3.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2008
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/15/98 Held to Maturity
| Description | Series A-2008 | Dated Date | January 15, 1998 |
| CUSIP Number | 9128273T7 | Ref CPI on Dated Date | 161.55484 |
| 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 |
| 01/08/98 | 01/15/98 | 161.55484 | 8,408,613 | 99.130000 | 1.00000 | 99.130000 | 3.730 | 6.363 |
| 10/07/98 | 10/15/98 | 163.29032 | 8,400,538 | 99.797178 | 1.01074 | 100.869000 | 3.651 | 6.397 |
| Total Auctioned | 16,809,151 | |||||||
| OID for Purchase on 10/15/98 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/15/98 | 163.29032 | 1.01074 | ||
| 1998 | 01/01/99 | 164.00000 | 1.01514 | 4.40 |
| 1999 | 01/01/00 | 168.20000 | 1.04113 | 25.99 |
| 2000 | 01/01/01 | 174.00000 | 1.07703 | 35.90 |
| 2001 | 01/01/02 | 177.70000 | 1.09994 | 22.91 |
| 2002 | 01/01/03 | 181.30000 | 1.12222 | 22.28 |
| 2003 | 01/01/04 | 185.00000 | 1.14512 | 22.90 |
| 2004 | 01/01/05 | 190.90000 | 1.18164 | 36.52 |
| 2005 | 01/01/06 | 199.20000 | 1.23302 | 51.38 |
| 2006 | 01/01/07 | 201.80000 | 1.24911 | 16.09 |
| 2007 | 01/01/08 | 208.93600 | 1.29328 | 44.17 |
| 2008 | 01/15/08 | 209.49645 | 1.29675 | 3.47 |
| Total | 286.01 | |||
| Cash Flows per $1,000 Purchased on 10/15/98 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 6.397% YTM |
| 10/15/98 | 163.29032 | 1.01074 | -1,008.69000 | -9.15983125 | -1,017.84983125 | -1,017.84983125 |
| 01/15/99 | 164.00000 | 1.01514 | 18.39941250 | 18.39941250 | 18.11204279 | |
| 07/15/99 | 166.20000 | 1.02875 | 18.64609375 | 18.64609375 | 17.78600057 | |
| 01/15/00 | 168.24516 | 1.04141 | 18.87555625 | 18.87555625 | 17.44685518 | |
| 07/15/00 | 171.24516 | 1.05998 | 19.21213750 | 19.21213750 | 17.20758971 | |
| 01/15/01 | 174.04516 | 1.07731 | 19.52624375 | 19.52624375 | 16.94689043 | |
| 07/15/01 | 177.26129 | 1.09722 | 19.88711250 | 19.88711250 | 16.72514936 | |
| 01/15/02 | 177.56452 | 1.09910 | 19.92118750 | 19.92118750 | 16.23455752 | |
| 07/15/02 | 179.80000 | 1.11293 | 20.17185625 | 20.17185625 | 15.92935007 | |
| 01/15/03 | 181.30000 | 1.12222 | 20.34023750 | 20.34023750 | 15.56449989 | |
| 07/15/03 | 183.66452 | 1.13686 | 20.60558750 | 20.60558750 | 15.27886563 | |
| 01/15/04 | 184.77419 | 1.14372 | 20.72992500 | 20.72992500 | 14.89466706 | |
| 07/15/04 | 188.49677 | 1.16677 | 21.14770625 | 21.14770625 | 14.72391485 | |
| 01/15/05 | 190.94516 | 1.18192 | 21.42230000 | 21.42230000 | 14.45283630 | |
| 07/15/05 | 194.50968 | 1.20399 | 21.82231875 | 21.82231875 | 14.26641459 | |
| 01/15/06 | 198.47742 | 1.22855 | 22.26746875 | 22.26746875 | 14.10625584 | |
| 07/15/06 | 201.95161 | 1.25005 | 22.65715625 | 22.65715625 | 13.90827481 | |
| 01/15/07 | 201.66452 | 1.24827 | 22.62489375 | 22.62489375 | 13.45802625 | |
| 07/15/07 | 207.25639 | 1.28289 | 23.25238125 | 23.25238125 | 13.40260495 | |
| 01/15/08 | 209.49645 | 1.29675 | 1,296.75000 | 23.50359375 | 1,320.25359375 | 737.40503526 |
| Total | 288.06000 | 385.85333750 | 673.91333750 | -0.00000019 | ||
| OID | 286.01000 | |||||
| Purchase Discount | 2.05000 | |||||