3.625% 5-Year Treasury Inflation Protected Security (TIPS) due July 15, 2002

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/15/97 Held to Maturity

DescriptionSeries J-2002Dated DateJuly 15, 1997
CUSIP Number9128273A8Ref CPI on Dated Date160.15484
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
07/09/9707/15/97160.154848,401,06699.4620001.0000099.4620003.7446.103
10/08/9710/15/97160.635488,411,717100.0997011.00300100.4000003.6016.023
Total Auctioned16,812,783
OID for Purchase on 10/15/97
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 10/15/97160.635481.00300 
199701/01/98161.600001.009026.02
199801/01/99164.000001.0240114.99
199901/01/00168.200001.0502326.22
200001/01/01174.000001.0864536.22
200101/01/02177.700001.1095523.10
200207/15/02179.800001.1226613.11
Total119.66
Cash Flows per $1,000 Purchased on 10/15/97
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
6.023% YTM
10/15/97160.635481.00300-1,004.00000-9.08968750-1,013.08968750-1,013.08968750
01/15/98161.554841.00874 18.2834125018.2834125018.01416623
07/15/98162.635481.01549 18.4057562518.4057562517.60452822
01/15/99164.000001.02401 18.5601812518.5601812517.23323277
07/15/99166.200001.03775 18.8092187518.8092187516.95388039
01/15/00168.245161.05052 19.0406750019.0406750016.66074872
07/15/00171.245161.06925 19.3801562519.3801562516.46202530
01/15/01174.045161.08673 19.6969812519.6969812516.24199897
07/15/01177.261291.10681 20.0609312520.0609312516.05849028
01/15/02177.564521.10871 20.0953687520.0953687515.61577058
07/15/02179.800001.122661,122.6600020.348212501,143.00821250862.24484643
Total118.66000183.59120625302.251206250.00000039
OID119.66000
Purchase Premium-1.00000

Generated  08/10/22  08:47