3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2012

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/15/02 Held to Maturity

DescriptionSeries A-2012Dated DateJanuary 15, 2002
CUSIP Number9128277J5Ref CPI on Dated Date177.56452
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
01/09/0201/15/02177.564526,000,00499.1200001.0000099.1200003.4805.986
OID for Purchase on 01/15/02
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/15/02177.564521.00000 
200201/01/03181.300001.0210421.04
200301/01/04185.000001.0418720.83
200401/01/05190.900001.0751033.23
200501/01/06199.200001.1218546.75
200601/01/07201.800001.1364914.64
200701/01/08208.936001.1766840.19
200801/01/09216.573001.2196943.01
200901/01/10216.177001.21746-2.23
201001/01/11218.711001.2317314.27
201101/01/12226.421001.2751543.42
201201/15/12226.334741.27466-0.49
Total274.66
Cash Flows per $1,000 Purchased on 01/15/02
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
5.986% YTM
01/15/02177.564521.00000-991.200000.00000000-991.20000000-991.20000000
07/15/02179.800001.01259 17.0874562517.0874562516.59089730
01/15/03181.300001.02104 17.2300500017.2300500016.24319494
07/15/03183.664521.03435 17.4546562517.4546562515.97675878
01/15/04184.774191.04060 17.5601250017.5601250015.60620977
07/15/04188.496771.06157 17.9139937517.9139937515.45805026
01/15/05190.945161.07536 18.1467000018.1467000015.20380936
07/15/05194.509681.09543 18.4853812518.4853812515.03749955
01/15/06198.477421.11778 18.8625375018.8625375014.89840550
07/15/06201.951611.13734 19.1926125019.1926125014.71859071
01/15/07201.664521.13573 19.1654437519.1654437514.27064072
07/15/07207.256391.16722 19.6968375019.6968375014.24011690
01/15/08209.496451.17983 19.9096312519.9096312513.97567292
07/15/08215.639971.21443 20.4935062520.4935062513.96748583
01/15/09214.699711.20914 20.4042375020.4042375013.50251910
07/15/09213.518191.20248 20.2918500020.2918500013.03792664
01/15/10216.246101.21785 20.5512187520.5512187512.82085330
07/15/10218.085321.22820 20.7258750020.7258750012.55407396
01/15/11218.752551.23196 20.7893250020.7893250012.22657049
07/15/11225.383811.26931 21.4196062521.4196062512.23117584
01/15/12226.334741.274661,274.6600021.509887501,296.16988750718.63954870
Total283.46000386.89093125670.350931250.00000057
OID274.66000
Capital Gain8.80000

Generated  03/15/17  09:39