1.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2021

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/31/11 Held to Maturity

DescriptionSeries A-2021Dated DateJanuary 15, 2011
CUSIP Number912828PP9Ref CPI on Dated Date218.75255
Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual
AuctionIssuedRef CPIAmount
in 000's
Price
before IR
Index
Ratio
Price
after IR
Real
YTM
Nominal
Return
01/20/1101/31/11218.8000313,259,04899.5779911.0002299.5998981.1702.942
03/24/1103/31/11220.1893211,493,335101.9149691.00657102.5845500.9202.652
05/19/1105/31/11223.3973911,925,858102.1904681.02123104.3599720.8872.490
Total Auctioned36,678,240
OID for Purchase on 01/31/11
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/31/11218.800031.00022 
201101/01/12226.421001.0350634.84
201201/01/13231.317001.0574422.38
201301/01/14233.546001.0676310.19
201401/01/15237.433001.0854017.77
201501/01/16237.838001.087251.85
201601/01/17241.729001.1050317.78
201701/01/18246.663001.1275922.56
201801/01/19252.885001.1560328.44
201901/01/20257.346001.1764320.40
202001/01/21260.388001.1903313.90
202101/15/21260.316191.19000-0.33
Total189.78
Cash Flows per $1,000 Purchased on 01/31/11
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
2.942% YTM
01/31/11218.800031.00022-995.99898-0.49734696-996.49632696-996.49632696
07/15/11225.383811.03031 5.795493755.795493755.71885428
01/15/12226.334741.03466 5.819962505.819962505.65974341
07/15/12229.963061.05125 5.913281255.913281255.66712848
01/15/13230.822031.05517 5.935331255.935331255.60579810
07/15/13232.717971.06384 5.984100005.984100005.56992439
01/15/14233.330581.06664 5.999850005.999850005.50362478
07/15/14237.445941.08545 6.105656256.105656255.51948734
01/15/15236.854031.08275 6.090468756.090468755.42594114
07/15/15237.143651.08407 6.097893756.097893755.35380044
01/15/16237.611291.08621 6.109931256.109931255.28660201
07/15/16239.701321.09576 6.163650006.163650005.25576853
01/15/17241.559191.10426 6.211462506.211462505.21975472
07/15/17244.618391.11824 6.290100006.290100005.20920855
01/15/18246.665711.12760 6.342750006.342750005.17666137
07/15/18251.016581.14749 6.454631256.454631255.19160409
01/15/19252.502481.15428 6.492825006.492825005.14661634
07/15/19255.793681.16933 6.577481256.577481255.13813703
01/15/20257.283681.17614 6.615787506.615787505.09313958
07/15/20256.391261.17206 6.592837506.592837505.00189268
01/15/21260.316191.190001,190.000006.693750001,196.69375000894.75263946
Total194.00102123.78989679317.79091679-0.00000022
OID189.78000
Purchase Discount4.22102

Generated  10/10/24  19:54