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

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/15/04 Held to Maturity

DescriptionSeries D-2014Dated DateJuly 15, 2004
CUSIP Number912828CP3Ref CPI on Dated Date188.49677
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
07/08/0407/15/04188.4967710,000,04199.8200001.0000099.8200002.0204.391
10/07/0410/15/04189.445169,000,006101.0175861.00503101.5257041.8854.264
Total Auctioned19,000,047
OID for Purchase on 07/15/04
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/15/04188.496771.00000 
200401/01/05190.900001.0127512.75
200501/01/06199.200001.0567844.03
200601/01/07201.800001.0705813.80
200701/01/08208.936001.1084337.85
200801/01/09216.573001.1489540.52
200901/01/10216.177001.14685-2.10
201001/01/11218.711001.1602913.44
201101/01/12226.421001.2011940.90
201201/01/13231.317001.2271725.98
201301/01/14233.546001.2389911.82
201407/15/14237.445941.2596820.69
Total259.68
Cash Flows per $1,000 Purchased on 07/15/04
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.391% YTM
07/15/04188.496771.00000-998.200000.00000000-998.20000000-998.20000000
01/15/05190.945161.01299 10.1299000010.129900009.91225842
07/15/05194.509681.03190 10.3190000010.319000009.88035453
01/15/06198.477421.05295 10.5295000010.529500009.86529605
07/15/06201.951611.07138 10.7138000010.713800009.82230389
01/15/07201.664521.06986 10.6986000010.698600009.59763523
07/15/07207.256391.09952 10.9952000010.995200009.65179037
01/15/08209.496451.11141 11.1141000011.114100009.54655118
07/15/08215.639971.14400 11.4400000011.440000009.61536307
01/15/09214.699711.13901 11.3901000011.390100009.36773632
07/15/09213.518191.13274 11.3274000011.327400009.11601048
01/15/10216.246101.14721 11.4721000011.472100009.03410140
07/15/10218.085321.15697 11.5697000011.569700008.91521031
01/15/11218.752551.16051 11.6051000011.605100008.75035836
07/15/11225.383811.19569 11.9569000011.956900008.82191781
01/15/12226.334741.20074 12.0074000012.007400008.66883719
07/15/12229.963061.21998 12.1998000012.199800008.61850697
01/15/13230.822031.22454 12.2454000012.245400008.46485962
07/15/13232.717971.23460 12.3460000012.346000008.35103905
01/15/14233.330581.23785 12.3785000012.378500008.19312764
07/15/14237.445941.259681,259.6800012.596800001,272.27680000824.00674279
Total261.48000229.03530000490.515300000.00000067
OID259.68000
Capital Gain1.80000

Generated  04/14/17  09:08