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
| Description | Series D-2015 | Dated Date | July 15, 2005 |
| CUSIP Number | 912828EA4 | Ref CPI on Dated Date | 194.50968 |
| Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Actual YTM |
| 07/14/05 | 07/15/05 | 194.50968 | 9,000,001 | 99.420765 | 1.00000 | 99.420765 | 1.939 | 3.986 |
| 10/13/05 | 10/17/05 | 195.91613 | 8,000,006 | 99.080043 | 1.00723 | 99.796392 | 1.979 | 4.004 |
| Total Auctioned | 17,000,007 | |||||||
| OID for Purchase on 07/15/05 | ||||
|---|---|---|---|---|
| Click Year for After Market OID | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/15/05 | 194.50968 | 1.00000 | ||
| 2005 | 01/01/06 | 199.20000 | 1.02411 | 24.11 |
| 2006 | 01/01/07 | 201.80000 | 1.03748 | 13.37 |
| 2007 | 01/01/08 | 208.93600 | 1.07417 | 36.69 |
| 2008 | 01/01/09 | 216.57300 | 1.11343 | 39.26 |
| 2009 | 01/01/10 | 216.17700 | 1.11139 | -2.04 |
| 2010 | 01/01/11 | 218.71100 | 1.12442 | 13.03 |
| 2011 | 01/01/12 | 226.42100 | 1.16406 | 39.64 |
| 2012 | 01/01/13 | 231.31700 | 1.18923 | 25.17 |
| 2013 | 01/01/14 | 233.54600 | 1.20069 | 11.46 |
| 2014 | 01/01/15 | 237.43300 | 1.22067 | 19.98 |
| 2015 | 07/15/15 | 237.14365 | 1.21919 | -1.48 |
| Total | 219.19 | |||
| Cash Flows per $1,000 Purchased on 07/15/05 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.986% YTM |
| 07/15/05 | 194.50968 | 1.00000 | -994.20765 | 0.00000000 | -994.20765000 | -994.20765000 |
| 01/15/06 | 198.47742 | 1.02040 | 9.56625000 | 9.56625000 | 9.37929928 | |
| 07/15/06 | 201.95161 | 1.03826 | 9.73368750 | 9.73368750 | 9.35695916 | |
| 01/15/07 | 201.66452 | 1.03678 | 9.71981250 | 9.71981250 | 9.16102124 | |
| 07/15/07 | 207.25639 | 1.06553 | 9.98934375 | 9.98934375 | 9.23106116 | |
| 01/15/08 | 209.49645 | 1.07705 | 10.09734375 | 10.09734375 | 9.14851236 | |
| 07/15/08 | 215.63997 | 1.10863 | 10.39340625 | 10.39340625 | 9.23272517 | |
| 01/15/09 | 214.69971 | 1.10380 | 10.34812500 | 10.34812500 | 9.01285406 | |
| 07/15/09 | 213.51819 | 1.09773 | 10.29121875 | 10.29121875 | 8.78812347 | |
| 01/15/10 | 216.24610 | 1.11175 | 10.42265625 | 10.42265625 | 8.72642624 | |
| 07/15/10 | 218.08532 | 1.12121 | 10.51134375 | 10.51134375 | 8.62869095 | |
| 01/15/11 | 218.75255 | 1.12464 | 10.54350000 | 10.54350000 | 8.48594368 | |
| 07/15/11 | 225.38381 | 1.15873 | 10.86309375 | 10.86309375 | 8.57230348 | |
| 01/15/12 | 226.33474 | 1.16362 | 10.90893750 | 10.90893750 | 8.44024652 | |
| 07/15/12 | 229.96306 | 1.18227 | 11.08378125 | 11.08378125 | 8.40793395 | |
| 01/15/13 | 230.82203 | 1.18669 | 11.12521875 | 11.12521875 | 8.27443925 | |
| 07/15/13 | 232.71797 | 1.19643 | 11.21653125 | 11.21653125 | 8.17932097 | |
| 01/15/14 | 233.33058 | 1.19958 | 11.24606250 | 11.24606250 | 8.04058858 | |
| 07/15/14 | 237.44594 | 1.22074 | 11.44443750 | 11.44443750 | 8.02251370 | |
| 01/15/15 | 236.85403 | 1.21770 | 11.41593750 | 11.41593750 | 7.84614384 | |
| 07/15/15 | 237.14365 | 1.21919 | 1,219.19000 | 11.42990625 | 1,230.61990625 | 829.27254329 |
| Total | 224.98235 | 212.35059375 | 437.33294375 | 0.00000035 | ||
| OID | 219.19000 | |||||
| Capital Gain | 5.79235 | |||||