1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2015

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/15/05 Held to Maturity

DescriptionSeries D-2015Dated DateJuly 15, 2005
CUSIP Number912828EA4Ref CPI on Dated Date194.50968
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
07/14/0507/15/05194.509689,000,00199.4207651.0000099.4207651.9393.986
10/13/0510/17/05195.916138,000,00699.0800431.0072399.7963921.9794.004
Total Auctioned17,000,007
OID for Purchase on 07/15/05
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/15/05194.509681.00000 
200501/01/06199.200001.0241124.11
200601/01/07201.800001.0374813.37
200701/01/08208.936001.0741736.69
200801/01/09216.573001.1134339.26
200901/01/10216.177001.11139-2.04
201001/01/11218.711001.1244213.03
201101/01/12226.421001.1640639.64
201201/01/13231.317001.1892325.17
201301/01/14233.546001.2006911.46
201401/01/15237.433001.2206719.98
201507/15/15237.143651.21919-1.48
Total219.19
Cash Flows per $1,000 Purchased on 07/15/05
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
3.986% YTM
07/15/05194.509681.00000-994.207650.00000000-994.20765000-994.20765000
01/15/06198.477421.02040 9.566250009.566250009.37929928
07/15/06201.951611.03826 9.733687509.733687509.35695916
01/15/07201.664521.03678 9.719812509.719812509.16102124
07/15/07207.256391.06553 9.989343759.989343759.23106116
01/15/08209.496451.07705 10.0973437510.097343759.14851236
07/15/08215.639971.10863 10.3934062510.393406259.23272517
01/15/09214.699711.10380 10.3481250010.348125009.01285406
07/15/09213.518191.09773 10.2912187510.291218758.78812347
01/15/10216.246101.11175 10.4226562510.422656258.72642624
07/15/10218.085321.12121 10.5113437510.511343758.62869095
01/15/11218.752551.12464 10.5435000010.543500008.48594368
07/15/11225.383811.15873 10.8630937510.863093758.57230348
01/15/12226.334741.16362 10.9089375010.908937508.44024652
07/15/12229.963061.18227 11.0837812511.083781258.40793395
01/15/13230.822031.18669 11.1252187511.125218758.27443925
07/15/13232.717971.19643 11.2165312511.216531258.17932097
01/15/14233.330581.19958 11.2460625011.246062508.04058858
07/15/14237.445941.22074 11.4444375011.444437508.02251370
01/15/15236.854031.21770 11.4159375011.415937507.84614384
07/15/15237.143651.219191,219.1900011.429906251,230.61990625829.27254329
Total224.98235212.35059375437.332943750.00000035
OID219.19000
Capital Gain5.79235

Generated  04/14/17  09:08