2.375% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2011
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/28/06 Held to Maturity
| Description | Series G-2011 | Dated Date | April 15, 2006 |
| CUSIP Number | 912828FB1 | Ref CPI on Dated Date | 198.48667 |
| 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 |
| 04/25/06 | 04/28/06 | 198.66000 | 11,000,027 | 99.980451 | 1.00087 | 100.067434 | 2.379 | 4.565 |
| 10/23/06 | 10/31/06 | 203.88710 | 9,180,515 | 98.680030 | 1.02721 | 101.365114 | 2.691 | 4.514 |
| Total Auctioned | 20,180,542 | |||||||
| OID for Purchase on 04/28/06 | ||||
|---|---|---|---|---|
| Click Year for After Market OID | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/28/06 | 198.66000 | 1.00087 | ||
| 2006 | 01/01/07 | 201.80000 | 1.01669 | 15.82 |
| 2007 | 01/01/08 | 208.93600 | 1.05264 | 35.95 |
| 2008 | 01/01/09 | 216.57300 | 1.09112 | 38.48 |
| 2009 | 01/01/10 | 216.17700 | 1.08913 | -1.99 |
| 2010 | 01/01/11 | 218.71100 | 1.10189 | 12.76 |
| 2011 | 04/15/11 | 220.72980 | 1.11206 | 10.17 |
| Total | 111.19 | |||
| Cash Flows per $1,000 Purchased on 04/28/06 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.565% YTM |
| 04/28/06 | 198.66000 | 1.00087 | -1,000.67434 | -0.84431315 | -1,001.51865315 | -1,001.51865315 |
| 10/15/06 | 203.68065 | 1.02617 | 12.18576875 | 12.18576875 | 11.93294679 | |
| 04/15/07 | 202.92140 | 1.02234 | 12.14028750 | 12.14028750 | 11.62310693 | |
| 10/15/07 | 208.12648 | 1.04857 | 12.45176875 | 12.45176875 | 11.65528233 | |
| 04/15/08 | 211.36607 | 1.06489 | 12.64556875 | 12.64556875 | 11.57253781 | |
| 10/15/08 | 219.56748 | 1.10621 | 13.13624375 | 13.13624375 | 11.75330293 | |
| 04/15/09 | 211.63300 | 1.06623 | 12.66148125 | 12.66148125 | 11.07571411 | |
| 10/15/09 | 215.56913 | 1.08606 | 12.89696250 | 12.89696250 | 11.02993995 | |
| 04/15/10 | 216.71220 | 1.09182 | 12.96536250 | 12.96536250 | 10.84098802 | |
| 10/15/10 | 218.14694 | 1.09905 | 13.05121875 | 13.05121875 | 10.66924675 | |
| 04/15/11 | 220.72980 | 1.11206 | 1,112.06000 | 13.20571250 | 1,125.26571250 | 899.36558773 |
| Total | 111.38566 | 126.49606185 | 237.88172185 | 0.00000021 | ||
| OID | 111.19000 | |||||
| Capital Gain | 0.19566 | |||||