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 04/29/05 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 04/29/05
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 04/29/05191.726671.01204 
200501/01/06199.200001.0514939.45
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
Total131.89
Cash Flows per $1,000 Purchased on 04/29/05
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
3.714% YTM
04/29/05191.726671.01204-996.24026-0.33872923-996.57898923-996.57898923
10/15/05195.851611.03382 4.522962504.522962504.44676618
04/15/06198.486671.04773 4.583818754.583818754.42444497
10/15/06203.680651.07514 4.703737504.703737504.45742959
04/15/07202.921401.07114 4.686237504.686237504.35989232
10/15/07208.126481.09861 4.806418754.806418754.39018810
04/15/08211.366071.11571 4.881231254.881231254.37724605
10/15/08219.567481.15900 5.070625005.070625004.46419466
04/15/09211.633001.11712 4.887400004.887400004.22444411
10/15/09215.569131.13790 4.978312504.978312504.22458345
04/15/10216.712201.143931,143.930005.004693751,148.93469375957.20980042
Total147.6897447.78670827195.476448270.00000063
OID131.89000
Purchase Discount15.79974

Generated  10/10/19  09:00