0.875% 5.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2010
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/29/04 Held to Maturity
| Description | Series D-2010 | Dated Date | October 15, 2004 |
| CUSIP Number | 912828CZ1 | Ref CPI on Dated Date | 189.44516 |
| Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Nominal Return |
| 10/26/04 | 10/29/04 | 189.49032 | 12,000,035 | 99.601597 | 1.00024 | 99.625501 | 0.950 | 3.447 |
| 04/26/05 | 04/29/05 | 191.72667 | 9,000,004 | 98.438823 | 1.01204 | 99.624026 | 1.200 | 3.714 |
| 10/25/05 | 10/28/05 | 196.27097 | 7,000,032 | 96.299657 | 1.03603 | 99.769334 | 1.740 | 4.002 |
| Total Auctioned | 28,000,071 | |||||||
| OID for Purchase on 10/29/04 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/29/04 | 189.49032 | 1.00024 | ||
| 2004 | 01/01/05 | 190.90000 | 1.00768 | 7.44 |
| 2005 | 01/01/06 | 199.20000 | 1.05149 | 43.81 |
| 2006 | 01/01/07 | 201.80000 | 1.06522 | 13.73 |
| 2007 | 01/01/08 | 208.93600 | 1.10288 | 37.66 |
| 2008 | 01/01/09 | 216.57300 | 1.14320 | 40.32 |
| 2009 | 01/01/10 | 216.17700 | 1.14111 | -2.09 |
| 2010 | 04/15/10 | 216.71220 | 1.14393 | 2.82 |
| Total | 143.69 | |||
| Cash Flows per $1,000 Purchased on 10/29/04 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.447% YTM |
| 10/29/04 | 189.49032 | 1.00024 | -996.25501 | -0.33661923 | -996.59162923 | -996.59162923 |
| 04/15/05 | 191.21333 | 1.00933 | 4.41581875 | 4.41581875 | 4.34670718 | |
| 10/15/05 | 195.85161 | 1.03382 | 4.52296250 | 4.52296250 | 4.37673623 | |
| 04/15/06 | 198.48667 | 1.04773 | 4.58381875 | 4.58381875 | 4.36046761 | |
| 10/15/06 | 203.68065 | 1.07514 | 4.70373750 | 4.70373750 | 4.39872637 | |
| 04/15/07 | 202.92140 | 1.07114 | 4.68623750 | 4.68623750 | 4.30810625 | |
| 10/15/07 | 208.12648 | 1.09861 | 4.80641875 | 4.80641875 | 4.34372134 | |
| 04/15/08 | 211.36607 | 1.11571 | 4.88123125 | 4.88123125 | 4.33658612 | |
| 10/15/08 | 219.56748 | 1.15900 | 5.07062500 | 5.07062500 | 4.42851711 | |
| 04/15/09 | 211.63300 | 1.11712 | 4.88740000 | 4.88740000 | 4.19616889 | |
| 10/15/09 | 215.56913 | 1.13790 | 4.97831250 | 4.97831250 | 4.20180091 | |
| 04/15/10 | 216.71220 | 1.14393 | 1,143.93000 | 5.00469375 | 1,148.93469375 | 953.29409177 |
| Total | 147.67499 | 52.20463702 | 199.87962702 | 0.00000057 | ||
| OID | 143.69000 | |||||
| Purchase Discount | 3.98499 | |||||