0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2019
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 08/29/14 Held to Maturity
| Description | Series X-2019 | Dated Date | April 15, 2014 |
| CUSIP Number | 912828C99 | Ref CPI on Dated Date | 234.31967 |
| 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 |
| 04/17/14 | 04/30/14 | 234.75217 | 18,000,056 | 101.685932 | 1.00185 | 101.874051 | -0.213 | 1.236 |
| 08/21/14 | 08/29/14 | 238.30013 | 16,000,008 | 101.892738 | 1.01699 | 103.623896 | -0.281 | 0.945 |
| 12/18/14 | 12/31/14 | 237.45229 | 16,000,003 | 98.852928 | 1.01337 | 100.174592 | 0.395 | 1.808 |
| Total Auctioned | 50,000,067 | |||||||
| OID for Purchase on 08/29/14 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 08/29/14 | 238.30013 | 1.01699 | ||
| 2014 | 01/01/15 | 237.43300 | 1.01329 | -3.70 |
| 2015 | 01/01/16 | 237.83800 | 1.01502 | 1.73 |
| 2016 | 01/01/17 | 241.72900 | 1.03162 | 16.60 |
| 2017 | 01/01/18 | 246.66300 | 1.05268 | 21.06 |
| 2018 | 01/01/19 | 252.88500 | 1.07923 | 26.55 |
| 2019 | 04/15/19 | 252.20853 | 1.07634 | -2.89 |
| Total | 59.35 | |||
| Cash Flows per $1,000 Purchased on 08/29/14 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 0.945% YTM |
| 08/29/14 | 238.30013 | 1.01699 | -1,036.23896 | -0.47237240 | -1,036.71133240 | -1,036.71133240 |
| 10/15/14 | 238.07026 | 1.01601 | 0.63500625 | 0.63500625 | 0.63423782 | |
| 04/15/15 | 234.18067 | 0.99941 | 0.62463125 | 0.62463125 | 0.62094097 | |
| 10/15/15 | 238.50135 | 1.01785 | 0.63615625 | 0.63615625 | 0.62942339 | |
| 04/15/16 | 237.00700 | 1.01147 | 0.63216875 | 0.63216875 | 0.62253615 | |
| 10/15/16 | 240.74003 | 1.02740 | 0.64212500 | 0.64212500 | 0.62936647 | |
| 04/15/17 | 243.19553 | 1.03788 | 0.64867500 | 0.64867500 | 0.63279591 | |
| 10/15/17 | 245.11703 | 1.04608 | 0.65380000 | 0.65380000 | 0.63479557 | |
| 04/15/18 | 248.39153 | 1.06005 | 0.66253125 | 0.66253125 | 0.64024739 | |
| 10/15/18 | 252.06923 | 1.07575 | 0.67234375 | 0.67234375 | 0.64667384 | |
| 04/15/19 | 252.20853 | 1.07634 | 1,076.34000 | 0.67271250 | 1,077.01271250 | 1,031.02031559 |
| Total | 40.10104 | 6.00777760 | 46.10881760 | 0.00000069 | ||
| OID | 59.35000 | |||||
| Purchase Premium | -19.24896 | |||||