2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2014
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/15/04 Held to Maturity
| Description | Series A-2014 | Dated Date | January 15, 2004 |
| CUSIP Number | 912828BW9 | Ref CPI on Dated Date | 184.77419 |
| 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 |
| 01/08/04 | 01/15/04 | 184.77419 | 12,000,001 | 99.829000 | 1.00000 | 99.829000 | 2.019 | 4.430 |
| 04/07/04 | 04/15/04 | 185.66667 | 9,000,018 | 101.697800 | 1.00483 | 102.189000 | 1.809 | 4.230 |
| Total Auctioned | 21,000,019 | |||||||
| OID for Purchase on 04/15/04 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/15/04 | 185.66667 | 1.00483 | ||
| 2004 | 01/01/05 | 190.90000 | 1.03315 | 28.32 |
| 2005 | 01/01/06 | 199.20000 | 1.07807 | 44.92 |
| 2006 | 01/01/07 | 201.80000 | 1.09214 | 14.07 |
| 2007 | 01/01/08 | 208.93600 | 1.13076 | 38.62 |
| 2008 | 01/01/09 | 216.57300 | 1.17210 | 41.34 |
| 2009 | 01/01/10 | 216.17700 | 1.16995 | -2.15 |
| 2010 | 01/01/11 | 218.71100 | 1.18367 | 13.72 |
| 2011 | 01/01/12 | 226.42100 | 1.22539 | 41.72 |
| 2012 | 01/01/13 | 231.31700 | 1.25189 | 26.50 |
| 2013 | 01/01/14 | 233.54600 | 1.26395 | 12.06 |
| 2014 | 01/15/14 | 233.33058 | 1.26279 | -1.16 |
| Total | 257.96 | |||
| Cash Flows per $1,000 Purchased on 04/15/04 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.230% YTM |
| 04/15/04 | 185.66667 | 1.00483 | -1,021.89000 | -5.02415000 | -1,026.91415000 | -1,026.91415000 |
| 07/15/04 | 188.49677 | 1.02015 | 10.20150000 | 10.20150000 | 10.09529838 | |
| 01/15/05 | 190.94516 | 1.03340 | 10.33400000 | 10.33400000 | 10.01460522 | |
| 07/15/05 | 194.50968 | 1.05269 | 10.52690000 | 10.52690000 | 9.99024468 | |
| 01/15/06 | 198.47742 | 1.07416 | 10.74160000 | 10.74160000 | 9.98285710 | |
| 07/15/06 | 201.95161 | 1.09296 | 10.92960000 | 10.92960000 | 9.94718964 | |
| 01/15/07 | 201.66452 | 1.09141 | 10.91410000 | 10.91410000 | 9.72734478 | |
| 07/15/07 | 207.25639 | 1.12167 | 11.21670000 | 11.21670000 | 9.78997846 | |
| 01/15/08 | 209.49645 | 1.13380 | 11.33800000 | 11.33800000 | 9.69088267 | |
| 07/15/08 | 215.63997 | 1.16705 | 11.67050000 | 11.67050000 | 9.76847112 | |
| 01/15/09 | 214.69971 | 1.16196 | 11.61960000 | 11.61960000 | 9.52442054 | |
| 07/15/09 | 213.51819 | 1.15556 | 11.55560000 | 11.55560000 | 9.27577352 | |
| 01/15/10 | 216.24610 | 1.17033 | 11.70330000 | 11.70330000 | 9.19975422 | |
| 07/15/10 | 218.08532 | 1.18028 | 11.80280000 | 11.80280000 | 9.08580028 | |
| 01/15/11 | 218.75255 | 1.18389 | 11.83890000 | 11.83890000 | 8.92482566 | |
| 07/15/11 | 225.38381 | 1.21978 | 12.19780000 | 12.19780000 | 9.00492600 | |
| 01/15/12 | 226.33474 | 1.22493 | 12.24930000 | 12.24930000 | 8.85564426 | |
| 07/15/12 | 229.96306 | 1.24456 | 12.44560000 | 12.44560000 | 8.81119841 | |
| 01/15/13 | 230.82203 | 1.24921 | 12.49210000 | 12.49210000 | 8.66093632 | |
| 07/15/13 | 232.71797 | 1.25947 | 12.59470000 | 12.59470000 | 8.55120802 | |
| 01/15/14 | 233.33058 | 1.26279 | 1,262.79000 | 12.62790000 | 1,275.41790000 | 848.01279143 |
| Total | 240.90000 | 225.97635000 | 466.87635000 | 0.00000070 | ||
| OID | 257.96000 | |||||
| Purchase Premium | -17.06000 | |||||