3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2007

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 02/06/97 Held to Maturity

DescriptionSeries A-2007Dated DateJanuary 15, 1997
CUSIP Number9128272M3Ref CPI on Dated Date158.43548
Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual
AuctionIssuedRef CPIAmount
in 000's
Price
before IR
Index
Ratio
Price
after IR
Real
YTM
Actual
YTM
01/29/9702/06/97158.600007,353,01799.3786461.0010499.4820003.4495.905
04/08/9704/15/97159.333338,402,61897.7527421.0056798.3070003.6516.108
Total Auctioned15,755,635
OID for Purchase on 02/06/97
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 02/06/97158.600001.00104 
199701/01/98161.600001.0199718.93
199801/01/99164.000001.0351215.15
199901/01/00168.200001.0616326.51
200001/01/01174.000001.0982436.61
200101/01/02177.700001.1215923.35
200201/01/03181.300001.1443122.72
200301/01/04185.000001.1676723.36
200401/01/05190.900001.2049137.24
200501/01/06199.200001.2572952.38
200601/01/07201.800001.2737016.41
200701/15/07201.664521.27285-0.85
Total271.81
Cash Flows per $1,000 Purchased on 02/06/97
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
5.905% YTM
02/06/97158.600001.00104-994.82000-2.05323812-996.87323812-996.87323812
07/15/97160.154841.01085 17.0580937517.0580937516.62757078
01/15/98161.554841.01969 17.2072687517.2072687516.29192775
07/15/98162.635481.02651 17.3223562517.3223562515.93051166
01/15/99164.000001.03512 17.4676500017.4676500015.60340803
07/15/99166.200001.04901 17.7020437517.7020437515.35927156
01/15/00168.245161.06192 17.9199000017.9199000015.10236688
07/15/00171.245161.08085 18.2393437518.2393437514.93072403
01/15/01174.045161.09852 18.5375250018.5375250014.73959786
07/15/01177.261291.11882 18.8800875018.8800875014.58142986
01/15/02177.564521.12074 18.9124875018.9124875014.18753643
07/15/02179.800001.13485 19.1505937519.1505937513.95413128
01/15/03181.300001.14431 19.3102312519.3102312513.66690768
07/15/03183.664521.15924 19.5621750019.5621750013.44813782
01/15/04184.774191.16624 19.6803000019.6803000013.14131880
07/15/04188.496771.18974 20.0768625020.0768625013.02162867
01/15/05190.945161.20519 20.3375812520.3375812512.81241473
07/15/05194.509681.22769 20.7172687520.7172687512.67728962
01/15/06198.477421.25273 21.1398187521.1398187512.56485257
07/15/06201.951611.27466 21.5098875021.5098875012.41813857
01/15/07201.664521.272851,272.8500021.479343751,294.32934375725.81407417
Total278.03000380.15758063658.187580630.00000062
OID271.81000
Capital Gain6.22000

Generated  07/14/17  08:58