2.375% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2011

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/31/06 Held to Maturity

DescriptionSeries G-2011Dated DateApril 15, 2006
CUSIP Number912828FB1Ref CPI on Dated Date198.48667
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
04/25/0604/28/06198.6600011,000,02799.9804511.00087100.0674342.3794.565
10/23/0610/31/06203.887109,180,51598.6800301.02721101.3651142.6914.514
Total Auctioned20,180,542
OID for Purchase on 10/31/06
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 10/31/06203.887101.02721 
200601/01/07201.800001.01669-10.52
200701/01/08208.936001.0526435.95
200801/01/09216.573001.0911238.48
200901/01/10216.177001.08913-1.99
201001/01/11218.711001.1018912.76
201104/15/11220.729801.1120610.17
Total84.85
Cash Flows per $1,000 Purchased on 10/31/06
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.514% YTM
10/31/06203.887101.02721-1,013.65114-1.07236209-1,014.72350209-1,014.72350209
04/15/07202.921401.02234 12.1402875012.1402875011.89566431
10/15/07208.126481.04857 12.4517687512.4517687511.93159296
04/15/08211.366071.06489 12.6455687512.6455687511.84986503
10/15/08219.567481.10621 13.1362437513.1362437512.03798754
04/15/09211.633001.06623 12.6614812512.6614812511.34683818
10/15/09215.569131.08606 12.8969625012.8969625011.30278421
04/15/10216.712201.09182 12.9653625012.9653625011.11195099
10/15/10218.146941.09905 13.0512187513.0512187510.93866637
04/15/11220.729801.112061,112.0600013.205712501,125.26571250922.30815300
Total98.40886114.08224416212.491104160.00000051
OID84.85000
Purchase Discount13.55886

Generated  03/10/21  08:42