0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2023
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 05/31/13 Held to Maturity
| Description | Series A-2023 | Dated Date | January 15, 2013 |
| CUSIP Number | 912828UH1 | Ref CPI on Dated Date | 230.82203 |
| 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 |
| 01/24/13 | 01/31/13 | 230.25635 | 15,000,000 | 107.769961 | 0.99755 | 107.505925 | -0.630 | 1.960 |
| 03/21/13 | 03/28/13 | 230.19239 | 13,000,008 | 107.351113 | 0.99727 | 107.058044 | -0.602 | 2.032 |
| 05/23/13 | 05/31/13 | 232.75342 | 13,000,009 | 103.407177 | 1.00837 | 104.272695 | -0.225 | 2.346 |
| Total Auctioned | 41,000,018 | |||||||
| OID for Purchase on 05/31/13 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 05/31/13 | 232.75342 | 1.00837 | ||
| 2013 | 01/01/14 | 233.54600 | 1.01180 | 3.43 |
| 2014 | 01/01/15 | 237.43300 | 1.02864 | 16.84 |
| 2015 | 01/01/16 | 237.83800 | 1.03040 | 1.76 |
| 2016 | 01/01/17 | 241.72900 | 1.04725 | 16.85 |
| 2017 | 01/01/18 | 246.66300 | 1.06863 | 21.38 |
| 2018 | 01/01/19 | 252.88500 | 1.09558 | 26.95 |
| 2019 | 01/01/20 | 257.34600 | 1.11491 | 19.33 |
| 2020 | 01/01/21 | 260.38800 | 1.12809 | 13.18 |
| 2021 | 01/01/22 | 276.58900 | 1.19828 | 70.19 |
| 2022 | 01/01/23 | 298.01200 | 1.29109 | 92.81 |
| 2023 | 01/15/23 | 297.87606 | 1.29050 | -0.59 |
| Total | 282.13 | |||
| Cash Flows per $1,000 Purchased on 05/31/13 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 2.346% YTM |
| 05/31/13 | 232.75342 | 1.00837 | -1,042.72695 | -0.47354392 | -1,043.20049392 | -1,043.20049392 |
| 07/15/13 | 232.71797 | 1.00821 | 0.63013125 | 0.63013125 | 0.62830680 | |
| 01/15/14 | 233.33058 | 1.01087 | 0.63179375 | 0.63179375 | 0.62266011 | |
| 07/15/14 | 237.44594 | 1.02870 | 0.64293750 | 0.64293750 | 0.62629574 | |
| 01/15/15 | 236.85403 | 1.02613 | 0.64133125 | 0.64133125 | 0.61748738 | |
| 07/15/15 | 237.14365 | 1.02739 | 0.64211875 | 0.64211875 | 0.61107711 | |
| 01/15/16 | 237.61129 | 1.02941 | 0.64338125 | 0.64338125 | 0.60517927 | |
| 07/15/16 | 239.70132 | 1.03847 | 0.64904375 | 0.64904375 | 0.60342680 | |
| 01/15/17 | 241.55919 | 1.04652 | 0.65407500 | 0.65407500 | 0.60105354 | |
| 07/15/17 | 244.61839 | 1.05977 | 0.66235625 | 0.66235625 | 0.60160609 | |
| 01/15/18 | 246.66571 | 1.06864 | 0.66790000 | 0.66790000 | 0.59960744 | |
| 07/15/18 | 251.01658 | 1.08749 | 0.67968125 | 0.67968125 | 0.60310904 | |
| 01/15/19 | 252.50248 | 1.09393 | 0.68370625 | 0.68370625 | 0.59964619 | |
| 07/15/19 | 255.79368 | 1.10819 | 0.69261875 | 0.69261875 | 0.60041945 | |
| 01/15/20 | 257.28368 | 1.11464 | 0.69665000 | 0.69665000 | 0.59691175 | |
| 07/15/20 | 256.39126 | 1.11077 | 0.69423125 | 0.69423125 | 0.58794220 | |
| 01/15/21 | 260.31619 | 1.12778 | 0.70486250 | 0.70486250 | 0.59002424 | |
| 07/15/21 | 268.02090 | 1.16116 | 0.72572500 | 0.72572500 | 0.60044401 | |
| 01/15/22 | 277.20274 | 1.20094 | 0.75058750 | 0.75058750 | 0.61381393 | |
| 07/15/22 | 290.54829 | 1.25875 | 0.78671875 | 0.78671875 | 0.63590157 | |
| 01/15/23 | 297.87606 | 1.29050 | 1,290.50000 | 0.80656250 | 1,291.30656250 | 1,031.65558195 |
| Total | 247.77305 | 13.21286858 | 260.98591858 | 0.00000069 | ||
| OID | 282.13000 | |||||
| Purchase Premium | -34.35695 | |||||