2.5% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2016

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/17/06 Held to Maturity

DescriptionSeries D-2016Dated DateJuly 15, 2006
CUSIP Number912828FL9Ref CPI on Dated Date201.95161
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
07/13/0607/17/06202.0161310,588,25499.5611501.0003299.5930102.5504.323
10/12/0610/16/06203.693559,411,776100.6352081.00863101.5036902.4264.151
Total Auctioned20,000,030
OID for Purchase on 07/17/06
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/17/06202.016131.00032 
200601/01/07201.800000.99925-1.07
200701/01/08208.936001.0345835.33
200801/01/09216.573001.0724037.82
200901/01/10216.177001.07044-1.96
201001/01/11218.711001.0829912.55
201101/01/12226.421001.1211638.17
201201/01/13231.317001.1454124.25
201301/01/14233.546001.1564511.04
201401/01/15237.433001.1756919.24
201501/01/16237.838001.177702.01
201607/15/16239.701321.186929.22
Total186.60
Cash Flows per $1,000 Purchased on 07/17/06
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.323% YTM
07/17/06202.016131.00032-995.93010-0.13591304-996.06601304-996.06601304
01/15/07201.664520.99858 12.4822500012.4822500012.22097871
07/15/07207.256391.02627 12.8283750012.8283750012.29410488
01/15/08209.496451.03736 12.9670000012.9670000012.16401464
07/15/08215.639971.06778 13.3472500013.3472500012.25579180
01/15/09214.699711.06312 13.2890000013.2890000011.94411667
07/15/09213.518191.05727 13.2158750013.2158750011.62705733
01/15/10216.246101.07078 13.3847500013.3847500011.52646967
07/15/10218.085321.07989 13.4986250013.4986250011.37857133
01/15/11218.752551.08319 13.5398750013.5398750011.17184792
07/15/11225.383811.11603 13.9503750013.9503750011.26700270
01/15/12226.334741.12074 14.0092500014.0092500011.07514849
07/15/12229.963061.13870 14.2337500014.2337500011.01453487
01/15/13230.822031.14296 14.2870000014.2870000010.82181311
07/15/13232.717971.15235 14.4043750014.4043750010.67986001
01/15/14233.330581.15538 14.4422500014.4422500010.48137249
07/15/14237.445941.17576 14.6970000014.6970000010.44056850
01/15/15236.854031.17283 14.6603750014.6603750010.19418917
07/15/15237.143651.17426 14.6782500014.678250009.99065692
01/15/16237.611291.17658 14.7072500014.707250009.79858572
07/15/16239.701321.186921,186.9200014.836500001,201.75650000783.71932810
Total190.98990277.32346196468.313361960.00000000
OID186.60000
Capital Gain4.38990

Generated  10/13/17  08:52