4.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2010
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/18/00 Held to Maturity
| Description | Series A-2010 | Dated Date | January 15, 2000 |
| CUSIP Number | 9128275W8 | Ref CPI on Dated Date | 168.24516 |
| 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 |
| 01/12/00 | 01/18/00 | 168.25484 | 6,316,921 | 99.292042 | 1.00006 | 99.298000 | 4.338 | 6.955 |
| 07/12/00 | 07/17/00 | 171.25161 | 5,001,620 | 101.721241 | 1.01787 | 103.539000 | 4.030 | 6.576 |
| Total Auctioned | 11,318,541 | |||||||
| OID for Purchase on 01/18/00 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/18/00 | 168.25484 | 1.00006 | ||
| 2000 | 01/01/01 | 174.00000 | 1.03421 | 34.15 |
| 2001 | 01/01/02 | 177.70000 | 1.05620 | 21.99 |
| 2002 | 01/01/03 | 181.30000 | 1.07759 | 21.39 |
| 2003 | 01/01/04 | 185.00000 | 1.09959 | 22.00 |
| 2004 | 01/01/05 | 190.90000 | 1.13465 | 35.06 |
| 2005 | 01/01/06 | 199.20000 | 1.18399 | 49.34 |
| 2006 | 01/01/07 | 201.80000 | 1.19944 | 15.45 |
| 2007 | 01/01/08 | 208.93600 | 1.24185 | 42.41 |
| 2008 | 01/01/09 | 216.57300 | 1.28725 | 45.40 |
| 2009 | 01/01/10 | 216.17700 | 1.28489 | -2.36 |
| 2010 | 01/15/10 | 216.24610 | 1.28530 | 0.41 |
| Total | 285.24 | |||
| Cash Flows per $1,000 Purchased on 01/18/00 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 6.955% YTM |
| 01/18/00 | 168.25484 | 1.00006 | -992.98000 | -0.35029574 | -993.33029574 | -993.33029574 |
| 07/15/00 | 171.24516 | 1.01783 | 21.62888750 | 21.62888750 | 20.91376796 | |
| 01/15/01 | 174.04516 | 1.03447 | 21.98248750 | 21.98248750 | 20.54131853 | |
| 07/15/01 | 177.26129 | 1.05359 | 22.38878750 | 22.38878750 | 20.21787167 | |
| 01/15/02 | 177.56452 | 1.05539 | 22.42703750 | 22.42703750 | 19.57177207 | |
| 07/15/02 | 179.80000 | 1.06868 | 22.70945000 | 22.70945000 | 19.15218091 | |
| 01/15/03 | 181.30000 | 1.07759 | 22.89878750 | 22.89878750 | 18.66282935 | |
| 07/15/03 | 183.66452 | 1.09165 | 23.19756250 | 23.19756250 | 18.27093323 | |
| 01/15/04 | 184.77419 | 1.09824 | 23.33760000 | 23.33760000 | 17.76347576 | |
| 07/15/04 | 188.49677 | 1.12037 | 23.80786250 | 23.80786250 | 17.51239484 | |
| 01/15/05 | 190.94516 | 1.13492 | 24.11705000 | 24.11705000 | 17.14362655 | |
| 07/15/05 | 194.50968 | 1.15611 | 24.56733750 | 24.56733750 | 16.87679538 | |
| 01/15/06 | 198.47742 | 1.17969 | 25.06841250 | 25.06841250 | 16.64225239 | |
| 07/15/06 | 201.95161 | 1.20034 | 25.50722500 | 25.50722500 | 16.36446696 | |
| 01/15/07 | 201.66452 | 1.19863 | 25.47088750 | 25.47088750 | 15.79196261 | |
| 07/15/07 | 207.25639 | 1.23187 | 26.17723750 | 26.17723750 | 15.68444738 | |
| 01/15/08 | 209.49645 | 1.24519 | 26.46028750 | 26.46028750 | 15.32121990 | |
| 07/15/08 | 215.63997 | 1.28170 | 27.23612500 | 27.23612500 | 15.24043928 | |
| 01/15/09 | 214.69971 | 1.27611 | 27.11733750 | 27.11733750 | 14.66400471 | |
| 07/15/09 | 213.51819 | 1.26909 | 26.96816250 | 26.96816250 | 14.09322159 | |
| 01/15/10 | 216.24610 | 1.28530 | 1,285.30000 | 27.31262500 | 1,312.61262500 | 662.90131430 |
| Total | 292.32000 | 490.03085426 | 782.35085426 | -0.00000037 | ||
| OID | 285.24000 | |||||
| Purchase Discount | 7.08000 | |||||