1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2013

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 07/15/03 Held to Maturity

DescriptionSeries C-2013Dated DateJuly 15, 2003
CUSIP Number912828BD1Ref CPI on Dated Date183.66452
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
07/09/0307/15/03183.6645211,000,00198.8810001.0000098.8810001.9994.427
10/09/0310/15/03184.216139,000,00196.9102691.0030097.2010002.2294.695
Total Auctioned20,000,002
OID for Purchase on 07/15/03
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/15/03183.664521.00000 
200301/01/04185.000001.007277.27
200401/01/05190.900001.0394032.13
200501/01/06199.200001.0845945.19
200601/01/07201.800001.0987414.15
200701/01/08208.936001.1376038.86
200801/01/09216.573001.1791841.58
200901/01/10216.177001.17702-2.16
201001/01/11218.711001.1908213.80
201101/01/12226.421001.2328041.98
201201/01/13231.317001.2594526.65
201307/15/13232.717971.267087.63
Total267.08
Cash Flows per $1,000 Purchased on 07/15/03
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.427% YTM
07/15/03183.664521.00000-988.810000.00000000-988.81000000-988.81000000
01/15/04184.774191.00604 9.431625009.431625009.22735519
07/15/04188.496771.02631 9.621656259.621656259.20939846
01/15/05190.945161.03964 9.746625009.746625009.12696526
07/15/05194.509681.05905 9.928593759.928593759.09600300
01/15/06198.477421.08065 10.1310937510.131093759.08050291
07/15/06201.951611.09957 10.3084687510.308468759.03937575
01/15/07201.664521.09800 10.2937500010.293750008.83097410
07/15/07207.256391.12845 10.5792187510.579218758.87931177
01/15/08209.496451.14065 10.6935937510.693593758.78092167
07/15/08215.639971.17410 11.0071875011.007187508.84267166
01/15/09214.699711.16898 10.9591875010.959187508.61343153
07/15/09213.518191.16254 10.8988125010.898812508.38045780
01/15/10216.246101.17740 11.0381250011.038125008.30375608
07/15/10218.085321.18741 11.1319687511.131968758.19298138
01/15/11218.752551.19104 11.1660000011.166000008.04004216
07/15/11225.383811.22715 11.5045312511.504531258.10439023
01/15/12226.334741.23233 11.5530937511.553093757.96233466
07/15/12229.963061.25208 11.7382500011.738250007.91473171
01/15/13230.822031.25676 11.7821250011.782125007.77225754
07/15/13232.717971.267081,267.0800011.878875001,278.95887500825.41213658
Total278.27000215.39278125493.66278125-0.00000053
OID267.08000
Capital Gain11.19000

Generated  03/15/17  09:39