2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017

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

DescriptionSeries D-2017Dated DateJuly 15, 2007
CUSIP Number912828GX2Ref CPI on Dated Date207.25639
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
07/12/0707/16/07207.297138,000,01198.9224151.0002098.9421992.7494.454
10/11/0710/15/07208.126486,000,020102.2923161.00420102.7219442.3604.064
Total Auctioned14,000,031
OID for Purchase on 07/16/07
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/16/07207.297131.00020 
200701/01/08208.936001.008107.90
200801/01/09216.573001.0449536.85
200901/01/10216.177001.04304-1.91
201001/01/11218.711001.0552712.23
201101/01/12226.421001.0924737.20
201201/01/13231.317001.1160923.62
201301/01/14233.546001.1268510.76
201401/01/15237.433001.1456018.75
201501/01/16237.838001.147551.95
201601/01/17241.729001.1663318.78
201707/15/17244.618391.1802713.94
Total180.07
Cash Flows per $1,000 Purchased on 07/16/07
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.454% YTM
07/16/07207.297131.00020-989.42199-0.07134579-989.49333579-989.49333579
01/15/08209.496451.01081 13.2668812513.2668812512.97939016
07/15/08215.639971.04045 13.6559062513.6559062513.06891176
01/15/09214.699711.03591 13.5963187513.5963187512.72839635
07/15/09213.518191.03021 13.5215062513.5215062512.38257250
01/15/10216.246101.04337 13.6942312513.6942312512.26752403
07/15/10218.085321.05225 13.8107812513.8107812512.10238487
01/15/11218.752551.05547 13.8530437513.8530437511.87493860
07/15/11225.383811.08746 14.2729125014.2729125011.96829331
01/15/12226.334741.09205 14.3331562514.3331562511.75695645
07/15/12229.963061.10956 14.5629750014.5629750011.68521296
01/15/13230.822031.11370 14.6173125014.6173125011.47327790
07/15/13232.717971.12285 14.7374062514.7374062511.31551931
01/15/14233.330581.12581 14.7762562514.7762562511.09816819
07/15/14237.445941.14566 15.0367875015.0367875011.04778984
01/15/15236.854031.14281 14.9993812514.9993812510.78020797
07/15/15237.143651.14420 15.0176250015.0176250010.55816645
01/15/16237.611291.14646 15.0472875015.0472875010.34853616
07/15/16239.701321.15654 15.1795875015.1795875010.21207806
01/15/17241.559191.16551 15.2973187515.2973187510.06706623
07/15/17244.618391.180271,180.2700015.491043751,195.76104375769.77794477
Total190.84801288.69637296479.544382960.00000009
OID180.07000
Capital Gain10.77801

Generated  06/14/17  08:54