0.875% 5.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2010

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/29/04 Held to Maturity

DescriptionSeries D-2010Dated DateOctober 15, 2004
CUSIP Number912828CZ1Ref CPI on Dated Date189.44516
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
10/26/0410/29/04189.4903212,000,03599.6015971.0002499.6255010.9503.447
04/26/0504/29/05191.726679,000,00498.4388231.0120499.6240261.2003.714
10/25/0510/28/05196.270977,000,03296.2996571.0360399.7693341.7404.002
Total Auctioned28,000,071
OID for Purchase on 10/29/04
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 10/29/04189.490321.00024 
200401/01/05190.900001.007687.44
200501/01/06199.200001.0514943.81
200601/01/07201.800001.0652213.73
200701/01/08208.936001.1028837.66
200801/01/09216.573001.1432040.32
200901/01/10216.177001.14111-2.09
201004/15/10216.712201.143932.82
Total143.69
Cash Flows per $1,000 Purchased on 10/29/04
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
3.447% YTM
10/29/04189.490321.00024-996.25501-0.33661923-996.59162923-996.59162923
04/15/05191.213331.00933 4.415818754.415818754.34670718
10/15/05195.851611.03382 4.522962504.522962504.37673623
04/15/06198.486671.04773 4.583818754.583818754.36046761
10/15/06203.680651.07514 4.703737504.703737504.39872637
04/15/07202.921401.07114 4.686237504.686237504.30810625
10/15/07208.126481.09861 4.806418754.806418754.34372134
04/15/08211.366071.11571 4.881231254.881231254.33658612
10/15/08219.567481.15900 5.070625005.070625004.42851711
04/15/09211.633001.11712 4.887400004.887400004.19616889
10/15/09215.569131.13790 4.978312504.978312504.20180091
04/15/10216.712201.143931,143.930005.004693751,148.93469375953.29409177
Total147.6749952.20463702199.879627020.00000057
OID143.69000
Capital Gain3.98499

Generated  03/15/17  09:39