2% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2014
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/15/04 Held to Maturity
| Description | Series D-2014 | Dated Date | July 15, 2004 |
| CUSIP Number | 912828CP3 | Ref CPI on Dated Date | 188.49677 |
| 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 |
| 07/08/04 | 07/15/04 | 188.49677 | 10,000,041 | 99.820000 | 1.00000 | 99.820000 | 2.020 | 4.391 |
| 10/07/04 | 10/15/04 | 189.44516 | 9,000,006 | 101.017586 | 1.00503 | 101.525704 | 1.885 | 4.264 |
| Total Auctioned | 19,000,047 | |||||||
| OID for Purchase on 10/15/04 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/15/04 | 189.44516 | 1.00503 | ||
| 2004 | 01/01/05 | 190.90000 | 1.01275 | 7.72 |
| 2005 | 01/01/06 | 199.20000 | 1.05678 | 44.03 |
| 2006 | 01/01/07 | 201.80000 | 1.07058 | 13.80 |
| 2007 | 01/01/08 | 208.93600 | 1.10843 | 37.85 |
| 2008 | 01/01/09 | 216.57300 | 1.14895 | 40.52 |
| 2009 | 01/01/10 | 216.17700 | 1.14685 | -2.10 |
| 2010 | 01/01/11 | 218.71100 | 1.16029 | 13.44 |
| 2011 | 01/01/12 | 226.42100 | 1.20119 | 40.90 |
| 2012 | 01/01/13 | 231.31700 | 1.22717 | 25.98 |
| 2013 | 01/01/14 | 233.54600 | 1.23899 | 11.82 |
| 2014 | 07/15/14 | 237.44594 | 1.25968 | 20.69 |
| Total | 254.65 | |||
| Cash Flows per $1,000 Purchased on 10/15/04 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.264% YTM |
| 10/15/04 | 189.44516 | 1.00503 | -1,015.25704 | -5.02515000 | -1,020.28219000 | -1,020.28219000 |
| 01/15/05 | 190.94516 | 1.01299 | 10.12990000 | 10.12990000 | 10.02360778 | |
| 07/15/05 | 194.50968 | 1.03190 | 10.31900000 | 10.31900000 | 9.99756719 | |
| 01/15/06 | 198.47742 | 1.05295 | 10.52950000 | 10.52950000 | 9.98854616 | |
| 07/15/06 | 201.95161 | 1.07138 | 10.71380000 | 10.71380000 | 9.95120974 | |
| 01/15/07 | 201.66452 | 1.06986 | 10.69860000 | 10.69860000 | 9.72964754 | |
| 07/15/07 | 207.25639 | 1.09952 | 10.99520000 | 10.99520000 | 9.79064050 | |
| 01/15/08 | 209.49645 | 1.11141 | 11.11410000 | 11.11410000 | 9.68991759 | |
| 07/15/08 | 215.63997 | 1.14400 | 11.44000000 | 11.44000000 | 9.76584036 | |
| 01/15/09 | 214.69971 | 1.13901 | 11.39010000 | 11.39010000 | 9.52026300 | |
| 07/15/09 | 213.51819 | 1.13274 | 11.32740000 | 11.32740000 | 9.27020757 | |
| 01/15/10 | 216.24610 | 1.14721 | 11.47210000 | 11.47210000 | 9.19263378 | |
| 07/15/10 | 218.08532 | 1.15697 | 11.56970000 | 11.56970000 | 9.07730536 | |
| 01/15/11 | 218.75255 | 1.16051 | 11.60510000 | 11.60510000 | 8.91500410 | |
| 07/15/11 | 225.38381 | 1.19569 | 11.95690000 | 11.95690000 | 8.99350686 | |
| 01/15/12 | 226.33474 | 1.20074 | 12.00740000 | 12.00740000 | 8.84295194 | |
| 07/15/12 | 229.96306 | 1.21998 | 12.19980000 | 12.19980000 | 8.79708544 | |
| 01/15/13 | 230.82203 | 1.22454 | 12.24540000 | 12.24540000 | 8.64563482 | |
| 07/15/13 | 232.71797 | 1.23460 | 12.34600000 | 12.34600000 | 8.53469484 | |
| 01/15/14 | 233.33058 | 1.23785 | 12.37850000 | 12.37850000 | 8.37852478 | |
| 07/15/14 | 237.44594 | 1.25968 | 1,259.68000 | 12.59680000 | 1,272.27680000 | 843.17740121 |
| Total | 244.42296 | 224.01015000 | 468.43311000 | 0.00000056 | ||
| OID | 254.65000 | |||||
| Purchase Premium | -10.22704 | |||||