0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2022
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 05/31/12 Held to Maturity
| Description | Series A-2022 | Dated Date | January 15, 2012 |
| CUSIP Number | 912828SA9 | Ref CPI on Dated Date | 226.33474 |
| 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 |
| 01/19/12 | 01/31/12 | 226.23616 | 15,282,341 | 101.706585 | 0.99956 | 101.661834 | -0.046 | 2.002 |
| 03/22/12 | 03/30/12 | 226.60094 | 13,000,002 | 102.105540 | 1.00118 | 102.226025 | -0.089 | 1.976 |
| 05/17/12 | 05/31/12 | 229.33623 | 13,000,458 | 105.065422 | 1.01326 | 106.458589 | -0.391 | 1.581 |
| Total Auctioned | 41,282,800 | |||||||
| OID for Purchase on 05/31/12 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 05/31/12 | 229.33623 | 1.01326 | ||
| 2012 | 01/01/13 | 231.31700 | 1.02201 | 8.75 |
| 2013 | 01/01/14 | 233.54600 | 1.03186 | 9.85 |
| 2014 | 01/01/15 | 237.43300 | 1.04903 | 17.17 |
| 2015 | 01/01/16 | 237.83800 | 1.05082 | 1.79 |
| 2016 | 01/01/17 | 241.72900 | 1.06802 | 17.20 |
| 2017 | 01/01/18 | 246.66300 | 1.08982 | 21.80 |
| 2018 | 01/01/19 | 252.88500 | 1.11731 | 27.49 |
| 2019 | 01/01/20 | 257.34600 | 1.13702 | 19.71 |
| 2020 | 01/01/21 | 260.38800 | 1.15046 | 13.44 |
| 2021 | 01/01/22 | 276.58900 | 1.22204 | 71.58 |
| 2022 | 01/15/22 | 277.20274 | 1.22475 | 2.71 |
| Total | 211.49 | |||
| Cash Flows per $1,000 Purchased on 05/31/12 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 1.581% YTM |
| 05/31/12 | 229.33623 | 1.01326 | -1,064.58589 | -0.47670543 | -1,065.06259543 | -1,065.06259543 |
| 07/15/12 | 229.96306 | 1.01603 | 0.63501875 | 0.63501875 | 0.63378336 | |
| 01/15/13 | 230.82203 | 1.01983 | 0.63739375 | 0.63739375 | 0.63116314 | |
| 07/15/13 | 232.71797 | 1.02820 | 0.64262500 | 0.64262500 | 0.63135116 | |
| 01/15/14 | 233.33058 | 1.03091 | 0.64431875 | 0.64431875 | 0.62804922 | |
| 07/15/14 | 237.44594 | 1.04909 | 0.65568125 | 0.65568125 | 0.63411090 | |
| 01/15/15 | 236.85403 | 1.04648 | 0.65405000 | 0.65405000 | 0.62757112 | |
| 07/15/15 | 237.14365 | 1.04776 | 0.65485000 | 0.65485000 | 0.62340944 | |
| 01/15/16 | 237.61129 | 1.04982 | 0.65613750 | 0.65613750 | 0.61973489 | |
| 07/15/16 | 239.70132 | 1.05906 | 0.66191250 | 0.66191250 | 0.62028490 | |
| 01/15/17 | 241.55919 | 1.06727 | 0.66704375 | 0.66704375 | 0.62018962 | |
| 07/15/17 | 244.61839 | 1.08078 | 0.67548750 | 0.67548750 | 0.62311331 | |
| 01/15/18 | 246.66571 | 1.08983 | 0.68114375 | 0.68114375 | 0.62340177 | |
| 07/15/18 | 251.01658 | 1.10905 | 0.69315625 | 0.69315625 | 0.62941914 | |
| 01/15/19 | 252.50248 | 1.11562 | 0.69726250 | 0.69726250 | 0.62818079 | |
| 07/15/19 | 255.79368 | 1.13016 | 0.70635000 | 0.70635000 | 0.63137566 | |
| 01/15/20 | 257.28368 | 1.13674 | 0.71046250 | 0.71046250 | 0.63006969 | |
| 07/15/20 | 256.39126 | 1.13280 | 0.70800000 | 0.70800000 | 0.62296010 | |
| 01/15/21 | 260.31619 | 1.15014 | 0.71883750 | 0.71883750 | 0.62753397 | |
| 07/15/21 | 268.02090 | 1.18418 | 0.74011250 | 0.74011250 | 0.64103803 | |
| 01/15/22 | 277.20274 | 1.22475 | 1,224.75000 | 0.76546875 | 1,225.51546875 | 1,053.13585513 |
| Total | 160.16411 | 13.12860707 | 173.29271707 | -0.00000009 | ||
| OID | 211.49000 | |||||
| Purchase Premium | -51.32589 | |||||