0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 09/30/11 Held to Maturity
| Description | Series D-2021 | Dated Date | July 15, 2011 |
| CUSIP Number | 912828QV5 | Ref CPI on Dated Date | 225.38381 |
| 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 |
| 07/21/11 | 07/29/11 | 225.86161 | 13,000,005 | 99.865017 | 1.00212 | 100.076731 | 0.639 | 2.361 |
| 09/22/11 | 09/30/11 | 225.91533 | 11,342,467 | 105.334096 | 1.00236 | 105.582684 | 0.078 | 1.824 |
| 11/17/11 | 11/30/11 | 226.87753 | 11,498,424 | 105.037448 | 1.00663 | 105.733846 | 0.099 | 1.830 |
| Total Auctioned | 35,840,895 | |||||||
| OID for Purchase on 09/30/11 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 09/30/11 | 225.91533 | 1.00236 | ||
| 2011 | 01/01/12 | 226.42100 | 1.00460 | 2.24 |
| 2012 | 01/01/13 | 231.31700 | 1.02632 | 21.72 |
| 2013 | 01/01/14 | 233.54600 | 1.03621 | 9.89 |
| 2014 | 01/01/15 | 237.43300 | 1.05346 | 17.25 |
| 2015 | 01/01/16 | 237.83800 | 1.05526 | 1.80 |
| 2016 | 01/01/17 | 241.72900 | 1.07252 | 17.26 |
| 2017 | 01/01/18 | 246.66300 | 1.09441 | 21.89 |
| 2018 | 01/01/19 | 252.88500 | 1.12202 | 27.61 |
| 2019 | 01/01/20 | 257.34600 | 1.14181 | 19.79 |
| 2020 | 01/01/21 | 260.38800 | 1.15531 | 13.50 |
| 2021 | 07/15/21 | 268.02090 | 1.18918 | 33.87 |
| Total | 186.82 | |||
| Cash Flows per $1,000 Purchased on 09/30/11 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 1.824% YTM |
| 09/30/11 | 225.91533 | 1.00236 | -1,055.82684 | -1.31083084 | -1,057.13767084 | -1,057.13767084 |
| 01/15/12 | 226.33474 | 1.00422 | 3.13818750 | 3.13818750 | 3.12166372 | |
| 07/15/12 | 229.96306 | 1.02032 | 3.18850000 | 3.18850000 | 3.14304747 | |
| 01/15/13 | 230.82203 | 1.02413 | 3.20040625 | 3.20040625 | 3.12627314 | |
| 07/15/13 | 232.71797 | 1.03254 | 3.22668750 | 3.22668750 | 3.12346042 | |
| 01/15/14 | 233.33058 | 1.03526 | 3.23518750 | 3.23518750 | 3.10338636 | |
| 07/15/14 | 237.44594 | 1.05352 | 3.29225000 | 3.29225000 | 3.12958310 | |
| 01/15/15 | 236.85403 | 1.05089 | 3.28403125 | 3.28403125 | 3.09355793 | |
| 07/15/15 | 237.14365 | 1.05218 | 3.28806250 | 3.28806250 | 3.06936352 | |
| 01/15/16 | 237.61129 | 1.05425 | 3.29453125 | 3.29453125 | 3.04760856 | |
| 07/15/16 | 239.70132 | 1.06353 | 3.32353125 | 3.32353125 | 3.04665032 | |
| 01/15/17 | 241.55919 | 1.07177 | 3.34928125 | 3.34928125 | 3.04250817 | |
| 07/15/17 | 244.61839 | 1.08534 | 3.39168750 | 3.39168750 | 3.05318596 | |
| 01/15/18 | 246.66571 | 1.09443 | 3.42009375 | 3.42009375 | 3.05093340 | |
| 07/15/18 | 251.01658 | 1.11373 | 3.48040625 | 3.48040625 | 3.07667729 | |
| 01/15/19 | 252.50248 | 1.12032 | 3.50100000 | 3.50100000 | 3.06691266 | |
| 07/15/19 | 255.79368 | 1.13492 | 3.54662500 | 3.54662500 | 3.07880270 | |
| 01/15/20 | 257.28368 | 1.14154 | 3.56731250 | 3.56731250 | 3.06877490 | |
| 07/15/20 | 256.39126 | 1.13758 | 3.55493750 | 3.55493750 | 3.03049198 | |
| 01/15/21 | 260.31619 | 1.15499 | 3.60934375 | 3.60934375 | 3.04906516 | |
| 07/15/21 | 268.02090 | 1.18918 | 1,189.18000 | 3.71618750 | 1,192.89618750 | 998.61572491 |
| Total | 133.35316 | 66.29741916 | 199.65057916 | 0.00000082 | ||
| OID | 186.82000 | |||||
| Purchase Premium | -53.46684 | |||||