3.625% 5-Year Treasury Inflation Protected Security (TIPS) due July 15, 2002

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/15/97 Held to Maturity

DescriptionSeries J-2002Dated DateJuly 15, 1997
CUSIP Number9128273A8Ref CPI on Dated Date160.15484
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
07/09/9707/15/97160.154848,401,06699.4620001.0000099.4620003.7446.103
10/08/9710/15/97160.635488,411,717100.0997011.00300100.4000003.6016.023
Total Auctioned16,812,783
OID for Purchase on 07/15/97
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/15/97160.154841.00000 
199701/01/98161.600001.009029.02
199801/01/99164.000001.0240114.99
199901/01/00168.200001.0502326.22
200001/01/01174.000001.0864536.22
200101/01/02177.700001.1095523.10
200207/15/02179.800001.1226613.11
Total122.66
Cash Flows per $1,000 Purchased on 07/15/97
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
6.103% YTM
07/15/97160.154841.00000-994.620000.00000000-994.62000000-994.62000000
01/15/98161.554841.00874 18.2834125018.2834125017.74203986
07/15/98162.635481.01549 18.4057562518.4057562517.33190310
01/15/99164.000001.02401 18.5601812518.5601812516.95981428
07/15/99166.200001.03775 18.8092187518.8092187516.67845930
01/15/00168.245161.05052 19.0406750019.0406750016.38376860
07/15/00171.245161.06925 19.3801562519.3801562516.18210566
01/15/01174.045161.08673 19.6969812519.6969812515.95966323
07/15/01177.261291.10681 20.0609312520.0609312515.77325898
01/15/02177.564521.10871 20.0953687520.0953687515.33248743
07/15/02179.800001.122661,122.6600020.348212501,143.00821250846.27649998
Total128.04000192.68089375320.720893750.00000042
OID122.66000
Capital Gain5.38000

Generated  06/14/17  08:54