0.625% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2013
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/30/08 Held to Maturity
| Description | Series J-2013 | Dated Date | April 15, 2008 |
| CUSIP Number | 912828HW3 | Ref CPI on Dated Date | 211.36607 |
| 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 | Nominal Return |
| 04/22/08 | 04/30/08 | 211.67257 | 8,733,840 | 99.416746 | 1.00145 | 99.560900 | 0.745 | 2.534 |
| 10/27/08 | 10/31/08 | 219.11432 | 6,265,847 | 89.113534 | 1.03666 | 92.380436 | 3.270 | 4.483 |
| Total Auctioned | 14,999,687 | |||||||
| OID for Purchase on 04/30/08 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/30/08 | 211.67257 | 1.00145 | ||
| 2008 | 01/01/09 | 216.57300 | 1.02463 | 23.18 |
| 2009 | 01/01/10 | 216.17700 | 1.02276 | -1.87 |
| 2010 | 01/01/11 | 218.71100 | 1.03475 | 11.99 |
| 2011 | 01/01/12 | 226.42100 | 1.07123 | 36.48 |
| 2012 | 01/01/13 | 231.31700 | 1.09439 | 23.16 |
| 2013 | 04/15/13 | 231.16013 | 1.09365 | -0.74 |
| Total | 92.20 | |||
| Cash Flows per $1,000 Purchased on 04/30/08 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.534% YTM |
| 04/30/08 | 211.67257 | 1.00145 | -995.60900 | -0.25651895 | -995.86551895 | -995.86551895 |
| 10/15/08 | 219.56748 | 1.03880 | 3.24625000 | 3.24625000 | 3.20894362 | |
| 04/15/09 | 211.63300 | 1.00126 | 3.12893750 | 3.12893750 | 3.05428059 | |
| 10/15/09 | 215.56913 | 1.01989 | 3.18715625 | 3.18715625 | 3.07218468 | |
| 04/15/10 | 216.71220 | 1.02529 | 3.20403125 | 3.20403125 | 3.04980891 | |
| 10/15/10 | 218.14694 | 1.03208 | 3.22525000 | 3.22525000 | 3.03159505 | |
| 04/15/11 | 220.72980 | 1.04430 | 3.26343750 | 3.26343750 | 3.02910987 | |
| 10/15/11 | 226.20335 | 1.07020 | 3.34437500 | 3.34437500 | 3.06539620 | |
| 04/15/12 | 227.13073 | 1.07458 | 3.35806250 | 3.35806250 | 3.03943137 | |
| 10/15/12 | 229.67981 | 1.08664 | 3.39575000 | 3.39575000 | 3.03508736 | |
| 04/15/13 | 231.16013 | 1.09365 | 1,093.65000 | 3.41765625 | 1,097.06765625 | 968.27968184 |
| Total | 98.04100 | 32.51438730 | 130.55538730 | 0.00000053 | ||
| OID | 92.20000 | |||||
| Purchase Discount | 5.84100 | |||||