1.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2020

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/15/10 Held to Maturity

DescriptionSeries D-2020Dated DateJuly 15, 2010
CUSIP Number912828NM8Ref CPI on Dated Date218.08532
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
07/08/1007/15/10218.0853212,003,44999.5791941.0000099.5791941.2952.941
09/02/1009/15/10217.9864710,108,183102.1551580.99955102.1091881.0192.697
11/04/1011/15/10218.3712710,268,153107.9621511.00131108.1035810.4092.093
Total Auctioned32,379,785
OID for Purchase on 07/15/10
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/15/10218.085321.00000 
201001/01/11218.711001.002872.87
201101/01/12226.421001.0382235.35
201201/01/13231.317001.0606722.45
201301/01/14233.546001.0708910.22
201401/01/15237.433001.0887217.83
201501/01/16237.838001.090571.85
201601/01/17241.729001.1084117.84
201701/01/18246.663001.1310422.63
201801/01/19252.885001.1595728.53
201901/01/20257.346001.1800220.45
202007/15/20256.391261.17565-4.37
Total175.65
Cash Flows per $1,000 Purchased on 07/15/10
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
2.941% YTM
07/15/10218.085321.00000-995.791940.00000000-995.79194000-995.79194000
01/15/11218.752551.00306 6.269125006.269125006.17828207
07/15/11225.383811.03347 6.459187506.459187506.27334969
01/15/12226.334741.03783 6.486437506.486437506.20852802
07/15/12229.963061.05446 6.590375006.590375006.21660592
01/15/13230.822031.05840 6.615000006.615000006.14941583
07/15/13232.717971.06710 6.669375006.669375006.11012300
01/15/14233.330581.06991 6.686937506.686937506.03744075
07/15/14237.445941.08878 6.804875006.804875006.05489439
01/15/15236.854031.08606 6.787875006.787875005.95224857
07/15/15237.143651.08739 6.796187506.796187505.87318090
01/15/16237.611291.08953 6.809562506.809562505.79946643
07/15/16239.701321.09912 6.869500006.869500005.76573607
01/15/17241.559191.10764 6.922750006.922750005.72623387
07/15/17244.618391.12166 7.010375007.010375005.71468749
01/15/18246.665711.13105 7.069062507.069062505.67902604
07/15/18251.016581.15100 7.193750007.193750005.69545182
01/15/19252.502481.15782 7.236375007.236375005.64617986
07/15/19255.793681.17291 7.330687507.330687505.63688471
01/15/20257.283681.17974 7.373375007.373375005.58755191
07/15/20256.391261.175651,175.650007.347812501,182.99781250883.48665302
Total179.85806137.32862500317.186685000.00000034
OID175.65000
Purchase Discount4.20806

Generated  09/11/20  08:47