1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2013
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/15/03 Held to Maturity
| Description | Series C-2013 | Dated Date | July 15, 2003 |
| CUSIP Number | 912828BD1 | Ref CPI on Dated Date | 183.66452 |
| 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 |
| 07/09/03 | 07/15/03 | 183.66452 | 11,000,001 | 98.881000 | 1.00000 | 98.881000 | 1.999 | 4.427 |
| 10/09/03 | 10/15/03 | 184.21613 | 9,000,001 | 96.910269 | 1.00300 | 97.201000 | 2.229 | 4.695 |
| Total Auctioned | 20,000,002 | |||||||
| OID for Purchase on 10/15/03 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/15/03 | 184.21613 | 1.00300 | ||
| 2003 | 01/01/04 | 185.00000 | 1.00727 | 4.27 |
| 2004 | 01/01/05 | 190.90000 | 1.03940 | 32.13 |
| 2005 | 01/01/06 | 199.20000 | 1.08459 | 45.19 |
| 2006 | 01/01/07 | 201.80000 | 1.09874 | 14.15 |
| 2007 | 01/01/08 | 208.93600 | 1.13760 | 38.86 |
| 2008 | 01/01/09 | 216.57300 | 1.17918 | 41.58 |
| 2009 | 01/01/10 | 216.17700 | 1.17702 | -2.16 |
| 2010 | 01/01/11 | 218.71100 | 1.19082 | 13.80 |
| 2011 | 01/01/12 | 226.42100 | 1.23280 | 41.98 |
| 2012 | 01/01/13 | 231.31700 | 1.25945 | 26.65 |
| 2013 | 07/15/13 | 232.71797 | 1.26708 | 7.63 |
| Total | 264.08 | |||
| Cash Flows per $1,000 Purchased on 10/15/03 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.695% YTM |
| 10/15/03 | 184.21613 | 1.00300 | -972.01000 | -4.70156250 | -976.71156250 | -976.71156250 |
| 01/15/04 | 184.77419 | 1.00604 | 9.43162500 | 9.43162500 | 9.32283302 | |
| 07/15/04 | 188.49677 | 1.02631 | 9.62165625 | 9.62165625 | 9.29253016 | |
| 01/15/05 | 190.94516 | 1.03964 | 9.74662500 | 9.74662500 | 9.19731711 | |
| 07/15/05 | 194.50968 | 1.05905 | 9.92859375 | 9.92859375 | 9.15413697 | |
| 01/15/06 | 198.47742 | 1.08065 | 10.13109375 | 10.13109375 | 9.12659462 | |
| 07/15/06 | 201.95161 | 1.09957 | 10.30846875 | 10.30846875 | 9.07338516 | |
| 01/15/07 | 201.66452 | 1.09800 | 10.29375000 | 10.29375000 | 8.85261477 | |
| 07/15/07 | 207.25639 | 1.12845 | 10.57921875 | 10.57921875 | 8.88943806 | |
| 01/15/08 | 209.49645 | 1.14065 | 10.69359375 | 10.69359375 | 8.77944685 | |
| 07/15/08 | 215.63997 | 1.17410 | 11.00718750 | 11.00718750 | 8.82963190 | |
| 01/15/09 | 214.69971 | 1.16898 | 10.95918750 | 10.95918750 | 8.58948949 | |
| 07/15/09 | 213.51819 | 1.16254 | 10.89881250 | 10.89881250 | 8.34624133 | |
| 01/15/10 | 216.24610 | 1.17740 | 11.03812500 | 11.03812500 | 8.25904488 | |
| 07/15/10 | 218.08532 | 1.18741 | 11.13196875 | 11.13196875 | 8.13821686 | |
| 01/15/11 | 218.75255 | 1.19104 | 11.16600000 | 11.16600000 | 7.97586262 | |
| 07/15/11 | 225.38381 | 1.22715 | 11.50453125 | 11.50453125 | 8.02918993 | |
| 01/15/12 | 226.33474 | 1.23233 | 11.55309375 | 11.55309375 | 7.87814304 | |
| 07/15/12 | 229.96306 | 1.25208 | 11.73825000 | 11.73825000 | 7.82080902 | |
| 01/15/13 | 230.82203 | 1.25676 | 11.78212500 | 11.78212500 | 7.66998851 | |
| 07/15/13 | 232.71797 | 1.26708 | 1,267.08000 | 11.87887500 | 1,278.95887500 | 813.48664729 |
| Total | 295.07000 | 210.69121875 | 505.76121875 | -0.00000090 | ||
| OID | 264.08000 | |||||
| Purchase Discount | 30.99000 | |||||