1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2019
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/15/09 Held to Maturity
| Description | Series D-2019 | Dated Date | July 15, 2009 |
| CUSIP Number | 912828LA6 | Ref CPI on Dated Date | 213.51819 |
| 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 |
| 07/06/09 | 07/15/09 | 213.51819 | 8,135,241 | 99.592335 | 1.00000 | 99.592335 | 1.920 | 3.758 |
| 10/05/09 | 10/15/09 | 215.56913 | 7,054,747 | 103.296022 | 1.00961 | 104.288697 | 1.510 | 3.287 |
| Total Auctioned | 15,189,988 | |||||||
| OID for Purchase on 10/15/09 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/15/09 | 215.56913 | 1.00961 | ||
| 2009 | 01/01/10 | 216.17700 | 1.01245 | 2.84 |
| 2010 | 01/01/11 | 218.71100 | 1.02432 | 11.87 |
| 2011 | 01/01/12 | 226.42100 | 1.06043 | 36.11 |
| 2012 | 01/01/13 | 231.31700 | 1.08336 | 22.93 |
| 2013 | 01/01/14 | 233.54600 | 1.09380 | 10.44 |
| 2014 | 01/01/15 | 237.43300 | 1.11200 | 18.20 |
| 2015 | 01/01/16 | 237.83800 | 1.11390 | 1.90 |
| 2016 | 01/01/17 | 241.72900 | 1.13212 | 18.22 |
| 2017 | 01/01/18 | 246.66300 | 1.15523 | 23.11 |
| 2018 | 01/01/19 | 252.88500 | 1.18437 | 29.14 |
| 2019 | 07/15/19 | 255.79368 | 1.19799 | 13.62 |
| Total | 188.38 | |||
| Cash Flows per $1,000 Purchased on 10/15/09 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.287% YTM |
| 10/15/09 | 215.56913 | 1.00961 | -1,042.88697 | -4.73254688 | -1,047.61951688 | -1,047.61951688 |
| 01/15/10 | 216.24610 | 1.01278 | 9.49481250 | 9.49481250 | 9.41774919 | |
| 07/15/10 | 218.08532 | 1.02139 | 9.57553125 | 9.57553125 | 9.34426314 | |
| 01/15/11 | 218.75255 | 1.02451 | 9.60478125 | 9.60478125 | 9.22127799 | |
| 07/15/11 | 225.38381 | 1.05557 | 9.89596875 | 9.89596875 | 9.34724027 | |
| 01/15/12 | 226.33474 | 1.06003 | 9.93778125 | 9.93778125 | 9.23498042 | |
| 07/15/12 | 229.96306 | 1.07702 | 10.09706250 | 10.09706250 | 9.23130383 | |
| 01/15/13 | 230.82203 | 1.08104 | 10.13475000 | 10.13475000 | 9.11596178 | |
| 07/15/13 | 232.71797 | 1.08992 | 10.21800000 | 10.21800000 | 9.04225621 | |
| 01/15/14 | 233.33058 | 1.09279 | 10.24490625 | 10.24490625 | 8.91949678 | |
| 07/15/14 | 237.44594 | 1.11206 | 10.42556250 | 10.42556250 | 8.93003818 | |
| 01/15/15 | 236.85403 | 1.10929 | 10.39959375 | 10.39959375 | 8.76378366 | |
| 07/15/15 | 237.14365 | 1.11065 | 10.41234375 | 10.41234375 | 8.63267172 | |
| 01/15/16 | 237.61129 | 1.11284 | 10.43287500 | 10.43287500 | 8.50985553 | |
| 07/15/16 | 239.70132 | 1.12263 | 10.52465625 | 10.52465625 | 8.44593156 | |
| 01/15/17 | 241.55919 | 1.13133 | 10.60621875 | 10.60621875 | 8.37378243 | |
| 07/15/17 | 244.61839 | 1.14566 | 10.74056250 | 10.74056250 | 8.34275661 | |
| 01/15/18 | 246.66571 | 1.15524 | 10.83037500 | 10.83037500 | 8.27651480 | |
| 07/15/18 | 251.01658 | 1.17562 | 11.02143750 | 11.02143750 | 8.28635812 | |
| 01/15/19 | 252.50248 | 1.18258 | 11.08668750 | 11.08668750 | 8.20065832 | |
| 07/15/19 | 255.79368 | 1.19799 | 1,197.99000 | 11.23115625 | 1,209.22115625 | 879.98263636 |
| Total | 155.10303 | 202.18251562 | 357.28554562 | 0.00000003 | ||
| OID | 188.38000 | |||||
| Purchase Premium | -33.27697 | |||||