1.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2020
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 11/15/10 Held to Maturity
| Description | Series D-2020 | Dated Date | July 15, 2010 |
| CUSIP Number | 912828NM8 | Ref CPI on Dated Date | 218.08532 |
| 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 |
| 07/08/10 | 07/15/10 | 218.08532 | 12,003,449 | 99.579194 | 1.00000 | 99.579194 | 1.295 | 2.941 |
| 09/02/10 | 09/15/10 | 217.98647 | 10,108,183 | 102.155158 | 0.99955 | 102.109188 | 1.019 | 2.697 |
| 11/04/10 | 11/15/10 | 218.37127 | 10,268,153 | 107.962151 | 1.00131 | 108.103581 | 0.409 | 2.093 |
| Total Auctioned | 32,379,785 | |||||||
| OID for Purchase on 11/15/10 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 11/15/10 | 218.37127 | 1.00131 | ||
| 2010 | 01/01/11 | 218.71100 | 1.00287 | 1.56 |
| 2011 | 01/01/12 | 226.42100 | 1.03822 | 35.35 |
| 2012 | 01/01/13 | 231.31700 | 1.06067 | 22.45 |
| 2013 | 01/01/14 | 233.54600 | 1.07089 | 10.22 |
| 2014 | 01/01/15 | 237.43300 | 1.08872 | 17.83 |
| 2015 | 01/01/16 | 237.83800 | 1.09057 | 1.85 |
| 2016 | 01/01/17 | 241.72900 | 1.10841 | 17.84 |
| 2017 | 01/01/18 | 246.66300 | 1.13104 | 22.63 |
| 2018 | 01/01/19 | 252.88500 | 1.15957 | 28.53 |
| 2019 | 01/01/20 | 257.34600 | 1.18002 | 20.45 |
| 2020 | 07/15/20 | 256.39126 | 1.17565 | -4.37 |
| Total | 174.34 | |||
| Cash Flows per $1,000 Purchased on 11/15/10 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.093% YTM |
| 11/15/10 | 218.37127 | 1.00131 | -1,081.03581 | -4.18346230 | -1,085.21927230 | -1,085.21927230 |
| 01/15/11 | 218.75255 | 1.00306 | 6.26912500 | 6.26912500 | 6.24752768 | |
| 07/15/11 | 225.38381 | 1.03347 | 6.45918750 | 6.45918750 | 6.37027762 | |
| 01/15/12 | 226.33474 | 1.03783 | 6.48643750 | 6.48643750 | 6.33090671 | |
| 07/15/12 | 229.96306 | 1.05446 | 6.59037500 | 6.59037500 | 6.36574169 | |
| 01/15/13 | 230.82203 | 1.05840 | 6.61500000 | 6.61500000 | 6.32336049 | |
| 07/15/13 | 232.71797 | 1.06710 | 6.66937500 | 6.66937500 | 6.30931831 | |
| 01/15/14 | 233.33058 | 1.06991 | 6.68693750 | 6.68693750 | 6.26042438 | |
| 07/15/14 | 237.44594 | 1.08878 | 6.80487500 | 6.80487500 | 6.30486614 | |
| 01/15/15 | 236.85403 | 1.08606 | 6.78787500 | 6.78787500 | 6.22398823 | |
| 07/15/15 | 237.14365 | 1.08739 | 6.79618750 | 6.79618750 | 6.16707865 | |
| 01/15/16 | 237.61129 | 1.08953 | 6.80956250 | 6.80956250 | 6.11522659 | |
| 07/15/16 | 239.70132 | 1.09912 | 6.86950000 | 6.86950000 | 6.10516885 | |
| 01/15/17 | 241.55919 | 1.10764 | 6.92275000 | 6.92275000 | 6.08878177 | |
| 07/15/17 | 244.61839 | 1.12166 | 7.01037500 | 7.01037500 | 6.10200022 | |
| 01/15/18 | 246.66571 | 1.13105 | 7.06906250 | 7.06906250 | 6.08936489 | |
| 07/15/18 | 251.01658 | 1.15100 | 7.19375000 | 7.19375000 | 6.13260124 | |
| 01/15/19 | 252.50248 | 1.15782 | 7.23637500 | 7.23637500 | 6.10505610 | |
| 07/15/19 | 255.79368 | 1.17291 | 7.33068750 | 7.33068750 | 6.12057902 | |
| 01/15/20 | 257.28368 | 1.17974 | 7.37337500 | 7.37337500 | 6.09246907 | |
| 07/15/20 | 256.39126 | 1.17565 | 1,175.65000 | 7.34781250 | 1,182.99781250 | 967.36453425 |
| Total | 94.61419 | 133.14516270 | 227.75935270 | -0.00000038 | ||
| OID | 174.34000 | |||||
| Purchase Premium | -79.72581 | |||||