2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2016

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/17/06 Held to Maturity

DescriptionSeries A-2016Dated DateJanuary 15, 2006
CUSIP Number912828ET3Ref CPI on Dated Date198.47742
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
01/12/0601/17/06198.374199,000,07299.7747160.9994899.7228332.0253.893
04/12/0604/17/06198.513338,000,02396.4629081.0001896.4802712.4094.326
Total Auctioned17,000,095
OID for Purchase on 01/17/06
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/17/06198.374190.99948 
200601/01/07201.800001.0167417.26
200701/01/08208.936001.0526935.95
200801/01/09216.573001.0911738.48
200901/01/10216.177001.08918-1.99
201001/01/11218.711001.1019412.76
201101/01/12226.421001.1407938.85
201201/01/13231.317001.1654624.67
201301/01/14233.546001.1766911.23
201401/01/15237.433001.1962719.58
201501/01/16237.838001.198312.04
201601/15/16237.611291.19717-1.14
Total197.69
Cash Flows per $1,000 Purchased on 01/17/06
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
3.893% YTM
01/17/06198.374190.99948-997.22833-0.11043978-997.33876978-997.33876978
07/15/06201.951611.01750 10.1750000010.175000009.98284496
01/15/07201.664521.01606 10.1606000010.160600009.77837427
07/15/07207.256391.04423 10.4423000010.442300009.85759250
01/15/08209.496451.05552 10.5552000010.555200009.77391494
07/15/08215.639971.08647 10.8647000010.864700009.86841082
01/15/09214.699711.08173 10.8173000010.817300009.63775206
07/15/09213.518191.07578 10.7578000010.757800009.40172912
01/15/10216.246101.08952 10.8952000010.895200009.33999984
07/15/10218.085321.09879 10.9879000010.987900009.23961241
01/15/11218.752551.10215 11.0215000011.021500009.09090571
07/15/11225.383811.13556 11.3556000011.355600009.18763911
01/15/12226.334741.14036 11.4036000011.403600009.05030490
07/15/12229.963061.15864 11.5864000011.586400009.01980495
01/15/13230.822031.16296 11.6296000011.629600008.88056913
07/15/13232.717971.17252 11.7252000011.725200008.78261155
01/15/14233.330581.17560 11.7560000011.756000008.63754625
07/15/14237.445941.19634 11.9634000011.963400008.62209544
01/15/15236.854031.19336 11.9336000011.933600008.43639823
07/15/15237.143651.19481 11.9481000011.948100008.28536866
01/15/16237.611291.197171,197.1700011.971700001,209.14170000822.46529447
Total199.94167223.84026022423.78193022-0.00000044
OID197.69000
Capital Gain2.25167

Generated  05/12/17  08:47