1.25% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2014
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/30/09 Held to Maturity
| Description | Series K-2014 | Dated Date | April 15, 2009 |
| CUSIP Number | 912828KM1 | Ref CPI on Dated Date | 211.63300 |
| 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 | Actual YTM |
| 04/23/09 | 04/30/09 | 212.15800 | 8,277,224 | 99.865568 | 1.00248 | 100.113235 | 1.278 | 3.312 |
| 10/26/09 | 10/30/09 | 215.80284 | 7,000,004 | 102.104205 | 1.01970 | 104.115658 | 0.769 | 2.634 |
| Total Auctioned | 15,277,228 | |||||||
| OID for Purchase on 10/30/09 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/30/09 | 215.80284 | 1.01970 | ||
| 2009 | 01/01/10 | 216.17700 | 1.02147 | 1.77 |
| 2010 | 01/01/11 | 218.71100 | 1.03344 | 11.97 |
| 2011 | 01/01/12 | 226.42100 | 1.06988 | 36.44 |
| 2012 | 01/01/13 | 231.31700 | 1.09301 | 23.13 |
| 2013 | 01/01/14 | 233.54600 | 1.10354 | 10.53 |
| 2014 | 04/15/14 | 234.31967 | 1.10720 | 3.66 |
| Total | 87.50 | |||
| Cash Flows per $1,000 Purchased on 10/30/09 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.634% YTM |
| 10/30/09 | 215.80284 | 1.01970 | -1,041.15658 | -0.52525755 | -1,041.68183755 | -1,041.68183755 |
| 04/15/10 | 216.71220 | 1.02400 | 6.40000000 | 6.40000000 | 6.32362576 | |
| 10/15/10 | 218.14694 | 1.03078 | 6.44237500 | 6.44237500 | 6.28275416 | |
| 04/15/11 | 220.72980 | 1.04298 | 6.51862500 | 6.51862500 | 6.27448294 | |
| 10/15/11 | 226.20335 | 1.06885 | 6.68031250 | 6.68031250 | 6.34653389 | |
| 04/15/12 | 227.13073 | 1.07323 | 6.70768750 | 6.70768750 | 6.28970860 | |
| 10/15/12 | 229.67981 | 1.08527 | 6.78293750 | 6.78293750 | 6.27759652 | |
| 04/15/13 | 231.16013 | 1.09227 | 6.82668750 | 6.82668750 | 6.23596237 | |
| 10/15/13 | 233.72290 | 1.10438 | 6.90237500 | 6.90237500 | 6.22314461 | |
| 04/15/14 | 234.31967 | 1.10720 | 1,107.20000 | 6.92000000 | 1,114.12000000 | 991.42802847 |
| Total | 66.04342 | 59.65574245 | 125.69916245 | -0.00000022 | ||
| OID | 87.50000 | |||||
| Purchase Premium | -21.45658 | |||||