/08/0401/15/04184.7741912,000,00199.8290001.0000099.8290002.0194.430
04/07/0404/15/04185.666679,000,018101.6978001.00483102.1890001.8094.230
Total Auctioned21,000,019
OID for Purchase on 01/15/04
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/15/04184.774191.00000 
200401/01/05190.900001.0331533.15
200501/01/06199.200001.0780744.92
200601/01/07201.800001.0921414.07
200701/01/08208.936001.1307638.62
200801/01/09216.573001.1721041.34
200901/01/10216.177001.16995-2.15
201001/01/11218.711001.1836713.72
201101/01/12226.421001.2253941.72
201201/01/13231.317001.2518926.50
201301/01/14233.546001.2639512.06
201401/15/14233.330581.26279-1.16
Total262.79
Cash Flows per $1,000 Purchased on 01/15/04
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.430% YTM
01/15/04184.774191.00000-998.290000.00000000-998.29000000-998.29000000
07/15/04188.496771.02015 10.2015000010.201500009.98043273
01/15/05190.945161.03340 10.3340000010.334000009.89097566
07/15/05194.509681.05269 10.5269000010.526900009.85726680
01/15/06198.477421.07416 10.7416000010.741600009.84034507
07/15/06201.951611.09296 10.9296000010.929600009.79559810
01/15/07201.664521.09141 10.9141000010.914100009.56973600
07/15/07207.256391.12167 11.2167000011.216700009.62193615
01/15/08209.496451.13380 11.3380000011.338000009.51522708
07/15/08215.639971.16705 11.6705000011.670500009.58202954
01/15/09214.699711.16196 11.6196000011.619600009.33350057
07/15/09213.518191.15556 11.5556000011.555600009.08094863
01/15/10216.246101.17033 11.7033000011.703300008.99771835
07/15/10218.085321.18028 11.8028000011.802800008.87757689
01/15/11218.752551.18389 11.8389000011.838900008.71176366
07/15/11225.383811.21978 12.1978000012.197800008.78135590
01/15/12226.334741.22493 12.2493000012.249300008.62733536
07/15/12229.963061.24456 12.4456000012.445600008.57564087
01/15/13230.822031.24921 12.4921000012.492100008.42115260
07/15/13232.717971.25947 12.5947000012.594700008.30633132
01/15/14233.330581.262791,262.7900012.627900001,275.41790000822.92312930
Total264.50000231.00050000495.500500000.00000059
OID262.79000
Capital Gain1.71000

Generated  06/14/17  08:54