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

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/31/07 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 10/31/07
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 10/31/07207.929321.02468 
200701/01/08208.936001.029644.96
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
Total94.62
Cash Flows per $1,000 Purchased on 10/31/07
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
3.968% YTM
10/31/07207.929321.02468-1,026.67445-0.89589508-1,027.57034508-1,027.57034508
04/15/08211.366071.04162 10.4162000010.4162000010.23113538
10/15/08219.567481.08203 10.8203000010.8203000010.42131276
04/15/09211.633001.04293 10.4293000010.429300009.84933468
10/15/09215.569131.06233 10.6233000010.623300009.83738771
04/15/10216.712201.06796 10.6796000010.679600009.69714603
10/15/10218.146941.07503 10.7503000010.750300009.57145892
04/15/11220.729801.08776 10.8776000010.877600009.49640542
10/15/11226.203351.11473 11.1473000011.147300009.54255033
04/15/12227.130731.119301,119.3000011.193000001,130.49300000948.92361427
Total92.6255596.04100492188.666554920.00000042
OID94.62000
Purchase Premium-1.99445

Generated  08/12/20  08:51