2.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2019
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/15/09 Held to Maturity
| Description | Series A-2019 | Dated Date | January 15, 2009 |
| CUSIP Number | 912828JX9 | Ref CPI on Dated Date | 214.69971 |
| 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 |
| 01/06/09 | 01/15/09 | 214.69971 | 8,662,294 | 98.930505 | 1.00000 | 98.930505 | 2.245 | 3.887 |
| 04/07/09 | 04/15/09 | 211.63300 | 6,095,519 | 104.822359 | 0.98572 | 103.325496 | 1.589 | 3.438 |
| Total Auctioned | 14,757,814 | |||||||
| OID for Purchase on 01/15/09 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/15/09 | 214.69971 | 1.00000 | ||
| 2009 | 01/01/10 | 216.17700 | 1.00688 | 6.88 |
| 2010 | 01/01/11 | 218.71100 | 1.01868 | 11.80 |
| 2011 | 01/01/12 | 226.42100 | 1.05459 | 35.91 |
| 2012 | 01/01/13 | 231.31700 | 1.07740 | 22.81 |
| 2013 | 01/01/14 | 233.54600 | 1.08778 | 10.38 |
| 2014 | 01/01/15 | 237.43300 | 1.10588 | 18.10 |
| 2015 | 01/01/16 | 237.83800 | 1.10777 | 1.89 |
| 2016 | 01/01/17 | 241.72900 | 1.12589 | 18.12 |
| 2017 | 01/01/18 | 246.66300 | 1.14887 | 22.98 |
| 2018 | 01/01/19 | 252.88500 | 1.17785 | 28.98 |
| 2019 | 01/15/19 | 252.50248 | 1.17607 | -1.78 |
| Total | 176.07 | |||
| Cash Flows per $1,000 Purchased on 01/15/09 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 3.887% YTM |
| 01/15/09 | 214.69971 | 1.00000 | -989.30505 | 0.00000000 | -989.30505000 | -989.30505000 |
| 07/15/09 | 213.51819 | 0.99450 | 10.56656250 | 10.56656250 | 10.36512219 | |
| 01/15/10 | 216.24610 | 1.00720 | 10.70150000 | 10.70150000 | 10.29736379 | |
| 07/15/10 | 218.08532 | 1.01577 | 10.79255625 | 10.79255625 | 10.18700270 | |
| 01/15/11 | 218.75255 | 1.01888 | 10.82560000 | 10.82560000 | 10.02339341 | |
| 07/15/11 | 225.38381 | 1.04976 | 11.15370000 | 11.15370000 | 10.13030356 | |
| 01/15/12 | 226.33474 | 1.05419 | 11.20076875 | 11.20076875 | 9.97911509 | |
| 07/15/12 | 229.96306 | 1.07109 | 11.38033125 | 11.38033125 | 9.94580188 | |
| 01/15/13 | 230.82203 | 1.07509 | 11.42283125 | 11.42283125 | 9.79263036 | |
| 07/15/13 | 232.71797 | 1.08392 | 11.51665000 | 11.51665000 | 9.68484043 | |
| 01/15/14 | 233.33058 | 1.08678 | 11.54703750 | 11.54703750 | 9.52527619 | |
| 07/15/14 | 237.44594 | 1.10594 | 11.75061250 | 11.75061250 | 9.50841669 | |
| 01/15/15 | 236.85403 | 1.10319 | 11.72139375 | 11.72139375 | 9.30395618 | |
| 07/15/15 | 237.14365 | 1.10454 | 11.73573750 | 11.73573750 | 9.13775455 | |
| 01/15/16 | 237.61129 | 1.10671 | 11.75879375 | 11.75879375 | 8.98116291 | |
| 07/15/16 | 239.70132 | 1.11645 | 11.86228125 | 11.86228125 | 8.88748167 | |
| 01/15/17 | 241.55919 | 1.12510 | 11.95418750 | 11.95418750 | 8.78559674 | |
| 07/15/17 | 244.61839 | 1.13935 | 12.10559375 | 12.10559375 | 8.72726166 | |
| 01/15/18 | 246.66571 | 1.14889 | 12.20695625 | 12.20695625 | 8.63256764 | |
| 07/15/18 | 251.01658 | 1.16915 | 12.42221875 | 12.42221875 | 8.61732504 | |
| 01/15/19 | 252.50248 | 1.17607 | 1,176.07000 | 12.49574375 | 1,188.56574375 | 808.79267820 |
| Total | 186.76495 | 231.12105625 | 417.88600625 | 0.00000089 | ||
| OID | 176.07000 | |||||
| Purchase Discount | 10.69495 | |||||