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 04/29/05 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 | Actual YTM |
| 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 04/29/05 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/29/05 | 191.72667 | 1.01204 | ||
| 2005 | 01/01/06 | 199.20000 | 1.05149 | 39.45 |
| 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 | 131.89 | |||
| Cash Flows per $1,000 Purchased on 04/29/05 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.714% YTM |
| 04/29/05 | 191.72667 | 1.01204 | -996.24026 | -0.33872923 | -996.57898923 | -996.57898923 |
| 10/15/05 | 195.85161 | 1.03382 | 4.52296250 | 4.52296250 | 4.44676618 | |
| 04/15/06 | 198.48667 | 1.04773 | 4.58381875 | 4.58381875 | 4.42444497 | |
| 10/15/06 | 203.68065 | 1.07514 | 4.70373750 | 4.70373750 | 4.45742959 | |
| 04/15/07 | 202.92140 | 1.07114 | 4.68623750 | 4.68623750 | 4.35989232 | |
| 10/15/07 | 208.12648 | 1.09861 | 4.80641875 | 4.80641875 | 4.39018810 | |
| 04/15/08 | 211.36607 | 1.11571 | 4.88123125 | 4.88123125 | 4.37724605 | |
| 10/15/08 | 219.56748 | 1.15900 | 5.07062500 | 5.07062500 | 4.46419466 | |
| 04/15/09 | 211.63300 | 1.11712 | 4.88740000 | 4.88740000 | 4.22444411 | |
| 10/15/09 | 215.56913 | 1.13790 | 4.97831250 | 4.97831250 | 4.22458345 | |
| 04/15/10 | 216.71220 | 1.14393 | 1,143.93000 | 5.00469375 | 1,148.93469375 | 957.20980042 |
| Total | 147.68974 | 47.78670827 | 195.47644827 | 0.00000063 | ||
| OID | 131.89000 | |||||
| Purchase Discount | 15.79974 | |||||