1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2015
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/15/05 Held to Maturity
| Description | Series A-2015 | Dated Date | January 15, 2005 |
| CUSIP Number | 912828DH0 | Ref CPI on Dated Date | 190.94516 |
| 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 |
| 01/13/05 | 01/18/05 | 190.95484 | 10,000,003 | 99.085686 | 1.00005 | 99.090640 | 1.725 | 3.942 |
| 04/14/05 | 04/15/05 | 191.21333 | 9,000,026 | 98.882054 | 1.00140 | 99.020489 | 1.750 | 4.012 |
| Total Auctioned | 19,000,029 | |||||||
| OID for Purchase on 04/15/05 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/15/05 | 191.21333 | 1.00140 | ||
| 2005 | 01/01/06 | 199.20000 | 1.04323 | 41.83 |
| 2006 | 01/01/07 | 201.80000 | 1.05685 | 13.62 |
| 2007 | 01/01/08 | 208.93600 | 1.09422 | 37.37 |
| 2008 | 01/01/09 | 216.57300 | 1.13422 | 40.00 |
| 2009 | 01/01/10 | 216.17700 | 1.13214 | -2.08 |
| 2010 | 01/01/11 | 218.71100 | 1.14541 | 13.27 |
| 2011 | 01/01/12 | 226.42100 | 1.18579 | 40.38 |
| 2012 | 01/01/13 | 231.31700 | 1.21143 | 25.64 |
| 2013 | 01/01/14 | 233.54600 | 1.22311 | 11.68 |
| 2014 | 01/01/15 | 237.43300 | 1.24346 | 20.35 |
| 2015 | 01/15/15 | 236.85403 | 1.24043 | -3.03 |
| Total | 239.03 | |||
| Cash Flows per $1,000 Purchased on 04/15/05 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.012% YTM |
| 04/15/05 | 191.21333 | 1.00140 | -990.20489 | -4.04571133 | -994.25060133 | -994.25060133 |
| 07/15/05 | 194.50968 | 1.01867 | 8.27669375 | 8.27669375 | 8.19445692 | |
| 01/15/06 | 198.47742 | 1.03945 | 8.44553125 | 8.44553125 | 8.19718056 | |
| 07/15/06 | 201.95161 | 1.05764 | 8.59332500 | 8.59332500 | 8.17660471 | |
| 01/15/07 | 201.66452 | 1.05614 | 8.58113750 | 8.58113750 | 8.00443835 | |
| 07/15/07 | 207.25639 | 1.08542 | 8.81903750 | 8.81903750 | 8.06457398 | |
| 01/15/08 | 209.49645 | 1.09716 | 8.91442500 | 8.91442500 | 7.99149099 | |
| 07/15/08 | 215.63997 | 1.12933 | 9.17580625 | 9.17580625 | 8.06404515 | |
| 01/15/09 | 214.69971 | 1.12441 | 9.13583125 | 9.13583125 | 7.87102012 | |
| 07/15/09 | 213.51819 | 1.11822 | 9.08553750 | 9.08553750 | 7.67375300 | |
| 01/15/10 | 216.24610 | 1.13250 | 9.20156250 | 9.20156250 | 7.61891290 | |
| 07/15/10 | 218.08532 | 1.14214 | 9.27988750 | 9.27988750 | 7.53266021 | |
| 01/15/11 | 218.75255 | 1.14563 | 9.30824375 | 9.30824375 | 7.40709050 | |
| 07/15/11 | 225.38381 | 1.18036 | 9.59042500 | 9.59042500 | 7.48155710 | |
| 01/15/12 | 226.33474 | 1.18534 | 9.63088750 | 9.63088750 | 7.36537204 | |
| 07/15/12 | 229.96306 | 1.20434 | 9.78526250 | 9.78526250 | 7.33626646 | |
| 01/15/13 | 230.82203 | 1.20884 | 9.82182500 | 9.82182500 | 7.21886709 | |
| 07/15/13 | 232.71797 | 1.21877 | 9.90250625 | 9.90250625 | 7.13503679 | |
| 01/15/14 | 233.33058 | 1.22198 | 9.92858750 | 9.92858750 | 7.01314465 | |
| 07/15/14 | 237.44594 | 1.24353 | 10.10368125 | 10.10368125 | 6.99647366 | |
| 01/15/15 | 236.85403 | 1.24043 | 1,240.43000 | 10.07849375 | 1,250.50849375 | 848.90765521 |
| Total | 250.22511 | 181.61297617 | 431.83808617 | -0.00000095 | ||
| OID | 239.03000 | |||||
| Purchase Discount | 11.19511 | |||||