0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2022

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/31/12 Held to Maturity

DescriptionSeries A-2022Dated DateJanuary 15, 2012
CUSIP Number912828SA9Ref CPI on Dated Date226.33474
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
01/19/1201/31/12226.2361615,282,341101.7065850.99956101.661834-0.0462.002
03/22/1203/30/12226.6009413,000,002102.1055401.00118102.226025-0.0891.976
05/17/1205/31/12229.3362313,000,458105.0654221.01326106.458589-0.3911.581
Total Auctioned41,282,800
OID for Purchase on 01/31/12
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/31/12226.236160.99956 
201201/01/13231.317001.0220122.45
201301/01/14233.546001.031869.85
201401/01/15237.433001.0490317.17
201501/01/16237.838001.050821.79
201601/01/17241.729001.0680217.20
201701/01/18246.663001.0898221.80
201801/01/19252.885001.1173127.49
201901/01/20257.346001.1370219.71
202001/01/21260.388001.1504613.44
202101/01/22276.589001.2220471.58
202201/15/22277.202741.224752.71
Total225.19
Cash Flows per $1,000 Purchased on 01/31/12
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
2.002% YTM
01/31/12226.236160.99956-1,016.61834-0.05492088-1,016.67326088-1,016.67326088
07/15/12229.963061.01603 0.635018750.635018750.62927613
01/15/13230.822031.01983 0.637393750.637393750.62536988
07/15/13232.717971.02820 0.642625000.642625000.62425383
01/15/14233.330581.03091 0.644318750.644318750.61969617
07/15/14237.445941.04909 0.655681250.655681250.62437464
01/15/15236.854031.04648 0.654050000.654050000.61664879
07/15/15237.143651.04776 0.654850000.654850000.61128425
01/15/16237.611291.04982 0.656137500.656137500.60641604
07/15/16239.701321.05906 0.661912500.661912500.60569062
01/15/17241.559191.06727 0.667043750.667043750.60433678
07/15/17244.618391.08078 0.675487500.675487500.60592165
01/15/18246.665711.08983 0.681143750.681143750.60494010
07/15/18251.016581.10905 0.693156250.693156250.60950768
01/15/19252.502481.11562 0.697262500.697262500.60704207
07/15/19255.793681.13016 0.706350000.706350000.60885920
01/15/20257.283681.13674 0.710462500.710462500.60633485
07/15/20256.391261.13280 0.708000000.708000000.59824499
01/15/21260.316191.15014 0.718837500.718837500.60138277
07/15/21268.020901.18418 0.740112500.740112500.61304512
01/15/22277.202741.224751,224.750000.765468751,225.515468751,005.05063522
Total208.1316613.55039162221.68205162-0.00000011
OID225.19000
Purchase Premium-17.05834

Generated  11/10/22  08:51