3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2007
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 04/15/97 Held to Maturity
| Description | Series A-2007 | Dated Date | January 15, 1997 |
| CUSIP Number | 9128272M3 | Ref CPI on Dated Date | 158.43548 |
| Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) & Nominal Return | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Nominal Return |
| 01/29/97 | 02/06/97 | 158.60000 | 7,353,017 | 99.378646 | 1.00104 | 99.482000 | 3.449 | 5.905 |
| 04/08/97 | 04/15/97 | 159.33333 | 8,402,618 | 97.752742 | 1.00567 | 98.307000 | 3.651 | 6.108 |
| Total Auctioned | 15,755,635 | |||||||
| OID for Purchase on 04/15/97 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 04/15/97 | 159.33333 | 1.00567 | ||
| 1997 | 01/01/98 | 161.60000 | 1.01997 | 14.30 |
| 1998 | 01/01/99 | 164.00000 | 1.03512 | 15.15 |
| 1999 | 01/01/00 | 168.20000 | 1.06163 | 26.51 |
| 2000 | 01/01/01 | 174.00000 | 1.09824 | 36.61 |
| 2001 | 01/01/02 | 177.70000 | 1.12159 | 23.35 |
| 2002 | 01/01/03 | 181.30000 | 1.14431 | 22.72 |
| 2003 | 01/01/04 | 185.00000 | 1.16767 | 23.36 |
| 2004 | 01/01/05 | 190.90000 | 1.20491 | 37.24 |
| 2005 | 01/01/06 | 199.20000 | 1.25729 | 52.38 |
| 2006 | 01/01/07 | 201.80000 | 1.27370 | 16.41 |
| 2007 | 01/15/07 | 201.66452 | 1.27285 | -0.85 |
| Total | 267.18 | |||
| Cash Flows per $1,000 Purchased on 04/15/97 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 6.108% YTM |
| 04/15/97 | 159.33333 | 1.00567 | -983.07000 | -8.43846029 | -991.50846029 | -991.50846029 |
| 07/15/97 | 160.15484 | 1.01085 | 17.05809375 | 17.05809375 | 16.80205368 | |
| 01/15/98 | 161.55484 | 1.01969 | 17.20726875 | 17.20726875 | 16.44673639 | |
| 07/15/98 | 162.63548 | 1.02651 | 17.32235625 | 17.32235625 | 16.06610773 | |
| 01/15/99 | 164.00000 | 1.03512 | 17.46765000 | 17.46765000 | 15.72078068 | |
| 07/15/99 | 166.20000 | 1.04901 | 17.70204375 | 17.70204375 | 15.45962504 | |
| 01/15/00 | 168.24516 | 1.06192 | 17.91990000 | 17.91990000 | 15.18612769 | |
| 07/15/00 | 171.24516 | 1.08085 | 18.23934375 | 18.23934375 | 14.99880272 | |
| 01/15/01 | 174.04516 | 1.09852 | 18.53752500 | 18.53752500 | 14.79227776 | |
| 07/15/01 | 177.26129 | 1.11882 | 18.88008750 | 18.88008750 | 14.61918712 | |
| 01/15/02 | 177.56452 | 1.12074 | 18.91248750 | 18.91248750 | 14.21031795 | |
| 07/15/02 | 179.80000 | 1.13485 | 19.15059375 | 19.15059375 | 13.96282528 | |
| 01/15/03 | 181.30000 | 1.14431 | 19.31023125 | 19.31023125 | 13.66200543 | |
| 07/15/03 | 183.66452 | 1.15924 | 19.56217500 | 19.56217500 | 13.43012447 | |
| 01/15/04 | 184.77419 | 1.16624 | 19.68030000 | 19.68030000 | 13.11084041 | |
| 07/15/04 | 188.49677 | 1.18974 | 20.07686250 | 20.07686250 | 12.97868166 | |
| 01/15/05 | 190.94516 | 1.20519 | 20.33758125 | 20.33758125 | 12.75762862 | |
| 07/15/05 | 194.50968 | 1.22769 | 20.71726875 | 20.71726875 | 12.61069649 | |
| 01/15/06 | 198.47742 | 1.25273 | 21.13981875 | 21.13981875 | 12.48658713 | |
| 07/15/06 | 201.95161 | 1.27466 | 21.50988750 | 21.50988750 | 12.32867915 | |
| 01/15/07 | 201.66452 | 1.27285 | 1,272.85000 | 21.47934375 | 1,294.32934375 | 719.87837471 |
| Total | 289.78000 | 373.77235846 | 663.55235846 | -0.00000020 | ||
| OID | 267.18000 | |||||
| Purchase Discount | 22.60000 | |||||