3.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2011
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/16/01 Held to Maturity
| Description | Series A-2011 | Dated Date | January 15, 2001 |
| CUSIP Number | 9128276R8 | Ref CPI on Dated Date | 174.04516 |
| 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 |
| 01/10/01 | 01/16/01 | 174.04839 | 6,000,430 | 99.816004 | 1.00002 | 99.818000 | 3.522 | 5.895 |
| 07/11/01 | 07/16/01 | 177.28710 | 5,000,004 | 100.000000 | 1.01863 | 101.863000 | 3.500 | 5.785 |
| Total Auctioned | 11,000,434 | |||||||
| OID for Purchase on 01/16/01 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/16/01 | 174.04839 | 1.00002 | ||
| 2001 | 01/01/02 | 177.70000 | 1.02100 | 20.98 |
| 2002 | 01/01/03 | 181.30000 | 1.04168 | 20.68 |
| 2003 | 01/01/04 | 185.00000 | 1.06294 | 21.26 |
| 2004 | 01/01/05 | 190.90000 | 1.09684 | 33.90 |
| 2005 | 01/01/06 | 199.20000 | 1.14453 | 47.69 |
| 2006 | 01/01/07 | 201.80000 | 1.15947 | 14.94 |
| 2007 | 01/01/08 | 208.93600 | 1.20047 | 41.00 |
| 2008 | 01/01/09 | 216.57300 | 1.24435 | 43.88 |
| 2009 | 01/01/10 | 216.17700 | 1.24207 | -2.28 |
| 2010 | 01/01/11 | 218.71100 | 1.25663 | 14.56 |
| 2011 | 01/15/11 | 218.75255 | 1.25687 | 0.24 |
| Total | 256.85 | |||
| Cash Flows per $1,000 Purchased on 01/16/01 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 5.895% YTM |
| 01/16/01 | 174.04839 | 1.00002 | -998.18000 | -0.09668702 | -998.27668702 | -998.27668702 |
| 07/15/01 | 177.26129 | 1.01848 | 17.82340000 | 17.82340000 | 17.31587627 | |
| 01/15/02 | 177.56452 | 1.02022 | 17.85385000 | 17.85385000 | 16.84884058 | |
| 07/15/02 | 179.80000 | 1.03307 | 18.07872500 | 18.07872500 | 16.57258128 | |
| 01/15/03 | 181.30000 | 1.04168 | 18.22940000 | 18.22940000 | 16.23225861 | |
| 07/15/03 | 183.66452 | 1.05527 | 18.46722500 | 18.46722500 | 15.97321873 | |
| 01/15/04 | 184.77419 | 1.06165 | 18.57887500 | 18.57887500 | 15.60969547 | |
| 07/15/04 | 188.49677 | 1.08303 | 18.95302500 | 18.95302500 | 15.46812855 | |
| 01/15/05 | 190.94516 | 1.09710 | 19.19925000 | 19.19925000 | 15.22045798 | |
| 07/15/05 | 194.50968 | 1.11758 | 19.55765000 | 19.55765000 | 15.06067185 | |
| 01/15/06 | 198.47742 | 1.14038 | 19.95665000 | 19.95665000 | 14.92792817 | |
| 07/15/06 | 201.95161 | 1.16034 | 20.30595000 | 20.30595000 | 14.75432779 | |
| 01/15/07 | 201.66452 | 1.15869 | 20.27707500 | 20.27707500 | 14.31151607 | |
| 07/15/07 | 207.25639 | 1.19082 | 20.83935000 | 20.83935000 | 14.28725260 | |
| 01/15/08 | 209.49645 | 1.20369 | 21.06457500 | 21.06457500 | 14.02818470 | |
| 07/15/08 | 215.63997 | 1.23899 | 21.68232500 | 21.68232500 | 14.02616177 | |
| 01/15/09 | 214.69971 | 1.23359 | 21.58782500 | 21.58782500 | 13.56519690 | |
| 07/15/09 | 213.51819 | 1.22680 | 21.46900000 | 21.46900000 | 13.10428255 | |
| 01/15/10 | 216.24610 | 1.24247 | 21.74322500 | 21.74322500 | 12.89168283 | |
| 07/15/10 | 218.08532 | 1.25304 | 21.92820000 | 21.92820000 | 12.62911318 | |
| 01/15/11 | 218.75255 | 1.25687 | 1,256.87000 | 21.99522500 | 1,278.86522500 | 715.44931039 |
| Total | 258.69000 | 399.49411298 | 658.18411298 | -0.00000076 | ||
| OID | 256.85000 | |||||
| Purchase Discount | 1.84000 | |||||