2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2016
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/17/06 Held to Maturity
| Description | Series A-2016 | Dated Date | January 15, 2006 |
| CUSIP Number | 912828ET3 | Ref CPI on Dated Date | 198.47742 |
| 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 |
| 01/12/06 | 01/17/06 | 198.37419 | 9,000,072 | 99.774716 | 0.99948 | 99.722833 | 2.025 | 3.893 |
| 04/12/06 | 04/17/06 | 198.51333 | 8,000,023 | 96.462908 | 1.00018 | 96.480271 | 2.409 | 4.326 |
| Total Auctioned | 17,000,095 | |||||||
| OID for Purchase on 04/17/06 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/17/06 | 198.51333 | 1.00018 | ||
| 2006 | 01/01/07 | 201.80000 | 1.01674 | 16.56 |
| 2007 | 01/01/08 | 208.93600 | 1.05269 | 35.95 |
| 2008 | 01/01/09 | 216.57300 | 1.09117 | 38.48 |
| 2009 | 01/01/10 | 216.17700 | 1.08918 | -1.99 |
| 2010 | 01/01/11 | 218.71100 | 1.10194 | 12.76 |
| 2011 | 01/01/12 | 226.42100 | 1.14079 | 38.85 |
| 2012 | 01/01/13 | 231.31700 | 1.16546 | 24.67 |
| 2013 | 01/01/14 | 233.54600 | 1.17669 | 11.23 |
| 2014 | 01/01/15 | 237.43300 | 1.19627 | 19.58 |
| 2015 | 01/01/16 | 237.83800 | 1.19831 | 2.04 |
| 2016 | 01/15/16 | 237.61129 | 1.19717 | -1.14 |
| Total | 196.99 | |||
| Cash Flows per $1,000 Purchased on 04/17/06 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.326% YTM |
| 04/17/06 | 198.51333 | 1.00018 | -964.80271 | -5.08378785 | -969.88649785 | -969.88649785 |
| 07/15/06 | 201.95161 | 1.01750 | 10.17500000 | 10.17500000 | 10.06848641 | |
| 01/15/07 | 201.66452 | 1.01606 | 10.16060000 | 10.16060000 | 9.84134853 | |
| 07/15/07 | 207.25639 | 1.04423 | 10.44230000 | 10.44230000 | 9.90003915 | |
| 01/15/08 | 209.49645 | 1.05552 | 10.55520000 | 10.55520000 | 9.79518630 | |
| 07/15/08 | 215.63997 | 1.08647 | 10.86470000 | 10.86470000 | 9.86891619 | |
| 01/15/09 | 214.69971 | 1.08173 | 10.81730000 | 10.81730000 | 9.61780758 | |
| 07/15/09 | 213.51819 | 1.07578 | 10.75780000 | 10.75780000 | 9.36237783 | |
| 01/15/10 | 216.24610 | 1.08952 | 10.89520000 | 10.89520000 | 9.28118421 | |
| 07/15/10 | 218.08532 | 1.09879 | 10.98790000 | 10.98790000 | 9.16195958 | |
| 01/15/11 | 218.75255 | 1.10215 | 11.02150000 | 11.02150000 | 8.99538729 | |
| 07/15/11 | 225.38381 | 1.13556 | 11.35560000 | 11.35560000 | 9.07182649 | |
| 01/15/12 | 226.33474 | 1.14036 | 11.40360000 | 11.40360000 | 8.91727402 | |
| 07/15/12 | 229.96306 | 1.15864 | 11.58640000 | 11.58640000 | 8.86837691 | |
| 01/15/13 | 230.82203 | 1.16296 | 11.62960000 | 11.62960000 | 8.71296341 | |
| 07/15/13 | 232.71797 | 1.17252 | 11.72520000 | 11.72520000 | 8.59858245 | |
| 01/15/14 | 233.33058 | 1.17560 | 11.75600000 | 11.75600000 | 8.43862457 | |
| 07/15/14 | 237.44594 | 1.19634 | 11.96340000 | 11.96340000 | 8.40566737 | |
| 01/15/15 | 236.85403 | 1.19336 | 11.93360000 | 11.93360000 | 8.20719101 | |
| 07/15/15 | 237.14365 | 1.19481 | 11.94810000 | 11.94810000 | 8.04317283 | |
| 01/15/16 | 237.61129 | 1.19717 | 1,197.17000 | 11.97170000 | 1,209.14170000 | 796.73012603 |
| Total | 232.36729 | 218.86691215 | 451.23420215 | 0.00000031 | ||
| OID | 196.99000 | |||||
| Purchase Discount | 35.37729 | |||||