0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2018
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 08/30/13 Held to Maturity
| Description | Series X-2018 | Dated Date | April 15, 2013 |
| CUSIP Number | 912828UX6 | Ref CPI on Dated Date | 231.16013 |
| 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 |
| 04/18/13 | 04/30/13 | 232.10313 | 18,000,010 | 107.382589 | 1.00408 | 107.820710 | -1.311 | 0.052 |
| 08/22/13 | 08/30/13 | 233.46794 | 16,000,013 | 101.169475 | 1.00998 | 102.179146 | -0.127 | 1.215 |
| 12/19/13 | 12/31/13 | 233.56545 | 16,000,012 | 102.163581 | 1.01041 | 103.227104 | -0.375 | 1.062 |
| Total Auctioned | 50,000,035 | |||||||
| OID for Purchase on 08/30/13 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 08/30/13 | 233.46794 | 1.00998 | ||
| 2013 | 01/01/14 | 233.54600 | 1.01032 | 0.34 |
| 2014 | 01/01/15 | 237.43300 | 1.02714 | 16.82 |
| 2015 | 01/01/16 | 237.83800 | 1.02889 | 1.75 |
| 2016 | 01/01/17 | 241.72900 | 1.04572 | 16.83 |
| 2017 | 01/01/18 | 246.66300 | 1.06707 | 21.35 |
| 2018 | 04/15/18 | 248.39153 | 1.07454 | 7.47 |
| Total | 64.56 | |||
| Cash Flows per $1,000 Purchased on 08/30/13 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 1.215% YTM |
| 08/30/13 | 233.46794 | 1.00998 | -1,021.79146 | -0.47256578 | -1,022.26402578 | -1,022.26402578 |
| 10/15/13 | 233.72290 | 1.01109 | 0.63193125 | 0.63193125 | 0.63096976 | |
| 04/15/14 | 234.31967 | 1.01367 | 0.63354375 | 0.63354375 | 0.62875947 | |
| 10/15/14 | 238.07026 | 1.02989 | 0.64368125 | 0.64368125 | 0.63496240 | |
| 04/15/15 | 234.18067 | 1.01307 | 0.63316875 | 0.63316875 | 0.62082020 | |
| 10/15/15 | 238.50135 | 1.03176 | 0.64485000 | 0.64485000 | 0.62845515 | |
| 04/15/16 | 237.00700 | 1.02529 | 0.64080625 | 0.64080625 | 0.62074259 | |
| 10/15/16 | 240.74003 | 1.04144 | 0.65090000 | 0.65090000 | 0.62671241 | |
| 04/15/17 | 243.19553 | 1.05207 | 0.65754375 | 0.65754375 | 0.62928575 | |
| 10/15/17 | 245.11703 | 1.06038 | 0.66273750 | 0.66273750 | 0.63042584 | |
| 04/15/18 | 248.39153 | 1.07454 | 1,074.54000 | 0.67158750 | 1,075.21158750 | 1,016.61289220 |
| Total | 52.74854 | 5.99818422 | 58.74672422 | -0.00000003 | ||
| OID | 64.56000 | |||||
| Purchase Premium | -11.81146 | |||||