0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2017
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 08/31/12 Held to Maturity
| Description | Series X-2017 | Dated Date | April 15, 2012 |
| CUSIP Number | 912828SQ4 | Ref CPI on Dated Date | 227.13073 |
| 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 | Actual YTM |
| 04/19/12 | 04/30/12 | 227.62973 | 16,429,892 | 106.155509 | 1.00220 | 106.389051 | -1.080 | 0.251 |
| 08/23/12 | 08/31/12 | 229.48887 | 14,000,044 | 106.742763 | 1.01038 | 107.850753 | -1.286 | -0.035 |
| 12/20/12 | 12/31/12 | 231.31990 | 14,000,034 | 107.206617 | 1.01844 | 109.183507 | -1.496 | -0.334 |
| Total Auctioned | 44,429,971 | |||||||
| OID for Purchase on 08/31/12 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 08/31/12 | 229.48887 | 1.01038 | ||
| 2012 | 01/01/13 | 231.31700 | 1.01843 | 8.05 |
| 2013 | 01/01/14 | 233.54600 | 1.02824 | 9.81 |
| 2014 | 01/01/15 | 237.43300 | 1.04536 | 17.12 |
| 2015 | 01/01/16 | 237.83800 | 1.04714 | 1.78 |
| 2016 | 01/01/17 | 241.72900 | 1.06427 | 17.13 |
| 2017 | 04/15/17 | 243.19553 | 1.07073 | 6.46 |
| Total | 60.35 | |||
| Cash Flows per $1,000 Purchased on 08/31/12 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ -0.035% YTM |
| 08/31/12 | 229.48887 | 1.01038 | -1,078.50753 | -0.47620369 | -1,078.98373369 | -1,078.98373369 |
| 10/15/12 | 229.67981 | 1.01122 | 0.63201250 | 0.63201250 | 0.63203999 | |
| 04/15/13 | 231.16013 | 1.01774 | 0.63608750 | 0.63608750 | 0.63622770 | |
| 10/15/13 | 233.72290 | 1.02902 | 0.64313750 | 0.64313750 | 0.64339305 | |
| 04/15/14 | 234.31967 | 1.03165 | 0.64478125 | 0.64478125 | 0.64515156 | |
| 10/15/14 | 238.07026 | 1.04816 | 0.65510000 | 0.65510000 | 0.65559219 | |
| 04/15/15 | 234.18067 | 1.03104 | 0.64440000 | 0.64440000 | 0.64499824 | |
| 10/15/15 | 238.50135 | 1.05006 | 0.65628750 | 0.65628750 | 0.65701298 | |
| 04/15/16 | 237.00700 | 1.04348 | 0.65217500 | 0.65217500 | 0.65301143 | |
| 10/15/16 | 240.74003 | 1.05992 | 0.66245000 | 0.66245000 | 0.66341695 | |
| 04/15/17 | 243.19553 | 1.07073 | 1,070.73000 | 0.66920625 | 1,071.39920625 | 1,073.15289008 |
| Total | -7.77753 | 6.01943381 | -1.75809619 | 0.00000048 | ||
| OID | 60.35000 | |||||
| Purchase Premium | -68.12753 | |||||