0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2016
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/29/11 Held to Maturity
| Description | Series W-2016 | Dated Date | April 15, 2011 |
| CUSIP Number | 912828QD5 | Ref CPI on Dated Date | 220.72980 |
| 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 | Nominal Return |
| 04/21/11 | 04/29/11 | 221.23660 | 14,000,058 | 101.520798 | 1.00230 | 101.754296 | -0.180 | 1.213 |
| 08/18/11 | 08/31/11 | 225.72981 | 12,367,035 | 104.485924 | 1.02265 | 106.852530 | -0.825 | 0.229 |
| 12/15/11 | 12/30/11 | 226.45119 | 12,000,004 | 104.392521 | 1.02592 | 107.098375 | -0.877 | 0.184 |
| Total Auctioned | 38,367,097 | |||||||
| OID for Purchase on 04/29/11 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/29/11 | 221.23660 | 1.00230 | ||
| 2011 | 01/01/12 | 226.42100 | 1.02578 | 23.48 |
| 2012 | 01/01/13 | 231.31700 | 1.04796 | 22.18 |
| 2013 | 01/01/14 | 233.54600 | 1.05806 | 10.10 |
| 2014 | 01/01/15 | 237.43300 | 1.07567 | 17.61 |
| 2015 | 01/01/16 | 237.83800 | 1.07751 | 1.84 |
| 2016 | 04/15/16 | 237.00700 | 1.07374 | -3.77 |
| Total | 71.44 | |||
| Cash Flows per $1,000 Purchased on 04/29/11 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 1.213% YTM |
| 04/29/11 | 221.23660 | 1.00230 | -1,017.54296 | -0.04792418 | -1,017.59088418 | -1,017.59088418 |
| 10/15/11 | 226.20335 | 1.02480 | 0.64050000 | 0.64050000 | 0.63693343 | |
| 04/15/12 | 227.13073 | 1.02900 | 0.64312500 | 0.64312500 | 0.63568844 | |
| 10/15/12 | 229.67981 | 1.04055 | 0.65034375 | 0.65034375 | 0.63894858 | |
| 04/15/13 | 231.16013 | 1.04725 | 0.65453125 | 0.65453125 | 0.63918612 | |
| 10/15/13 | 233.72290 | 1.05886 | 0.66178750 | 0.66178750 | 0.64237632 | |
| 04/15/14 | 234.31967 | 1.06157 | 0.66348125 | 0.66348125 | 0.64013804 | |
| 10/15/14 | 238.07026 | 1.07856 | 0.67410000 | 0.67410000 | 0.64646247 | |
| 04/15/15 | 234.18067 | 1.06094 | 0.66308750 | 0.66308750 | 0.63206806 | |
| 10/15/15 | 238.50135 | 1.08051 | 0.67531875 | 0.67531875 | 0.63984654 | |
| 04/15/16 | 237.00700 | 1.07374 | 1,073.74000 | 0.67108750 | 1,074.41108750 | 1,011.83923611 |
| Total | 56.19704 | 6.54943832 | 62.74647832 | -0.00000006 | ||
| OID | 71.44000 | |||||
| Purchase Premium | -15.24296 | |||||