2.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2017

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/16/07 Held to Maturity

DescriptionSeries A-2017Dated DateJanuary 15, 2007
CUSIP Number912828GD6Ref CPI on Dated Date201.66452
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
01/11/0701/16/07201.6548411,249,50899.3472470.9999599.3422802.4494.332
04/12/0704/16/07202.957506,000,019100.7879561.00641101.4340072.2844.143
Total Auctioned17,249,527
OID for Purchase on 01/16/07
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/16/07201.654840.99995 
200701/01/08208.936001.0360636.11
200801/01/09216.573001.0739337.87
200901/01/10216.177001.07196-1.97
201001/01/11218.711001.0845312.57
201101/01/12226.421001.1227638.23
201201/01/13231.317001.1470424.28
201301/01/14233.546001.1580911.05
201401/01/15237.433001.1773719.28
201501/01/16237.838001.179372.00
201601/01/17241.729001.1986719.30
201701/15/17241.559191.19783-0.84
Total197.88
Cash Flows per $1,000 Purchased on 01/16/07
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.332% YTM
01/16/07201.654840.99995-993.42280-0.06560445-993.48840445-993.48840445
07/15/07207.256391.02773 12.2042937512.2042937511.94697801
01/15/08209.496451.03884 12.3362250012.3362250011.82011471
07/15/08215.639971.06930 12.6979375012.6979375011.90876134
01/15/09214.699711.06464 12.6426000012.6426000011.60549855
07/15/09213.518191.05878 12.5730125012.5730125011.29693810
01/15/10216.246101.07231 12.7336812512.7336812511.19874546
07/15/10218.085321.08143 12.8419812512.8419812511.05455916
01/15/11218.752551.08473 12.8811687512.8811687510.85322143
07/15/11225.383811.11762 13.2717375013.2717375010.94523712
01/15/12226.334741.12233 13.3276687513.3276687510.75834777
07/15/12229.963061.14032 13.5413000013.5413000010.69906303
01/15/13230.822031.14458 13.5918875013.5918875010.51136592
07/15/13232.717971.15399 13.7036312513.7036312510.37311148
01/15/14233.330581.15702 13.7396125013.7396125010.17986136
07/15/14237.445941.17743 13.9819812513.9819812510.13981641
01/15/15236.854031.17450 13.9471875013.947187509.90015543
07/15/15237.143651.17593 13.9641687513.964168759.70207125
01/15/16237.611291.17825 13.9917187513.991718759.51512363
07/15/16239.701321.18861 14.1147437514.114743759.39529377
01/15/17241.559191.197831,197.8300014.224231251,212.05423125789.68413979
Total204.40720266.24516430470.65236430-0.00000072
OID197.88000
Capital Gain6.52720

Generated  03/15/17  09:39