1.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2020
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/15/10 Held to Maturity
| Description | Series A-2020 | Dated Date | January 15, 2010 |
| CUSIP Number | 912828MF4 | Ref CPI on Dated Date | 216.24610 |
| 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 |
| 01/11/10 | 01/15/10 | 216.24610 | 10,388,281 | 99.489212 | 1.00000 | 99.489212 | 1.430 | 3.191 |
| 04/05/10 | 04/15/10 | 216.71220 | 8,585,633 | 97.010063 | 1.00216 | 97.219605 | 1.709 | 3.497 |
| Total Auctioned | 18,973,913 | |||||||
| OID for Purchase on 01/15/10 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/15/10 | 216.24610 | 1.00000 | ||
| 2010 | 01/01/11 | 218.71100 | 1.01140 | 11.40 |
| 2011 | 01/01/12 | 226.42100 | 1.04705 | 35.65 |
| 2012 | 01/01/13 | 231.31700 | 1.06969 | 22.64 |
| 2013 | 01/01/14 | 233.54600 | 1.08000 | 10.31 |
| 2014 | 01/01/15 | 237.43300 | 1.09798 | 17.98 |
| 2015 | 01/01/16 | 237.83800 | 1.09985 | 1.87 |
| 2016 | 01/01/17 | 241.72900 | 1.11784 | 17.99 |
| 2017 | 01/01/18 | 246.66300 | 1.14066 | 22.82 |
| 2018 | 01/01/19 | 252.88500 | 1.16943 | 28.77 |
| 2019 | 01/01/20 | 257.34600 | 1.19006 | 20.63 |
| 2020 | 01/15/20 | 257.28368 | 1.18977 | -0.29 |
| Total | 189.77 | |||
| Cash Flows per $1,000 Purchased on 01/15/10 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.191% YTM |
| 01/15/10 | 216.24610 | 1.00000 | -994.89212 | 0.00000000 | -994.89212000 | -994.89212000 |
| 07/15/10 | 218.08532 | 1.00851 | 6.93350625 | 6.93350625 | 6.82461847 | |
| 01/15/11 | 218.75255 | 1.01159 | 6.95468125 | 6.95468125 | 6.73795586 | |
| 07/15/11 | 225.38381 | 1.04226 | 7.16553750 | 7.16553750 | 6.83321634 | |
| 01/15/12 | 226.33474 | 1.04665 | 7.19571875 | 7.19571875 | 6.75423308 | |
| 07/15/12 | 229.96306 | 1.06343 | 7.31108125 | 7.31108125 | 6.75474471 | |
| 01/15/13 | 230.82203 | 1.06740 | 7.33837500 | 7.33837500 | 6.67348512 | |
| 07/15/13 | 232.71797 | 1.07617 | 7.39866875 | 7.39866875 | 6.62265063 | |
| 01/15/14 | 233.33058 | 1.07900 | 7.41812500 | 7.41812500 | 6.53578676 | |
| 07/15/14 | 237.44594 | 1.09804 | 7.54902500 | 7.54902500 | 6.54666407 | |
| 01/15/15 | 236.85403 | 1.09530 | 7.53018750 | 7.53018750 | 6.42777178 | |
| 07/15/15 | 237.14365 | 1.09664 | 7.53940000 | 7.53940000 | 6.33456665 | |
| 01/15/16 | 237.61129 | 1.09880 | 7.55425000 | 7.55425000 | 6.24736591 | |
| 07/15/16 | 239.70132 | 1.10847 | 7.62073125 | 7.62073125 | 6.20337025 | |
| 01/15/17 | 241.55919 | 1.11706 | 7.67978750 | 7.67978750 | 6.15326651 | |
| 07/15/17 | 244.61839 | 1.13120 | 7.77700000 | 7.77700000 | 6.13329829 | |
| 01/15/18 | 246.66571 | 1.14067 | 7.84210625 | 7.84210625 | 6.08751685 | |
| 07/15/18 | 251.01658 | 1.16079 | 7.98043125 | 7.98043125 | 6.09760490 | |
| 01/15/19 | 252.50248 | 1.16766 | 8.02766250 | 8.02766250 | 6.03736581 | |
| 07/15/19 | 255.79368 | 1.18288 | 8.13230000 | 8.13230000 | 6.02001042 | |
| 01/15/20 | 257.28368 | 1.18977 | 1,189.77000 | 8.17966875 | 1,197.94966875 | 872.86662744 |
| Total | 194.87788 | 151.12824375 | 346.00612375 | -0.00000014 | ||
| OID | 189.77000 | |||||
| Purchase Discount | 5.10788 | |||||