0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2016

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/29/11 Held to Maturity

DescriptionSeries W-2016Dated DateApril 15, 2011
CUSIP Number912828QD5Ref CPI on Dated Date220.72980
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
04/21/1104/29/11221.2366014,000,058101.5207981.00230101.754296-0.1801.213
08/18/1108/31/11225.7298112,367,035104.4859241.02265106.852530-0.8250.229
12/15/1112/30/11226.4511912,000,004104.3925211.02592107.098375-0.8770.184
Total Auctioned38,367,097
OID for Purchase on 04/29/11
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 04/29/11221.236601.00230 
201101/01/12226.421001.0257823.48
201201/01/13231.317001.0479622.18
201301/01/14233.546001.0580610.10
201401/01/15237.433001.0756717.61
201501/01/16237.838001.077511.84
201604/15/16237.007001.07374-3.77
Total71.44
Cash Flows per $1,000 Purchased on 04/29/11
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
1.213% YTM
04/29/11221.236601.00230-1,017.54296-0.04792418-1,017.59088418-1,017.59088418
10/15/11226.203351.02480 0.640500000.640500000.63693343
04/15/12227.130731.02900 0.643125000.643125000.63568844
10/15/12229.679811.04055 0.650343750.650343750.63894858
04/15/13231.160131.04725 0.654531250.654531250.63918612
10/15/13233.722901.05886 0.661787500.661787500.64237632
04/15/14234.319671.06157 0.663481250.663481250.64013804
10/15/14238.070261.07856 0.674100000.674100000.64646247
04/15/15234.180671.06094 0.663087500.663087500.63206806
10/15/15238.501351.08051 0.675318750.675318750.63984654
04/15/16237.007001.073741,073.740000.671087501,074.411087501,011.83923611
Total56.197046.5494383262.74647832-0.00000006
OID71.44000
Capital Loss-15.24296

Generated  10/13/17  08:52