2% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2012

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/30/07 Held to Maturity

DescriptionSeries J-2012Dated DateApril 15, 2007
CUSIP Number912828GN4Ref CPI on Dated Date202.92140
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
04/24/0704/30/07203.4629010,123,19899.4651611.0026799.7307332.1144.383
10/23/0710/31/07207.929327,157,942100.1946411.02468102.6674451.9543.968
Total Auctioned17,281,140
OID for Purchase on 04/30/07
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 04/30/07203.462901.00267 
200701/01/08208.936001.0296426.97
200801/01/09216.573001.0672837.64
200901/01/10216.177001.06532-1.96
201001/01/11218.711001.0778112.49
201101/01/12226.421001.1158138.00
201204/15/12227.130731.119303.49
Total116.63
Cash Flows per $1,000 Purchased on 04/30/07
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.383% YTM
04/30/07203.462901.00267-997.30733-0.82186066-998.12919066-998.12919066
10/15/07208.126481.02565 10.2565000010.2565000010.05441503
04/15/08211.366071.04162 10.4162000010.416200009.99201132
10/15/08219.567481.08203 10.8203000010.8203000010.15708046
04/15/09211.633001.04293 10.4293000010.429300009.58011526
10/15/09215.569131.06233 10.6233000010.623300009.54906838
04/15/10216.712201.06796 10.6796000010.679600009.39382633
10/15/10218.146941.07503 10.7503000010.750300009.25324599
04/15/11220.729801.08776 10.8776000010.877600009.16204861
10/15/11226.203351.11473 11.1473000011.147300009.18787714
04/15/12227.130731.119301,119.3000011.193000001,130.49300000911.79950262
Total121.99267106.37153934228.364209340.00000047
OID116.63000
Capital Gain5.36267

Generated  09/14/17  08:49