2% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/31/06 Held to Maturity
| Description | TIPS of January 2026 | Dated Date | January 15, 2006 |
| CUSIP Number | 912810FS2 | 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 |
| 01/24/06 | 01/31/06 | 197.65161 | 11,764,706 | 99.362412 | 0.99584 | 98.949064 | 2.039 | 4.512 |
| 07/25/06 | 07/31/06 | 202.46774 | 8,235,302 | 92.420498 | 1.02010 | 94.278150 | 2.494 | 4.895 |
| Total Auctioned | 20,000,008 | |||||||
| OID for Purchase on 01/31/06 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/31/06 | 197.65161 | 0.99584 | ||
| 2006 | 01/01/07 | 201.80000 | 1.01674 | 20.90 |
| 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 | 01/01/17 | 241.72900 | 1.21792 | 19.61 |
| 2017 | 01/01/18 | 246.66300 | 1.24278 | 24.86 |
| 2018 | 01/01/19 | 252.88500 | 1.27412 | 31.34 |
| 2019 | 01/01/20 | 257.34600 | 1.29660 | 22.48 |
| 2020 | 01/01/21 | 260.38800 | 1.31193 | 15.33 |
| 2021 | 01/01/22 | 276.58900 | 1.39355 | 81.62 |
| 2022 | 01/01/23 | 298.01200 | 1.50149 | 107.94 |
| 2023 | 01/01/24 | 307.67100 | 1.55016 | 48.67 |
| 2024 | 01/01/25 | 315.66400 | 1.59043 | 40.27 |
| 2025 | 01/01/26 | 325.60400 | 1.64051 | 50.08 |
| 2026 | 01/15/26 | 324.93471 | 1.63714 | -3.37 |
| Total | 641.30 | |||
| Cash Flows per $1,000 Purchased on 01/31/06 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.512% YTM |
| 01/31/06 | 197.65161 | 0.99584 | -989.49064 | -0.88030055 | -990.37094055 | -990.37094055 |
| 07/15/06 | 201.95161 | 1.01750 | 10.17500000 | 10.17500000 | 9.97014318 | |
| 01/15/07 | 201.66452 | 1.01606 | 10.16060000 | 10.16060000 | 9.73636337 | |
| 07/15/07 | 207.25639 | 1.04423 | 10.44230000 | 10.44230000 | 9.78552266 | |
| 01/15/08 | 209.49645 | 1.05552 | 10.55520000 | 10.55520000 | 9.67307978 | |
| 07/15/08 | 215.63997 | 1.08647 | 10.86470000 | 10.86470000 | 9.73702945 | |
| 01/15/09 | 214.69971 | 1.08173 | 10.81730000 | 10.81730000 | 9.48064884 | |
| 07/15/09 | 213.51819 | 1.07578 | 10.75780000 | 10.75780000 | 9.22047075 | |
| 01/15/10 | 216.24610 | 1.08952 | 10.89520000 | 10.89520000 | 9.13219712 | |
| 07/15/10 | 218.08532 | 1.09879 | 10.98790000 | 10.98790000 | 9.00668990 | |
| 01/15/11 | 218.75255 | 1.10215 | 11.02150000 | 11.02150000 | 8.83490042 | |
| 07/15/11 | 225.38381 | 1.13556 | 11.35560000 | 11.35560000 | 8.90187480 | |
| 01/15/12 | 226.33474 | 1.14036 | 11.40360000 | 11.40360000 | 8.74226190 | |
| 07/15/12 | 229.96306 | 1.15864 | 11.58640000 | 11.58640000 | 8.68641945 | |
| 01/15/13 | 230.82203 | 1.16296 | 11.62960000 | 11.62960000 | 8.52643525 | |
| 07/15/13 | 232.71797 | 1.17252 | 11.72520000 | 11.72520000 | 8.40685240 | |
| 01/15/14 | 233.33058 | 1.17560 | 11.75600000 | 11.75600000 | 8.24295981 | |
| 07/15/14 | 237.44594 | 1.19634 | 11.96340000 | 11.96340000 | 8.20330144 | |
| 01/15/15 | 236.85403 | 1.19336 | 11.93360000 | 11.93360000 | 8.00232094 | |
| 07/15/15 | 237.14365 | 1.19481 | 11.94810000 | 11.94810000 | 7.83526662 | |
| 01/15/16 | 237.61129 | 1.19717 | 11.97170000 | 11.97170000 | 7.67752426 | |
| 07/15/16 | 239.70132 | 1.20770 | 12.07700000 | 12.07700000 | 7.57416707 | |
| 01/15/17 | 241.55919 | 1.21706 | 12.17060000 | 12.17060000 | 7.46445742 | |
| 07/15/17 | 244.61839 | 1.23247 | 12.32470000 | 12.32470000 | 7.39218887 | |
| 01/15/18 | 246.66571 | 1.24279 | 12.42790000 | 12.42790000 | 7.28962000 | |
| 07/15/18 | 251.01658 | 1.26471 | 12.64710000 | 12.64710000 | 7.25451752 | |
| 01/15/19 | 252.50248 | 1.27220 | 12.72200000 | 12.72200000 | 7.13646950 | |
| 07/15/19 | 255.79368 | 1.28878 | 12.88780000 | 12.88780000 | 7.06996482 | |
| 01/15/20 | 257.28368 | 1.29629 | 12.96290000 | 12.96290000 | 6.95426246 | |
| 07/15/20 | 256.39126 | 1.29179 | 12.91790000 | 12.91790000 | 6.77721505 | |
| 01/15/21 | 260.31619 | 1.31157 | 13.11570000 | 13.11570000 | 6.72916635 | |
| 07/15/21 | 268.02090 | 1.35038 | 13.50380000 | 13.50380000 | 6.77542012 | |
| 01/15/22 | 277.20274 | 1.39665 | 13.96650000 | 13.96650000 | 6.85296099 | |
| 07/15/22 | 290.54829 | 1.46389 | 14.63890000 | 14.63890000 | 7.02440527 | |
| 01/15/23 | 297.87606 | 1.50081 | 15.00810000 | 15.00810000 | 7.04266892 | |
| 07/15/23 | 303.70803 | 1.53019 | 15.30190000 | 15.30190000 | 7.02210565 | |
| 01/15/24 | 307.39100 | 1.54875 | 15.48750000 | 15.48750000 | 6.95046340 | |
| 07/15/24 | 313.78329 | 1.58095 | 15.80950000 | 15.80950000 | 6.93842692 | |
| 01/15/25 | 315.58677 | 1.59004 | 15.90040000 | 15.90040000 | 6.82435130 | |
| 07/15/25 | 321.09758 | 1.61780 | 16.17800000 | 16.17800000 | 6.79029431 | |
| 01/15/26 | 324.93471 | 1.63714 | 1,637.14000 | 16.37140000 | 1,653.51140000 | 678.70555243 |
| Total | 647.64936 | 501.48999945 | 1,149.13935945 | 0.00000012 | ||
| OID | 641.30000 | |||||
| Purchase Discount | 6.34936 | |||||