3.875% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2009
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/15/99 Held to Maturity
| Description | Series A-2009 | Dated Date | January 15, 1999 |
| CUSIP Number | 9128274Y5 | Ref CPI on Dated Date | 164.00000 |
| Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) & Nominal Return | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Nominal Return |
| 01/06/99 | 01/15/99 | 164.00000 | 8,530,979 | 99.811000 | 1.00000 | 99.811000 | 3.898 | 6.660 |
| 07/07/99 | 07/15/99 | 166.20000 | 7,368,472 | 98.709308 | 1.01341 | 100.033000 | 4.040 | 6.805 |
| Total Auctioned | 15,899,451 | |||||||
| OID for Purchase on 07/15/99 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/15/99 | 166.20000 | 1.01341 | ||
| 1999 | 01/01/00 | 168.20000 | 1.02561 | 12.20 |
| 2000 | 01/01/01 | 174.00000 | 1.06098 | 35.37 |
| 2001 | 01/01/02 | 177.70000 | 1.08354 | 22.56 |
| 2002 | 01/01/03 | 181.30000 | 1.10549 | 21.95 |
| 2003 | 01/01/04 | 185.00000 | 1.12805 | 22.56 |
| 2004 | 01/01/05 | 190.90000 | 1.16402 | 35.97 |
| 2005 | 01/01/06 | 199.20000 | 1.21463 | 50.61 |
| 2006 | 01/01/07 | 201.80000 | 1.23049 | 15.86 |
| 2007 | 01/01/08 | 208.93600 | 1.27400 | 43.51 |
| 2008 | 01/01/09 | 216.57300 | 1.32057 | 46.57 |
| 2009 | 01/15/09 | 214.69971 | 1.30914 | -11.43 |
| Total | 295.73 | |||
| Cash Flows per $1,000 Purchased on 07/15/99 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 6.805% YTM |
| 07/15/99 | 166.20000 | 1.01341 | -1,000.33000 | 0.00000000 | -1,000.33000000 | -1,000.33000000 |
| 01/15/00 | 168.24516 | 1.02589 | 19.87661875 | 19.87661875 | 19.22255553 | |
| 07/15/00 | 171.24516 | 1.04418 | 20.23098750 | 20.23098750 | 18.92144565 | |
| 01/15/01 | 174.04516 | 1.06125 | 20.56171875 | 20.56171875 | 18.59795804 | |
| 07/15/01 | 177.26129 | 1.08086 | 20.94166250 | 20.94166250 | 18.31831917 | |
| 01/15/02 | 177.56452 | 1.08271 | 20.97750625 | 20.97750625 | 17.74585551 | |
| 07/15/02 | 179.80000 | 1.09634 | 21.24158750 | 21.24158750 | 17.37795503 | |
| 01/15/03 | 181.30000 | 1.10549 | 21.41886875 | 21.41886875 | 16.94637624 | |
| 07/15/03 | 183.66452 | 1.11991 | 21.69825625 | 21.69825625 | 16.60251055 | |
| 01/15/04 | 184.77419 | 1.12667 | 21.82923125 | 21.82923125 | 16.15310399 | |
| 07/15/04 | 188.49677 | 1.14937 | 22.26904375 | 22.26904375 | 15.93630865 | |
| 01/15/05 | 190.94516 | 1.16430 | 22.55831250 | 22.55831250 | 15.61210232 | |
| 07/15/05 | 194.50968 | 1.18603 | 22.97933125 | 22.97933125 | 15.38015748 | |
| 01/15/06 | 198.47742 | 1.21023 | 23.44820625 | 23.44820625 | 15.17754882 | |
| 07/15/06 | 201.95161 | 1.23141 | 23.85856875 | 23.85856875 | 14.93499277 | |
| 01/15/07 | 201.66452 | 1.22966 | 23.82466250 | 23.82466250 | 14.42301326 | |
| 07/15/07 | 207.25639 | 1.26376 | 24.48535000 | 24.48535000 | 14.33521393 | |
| 01/15/08 | 209.49645 | 1.27742 | 24.75001250 | 24.75001250 | 14.01334780 | |
| 07/15/08 | 215.63997 | 1.31488 | 25.47580000 | 25.47580000 | 13.94963762 | |
| 01/15/09 | 214.69971 | 1.30914 | 1,309.14000 | 25.36458750 | 1,334.50458750 | 706.68159785 |
| Total | 308.81000 | 427.79031250 | 736.60031250 | 0.00000020 | ||
| OID | 295.73000 | |||||
| Purchase Discount | 13.08000 | |||||