1.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2018
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/15/08 Held to Maturity
| Description | Series D-2018 | Dated Date | July 15, 2008 |
| CUSIP Number | 912828JE1 | Ref CPI on Dated Date | 215.63997 |
| 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 |
| 07/10/08 | 07/15/08 | 215.63997 | 8,000,041 | 98.981282 | 1.00000 | 98.981282 | 1.485 | 3.008 |
| 10/08/08 | 10/15/08 | 219.56748 | 6,974,013 | 87.517484 | 1.01821 | 89.111177 | 2.850 | 4.222 |
| Total Auctioned | 14,974,054 | |||||||
| OID for Purchase on 10/15/08 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/15/08 | 219.56748 | 1.01821 | ||
| 2008 | 01/01/09 | 216.57300 | 1.00433 | -13.88 |
| 2009 | 01/01/10 | 216.17700 | 1.00249 | -1.84 |
| 2010 | 01/01/11 | 218.71100 | 1.01424 | 11.75 |
| 2011 | 01/01/12 | 226.42100 | 1.05000 | 35.76 |
| 2012 | 01/01/13 | 231.31700 | 1.07270 | 22.70 |
| 2013 | 01/01/14 | 233.54600 | 1.08304 | 10.34 |
| 2014 | 01/01/15 | 237.43300 | 1.10106 | 18.02 |
| 2015 | 01/01/16 | 237.83800 | 1.10294 | 1.88 |
| 2016 | 01/01/17 | 241.72900 | 1.12098 | 18.04 |
| 2017 | 01/01/18 | 246.66300 | 1.14386 | 22.88 |
| 2018 | 07/15/18 | 251.01658 | 1.16405 | 20.19 |
| Total | 145.84 | |||
| Cash Flows per $1,000 Purchased on 10/15/08 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.222% YTM |
| 10/15/08 | 219.56748 | 1.01821 | -891.11177 | -3.50009688 | -894.61186688 | -894.61186688 |
| 01/15/09 | 214.69971 | 0.99564 | 6.84502500 | 6.84502500 | 6.77389930 | |
| 07/15/09 | 213.51819 | 0.99016 | 6.80735000 | 6.80735000 | 6.59734465 | |
| 01/15/10 | 216.24610 | 1.00281 | 6.89431875 | 6.89431875 | 6.54349606 | |
| 07/15/10 | 218.08532 | 1.01134 | 6.95296250 | 6.95296250 | 6.46272637 | |
| 01/15/11 | 218.75255 | 1.01443 | 6.97420625 | 6.97420625 | 6.34845525 | |
| 07/15/11 | 225.38381 | 1.04519 | 7.18568125 | 7.18568125 | 6.40572985 | |
| 01/15/12 | 226.33474 | 1.04960 | 7.21600000 | 7.21600000 | 6.29976849 | |
| 07/15/12 | 229.96306 | 1.06642 | 7.33163750 | 7.33163750 | 6.26839627 | |
| 01/15/13 | 230.82203 | 1.07040 | 7.35900000 | 7.35900000 | 6.16171572 | |
| 07/15/13 | 232.71797 | 1.07920 | 7.41950000 | 7.41950000 | 6.08393952 | |
| 01/15/14 | 233.33058 | 1.08204 | 7.43902500 | 7.43902500 | 5.97384104 | |
| 07/15/14 | 237.44594 | 1.10112 | 7.57020000 | 7.57020000 | 5.95350046 | |
| 01/15/15 | 236.85403 | 1.09838 | 7.55136250 | 7.55136250 | 5.81591100 | |
| 07/15/15 | 237.14365 | 1.09972 | 7.56057500 | 7.56057500 | 5.70262290 | |
| 01/15/16 | 237.61129 | 1.10189 | 7.57549375 | 7.57549375 | 5.59574824 | |
| 07/15/16 | 239.70132 | 1.11158 | 7.64211250 | 7.64211250 | 5.52825470 | |
| 01/15/17 | 241.55919 | 1.12020 | 7.70137500 | 7.70137500 | 5.45594875 | |
| 07/15/17 | 244.61839 | 1.13438 | 7.79886250 | 7.79886250 | 5.41078989 | |
| 01/15/18 | 246.66571 | 1.14388 | 7.86417500 | 7.86417500 | 5.34330506 | |
| 07/15/18 | 251.01658 | 1.16405 | 1,164.05000 | 8.00284375 | 1,172.05284375 | 779.88647422 |
| Total | 272.93823 | 144.19160937 | 417.12983937 | 0.00000084 | ||
| OID | 145.84000 | |||||
| Purchase Discount | 127.09823 | |||||