2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017
Auction Prices, OID, & Interest for $1,000 Purchase on 07/16/07
| Description | Series D-2017 | Maturity Date | July 15, 2017 |
| CUSIP Number | 912828GX2 | Dated Date | July 15, 2007 |
| On Issue and Dated Dates | ||||||
|---|---|---|---|---|---|---|
| Date | Event | Ref CPI | Price before IR | Index Ratio | Price after IR | Real YTM |
| 07/16/07 | Issued | 207.29713 | 98.922415 | 1.00020 | 98.942199 | 2.749 |
| 10/15/07 | Re-issued | 208.12648 | 102.292316 | 1.00420 | 102.721944 | 2.360 |
| 07/15/07 | Dated | 207.25639 | 1.00000 | |||
| OID for Purchase on 07/16/07 | ||||
|---|---|---|---|---|
| Click Year for After Market OID | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/16/07 | 207.29713 | 1.00020 | ||
| 2007 | 01/01/08 | 208.93600 | 1.00810 | 7.90 |
| 2008 | 01/01/09 | 216.57300 | 1.04495 | 36.85 |
| 2009 | 01/01/10 | 216.17700 | 1.04304 | -1.91 |
| 2010 | 01/01/11 | 218.71100 | 1.05527 | 12.23 |
| 2011 | 01/01/12 | 226.42100 | 1.09247 | 37.20 |
| 2012 | 01/01/13 | 231.31700 | 1.11609 | 23.62 |
| 2013 | 07/01/13 | 232.53100 | 1.12195 | 5.86 |
| Total | 121.75 | |||
| Interest net of Accrued on 07/16/07 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 07/16/07 | 207.29713 | 1.00020 | -0.07134579 |
| 01/15/08 | 209.49645 | 1.01081 | 13.26688125 |
| 07/15/08 | 215.63997 | 1.04045 | 13.65590625 |
| 01/15/09 | 214.69971 | 1.03591 | 13.59631875 |
| 07/15/09 | 213.51819 | 1.03021 | 13.52150625 |
| 01/15/10 | 216.24610 | 1.04337 | 13.69423125 |
| 07/15/10 | 218.08532 | 1.05225 | 13.81078125 |
| 01/15/11 | 218.75255 | 1.05547 | 13.85304375 |
| 07/15/11 | 225.38381 | 1.08746 | 14.27291250 |
| 01/15/12 | 226.33474 | 1.09205 | 14.33315625 |
| 07/15/12 | 229.96306 | 1.10956 | 14.56297500 |
| 01/15/13 | 230.82203 | 1.11370 | 14.61731250 |
| Total | 153.11367921 | ||