1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2018
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/15/08 Held to Maturity
| Description | Series A-2018 | Dated Date | January 15, 2008 |
| CUSIP Number | 912828HN3 | Ref CPI on Dated Date | 209.49645 |
| 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 |
| 01/10/08 | 01/15/08 | 209.49645 | 10,411,966 | 99.724557 | 1.00000 | 99.724557 | 1.655 | 3.319 |
| 04/10/08 | 04/15/08 | 211.36607 | 6,000,031 | 103.431018 | 1.00892 | 104.353623 | 1.250 | 2.856 |
| Total Auctioned | 16,411,997 | |||||||
| OID for Purchase on 04/15/08 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/15/08 | 211.36607 | 1.00892 | ||
| 2008 | 01/01/09 | 216.57300 | 1.03378 | 24.86 |
| 2009 | 01/01/10 | 216.17700 | 1.03189 | -1.89 |
| 2010 | 01/01/11 | 218.71100 | 1.04398 | 12.09 |
| 2011 | 01/01/12 | 226.42100 | 1.08079 | 36.81 |
| 2012 | 01/01/13 | 231.31700 | 1.10416 | 23.37 |
| 2013 | 01/01/14 | 233.54600 | 1.11480 | 10.64 |
| 2014 | 01/01/15 | 237.43300 | 1.13335 | 18.55 |
| 2015 | 01/01/16 | 237.83800 | 1.13528 | 1.93 |
| 2016 | 01/01/17 | 241.72900 | 1.15386 | 18.58 |
| 2017 | 01/01/18 | 246.66300 | 1.17741 | 23.55 |
| 2018 | 01/15/18 | 246.66571 | 1.17742 | 0.01 |
| Total | 168.50 | |||
| Cash Flows per $1,000 Purchased on 04/15/08 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.856% YTM |
| 04/15/08 | 211.36607 | 1.00892 | -1,043.53623 | -4.09873750 | -1,047.63496750 | -1,047.63496750 |
| 07/15/08 | 215.63997 | 1.02933 | 8.36330625 | 8.36330625 | 8.30421450 | |
| 01/15/09 | 214.69971 | 1.02484 | 8.32682500 | 8.32682500 | 8.15156720 | |
| 07/15/09 | 213.51819 | 1.01920 | 8.28100000 | 8.28100000 | 7.99255397 | |
| 01/15/10 | 216.24610 | 1.03222 | 8.38678750 | 8.38678750 | 7.98067361 | |
| 07/15/10 | 218.08532 | 1.04100 | 8.45812500 | 8.45812500 | 7.93522283 | |
| 01/15/11 | 218.75255 | 1.04418 | 8.48396250 | 8.48396250 | 7.84738364 | |
| 07/15/11 | 225.38381 | 1.07584 | 8.74120000 | 8.74120000 | 7.97146822 | |
| 01/15/12 | 226.33474 | 1.08038 | 8.77808750 | 8.77808750 | 7.89238540 | |
| 07/15/12 | 229.96306 | 1.09769 | 8.91873125 | 8.91873125 | 7.90592288 | |
| 01/15/13 | 230.82203 | 1.10179 | 8.95204375 | 8.95204375 | 7.82371118 | |
| 07/15/13 | 232.71797 | 1.11084 | 9.02557500 | 9.02557500 | 7.77690171 | |
| 01/15/14 | 233.33058 | 1.11377 | 9.04938125 | 9.04938125 | 7.68761691 | |
| 07/15/14 | 237.44594 | 1.13341 | 9.20895625 | 9.20895625 | 7.71301853 | |
| 01/15/15 | 236.85403 | 1.13059 | 9.18604375 | 9.18604375 | 7.58548916 | |
| 07/15/15 | 237.14365 | 1.13197 | 9.19725625 | 9.19725625 | 7.48780432 | |
| 01/15/16 | 237.61129 | 1.13420 | 9.21537500 | 9.21537500 | 7.39690991 | |
| 07/15/16 | 239.70132 | 1.14418 | 9.29646250 | 9.29646250 | 7.35692207 | |
| 01/15/17 | 241.55919 | 1.15305 | 9.36853125 | 9.36853125 | 7.30955707 | |
| 07/15/17 | 244.61839 | 1.16765 | 9.48715625 | 9.48715625 | 7.29788007 | |
| 01/15/18 | 246.66571 | 1.17742 | 1,177.42000 | 9.56653750 | 1,186.98653750 | 900.21776504 |
| Total | 133.88377 | 174.19260625 | 308.07637625 | 0.00000075 | ||
| OID | 168.50000 | |||||
| Purchase Premium | -34.61623 | |||||