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
| Description | Series J-2002 | Dated Date | July 15, 1997 |
| CUSIP Number | 9128273A8 | Ref CPI on Dated Date | 160.15484 |
| Price before & after Applying Index Ratio and Yields to Maturity (YTM) - Real & Actual | ||||||||
|---|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM | Actual YTM |
| 07/09/97 | 07/15/97 | 160.15484 | 8,401,066 | 99.462000 | 1.00000 | 99.462000 | 3.744 | 6.103 |
| 10/08/97 | 10/15/97 | 160.63548 | 8,411,717 | 100.099701 | 1.00300 | 100.400000 | 3.601 | 6.023 |
| Total Auctioned | 16,812,783 | |||||||
| OID for Purchase on 10/15/97 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/15/97 | 160.63548 | 1.00300 | ||
| 1997 | 01/01/98 | 161.60000 | 1.00902 | 6.02 |
| 1998 | 01/01/99 | 164.00000 | 1.02401 | 14.99 |
| 1999 | 01/01/00 | 168.20000 | 1.05023 | 26.22 |
| 2000 | 01/01/01 | 174.00000 | 1.08645 | 36.22 |
| 2001 | 01/01/02 | 177.70000 | 1.10955 | 23.10 |
| 2002 | 07/15/02 | 179.80000 | 1.12266 | 13.11 |
| Total | 119.66 | |||
| Cash Flows per $1,000 Purchased on 10/15/97 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 6.023% YTM |
| 10/15/97 | 160.63548 | 1.00300 | -1,004.00000 | -9.08968750 | -1,013.08968750 | -1,013.08968750 |
| 01/15/98 | 161.55484 | 1.00874 | 18.28341250 | 18.28341250 | 18.01416623 | |
| 07/15/98 | 162.63548 | 1.01549 | 18.40575625 | 18.40575625 | 17.60452822 | |
| 01/15/99 | 164.00000 | 1.02401 | 18.56018125 | 18.56018125 | 17.23323277 | |
| 07/15/99 | 166.20000 | 1.03775 | 18.80921875 | 18.80921875 | 16.95388039 | |
| 01/15/00 | 168.24516 | 1.05052 | 19.04067500 | 19.04067500 | 16.66074872 | |
| 07/15/00 | 171.24516 | 1.06925 | 19.38015625 | 19.38015625 | 16.46202530 | |
| 01/15/01 | 174.04516 | 1.08673 | 19.69698125 | 19.69698125 | 16.24199897 | |
| 07/15/01 | 177.26129 | 1.10681 | 20.06093125 | 20.06093125 | 16.05849028 | |
| 01/15/02 | 177.56452 | 1.10871 | 20.09536875 | 20.09536875 | 15.61577058 | |
| 07/15/02 | 179.80000 | 1.12266 | 1,122.66000 | 20.34821250 | 1,143.00821250 | 862.24484643 |
| Total | 118.66000 | 183.59120625 | 302.25120625 | 0.00000039 | ||
| OID | 119.66000 | |||||
| Purchase Premium | -1.00000 | |||||