0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2022
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/31/12 Held to Maturity
| Description | Series D-2022 | Dated Date | July 15, 2012 |
| CUSIP Number | 912828TE0 | Ref CPI on Dated Date | 229.96306 |
| 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 | Nominal Return |
| 07/19/12 | 07/31/12 | 229.82371 | 15,000,005 | 107.845494 | 0.99939 | 107.779708 | -0.637 | 1.719 |
| 09/20/12 | 09/28/12 | 229.14140 | 13,000,025 | 108.911597 | 0.99643 | 108.522783 | -0.750 | 1.675 |
| 11/21/12 | 11/30/12 | 231.37273 | 13,000,022 | 108.437180 | 1.00613 | 109.101900 | -0.720 | 1.646 |
| Total Auctioned | 41,000,053 | |||||||
| OID for Purchase on 07/31/12 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/31/12 | 229.82371 | 0.99939 | ||
| 2012 | 01/01/13 | 231.31700 | 1.00589 | 6.50 |
| 2013 | 01/01/14 | 233.54600 | 1.01558 | 9.69 |
| 2014 | 01/01/15 | 237.43300 | 1.03248 | 16.90 |
| 2015 | 01/01/16 | 237.83800 | 1.03424 | 1.76 |
| 2016 | 01/01/17 | 241.72900 | 1.05116 | 16.92 |
| 2017 | 01/01/18 | 246.66300 | 1.07262 | 21.46 |
| 2018 | 01/01/19 | 252.88500 | 1.09968 | 27.06 |
| 2019 | 01/01/20 | 257.34600 | 1.11908 | 19.40 |
| 2020 | 01/01/21 | 260.38800 | 1.13230 | 13.22 |
| 2021 | 01/01/22 | 276.58900 | 1.20275 | 70.45 |
| 2022 | 07/15/22 | 290.54829 | 1.26346 | 60.71 |
| Total | 264.07 | |||
| Cash Flows per $1,000 Purchased on 07/31/12 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 1.719% YTM |
| 07/31/12 | 229.82371 | 0.99939 | -1,077.79708 | -0.05431467 | -1,077.85139467 | -1,077.85139467 |
| 01/15/13 | 230.82203 | 1.00374 | 0.62733750 | 0.62733750 | 0.62245412 | |
| 07/15/13 | 232.71797 | 1.01198 | 0.63248750 | 0.63248750 | 0.62221562 | |
| 01/15/14 | 233.33058 | 1.01464 | 0.63415000 | 0.63415000 | 0.61853435 | |
| 07/15/14 | 237.44594 | 1.03254 | 0.64533750 | 0.64533750 | 0.62408191 | |
| 01/15/15 | 236.85403 | 1.02997 | 0.64373125 | 0.64373125 | 0.61722307 | |
| 07/15/15 | 237.14365 | 1.03122 | 0.64451250 | 0.64451250 | 0.61270549 | |
| 01/15/16 | 237.61129 | 1.03326 | 0.64578750 | 0.64578750 | 0.60868546 | |
| 07/15/16 | 239.70132 | 1.04235 | 0.65146875 | 0.65146875 | 0.60880715 | |
| 01/15/17 | 241.55919 | 1.05043 | 0.65651875 | 0.65651875 | 0.60829768 | |
| 07/15/17 | 244.61839 | 1.06373 | 0.66483125 | 0.66483125 | 0.61074978 | |
| 01/15/18 | 246.66571 | 1.07263 | 0.67039375 | 0.67039375 | 0.61061113 | |
| 07/15/18 | 251.01658 | 1.09155 | 0.68221875 | 0.68221875 | 0.61608591 | |
| 01/15/19 | 252.50248 | 1.09801 | 0.68625625 | 0.68625625 | 0.61445036 | |
| 07/15/19 | 255.79368 | 1.11233 | 0.69520625 | 0.69520625 | 0.61715894 | |
| 01/15/20 | 257.28368 | 1.11880 | 0.69925000 | 0.69925000 | 0.61545839 | |
| 07/15/20 | 256.39126 | 1.11492 | 0.69682500 | 0.69682500 | 0.60809693 | |
| 01/15/21 | 260.31619 | 1.13199 | 0.70749375 | 0.70749375 | 0.61214536 | |
| 07/15/21 | 268.02090 | 1.16550 | 0.72843750 | 0.72843750 | 0.62489510 | |
| 01/15/22 | 277.20274 | 1.20542 | 0.75338750 | 0.75338750 | 0.64079055 | |
| 07/15/22 | 290.54829 | 1.26346 | 1,263.46000 | 0.78966250 | 1,264.24966250 | 1,066.13794723 |
| Total | 185.66292 | 13.50097908 | 199.16389908 | -0.00000013 | ||
| OID | 264.07000 | |||||
| Purchase Premium | -78.40708 | |||||