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

DescriptionSeries D-2021Dated DateJuly 15, 2011
CUSIP Number912828QV5Ref CPI on Dated Date225.38381
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
Actual
YTM
07/21/1107/29/11225.8616113,000,00599.8650171.00212100.0767310.6392.361
09/22/1109/30/11225.9153311,342,467105.3340961.00236105.5826840.0781.824
11/17/1111/30/11226.8775311,498,424105.0374481.00663105.7338460.0991.830
Total Auctioned35,840,895
OID for Purchase on 09/30/11
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 09/30/11225.915331.00236 
201101/01/12226.421001.004602.24
201201/01/13231.317001.0263221.72
201301/01/14233.546001.036219.89
201401/01/15237.433001.0534617.25
201501/01/16237.838001.055261.80
201601/01/17241.729001.0725217.26
201701/01/18246.663001.0944121.89
201801/01/19252.885001.1220227.61
201901/01/20257.346001.1418119.79
202001/01/21260.388001.1553113.50
202107/15/21268.020901.1891833.87
Total186.82
Cash Flows per $1,000 Purchased on 09/30/11
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
1.824% YTM
09/30/11225.915331.00236-1,055.82684-1.31083084-1,057.13767084-1,057.13767084
01/15/12226.334741.00422 3.138187503.138187503.12166372
07/15/12229.963061.02032 3.188500003.188500003.14304747
01/15/13230.822031.02413 3.200406253.200406253.12627314
07/15/13232.717971.03254 3.226687503.226687503.12346042
01/15/14233.330581.03526 3.235187503.235187503.10338636
07/15/14237.445941.05352 3.292250003.292250003.12958310
01/15/15236.854031.05089 3.284031253.284031253.09355793
07/15/15237.143651.05218 3.288062503.288062503.06936352
01/15/16237.611291.05425 3.294531253.294531253.04760856
07/15/16239.701321.06353 3.323531253.323531253.04665032
01/15/17241.559191.07177 3.349281253.349281253.04250817
07/15/17244.618391.08534 3.391687503.391687503.05318596
01/15/18246.665711.09443 3.420093753.420093753.05093340
07/15/18251.016581.11373 3.480406253.480406253.07667729
01/15/19252.502481.12032 3.501000003.501000003.06691266
07/15/19255.793681.13492 3.546625003.546625003.07880270
01/15/20257.283681.14154 3.567312503.567312503.06877490
07/15/20256.391261.13758 3.554937503.554937503.03049198
01/15/21260.316191.15499 3.609343753.609343753.04906516
07/15/21268.020901.189181,189.180003.716187501,192.89618750998.61572491
Total133.3531666.29741916199.650579160.00000082
OID186.82000
Purchase Premium-53.46684

Generated  11/10/22  08:51