3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2012
Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 01/15/02 Held to Maturity
| Description | Series A-2012 | Dated Date | January 15, 2002 |
| CUSIP Number | 9128277J5 | Ref CPI on Dated Date | 177.56452 |
| 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 |
| 01/09/02 | 01/15/02 | 177.56452 | 6,000,004 | 99.120000 | 1.00000 | 99.120000 | 3.480 | 5.986 |
| OID for Purchase on 01/15/02 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/15/02 | 177.56452 | 1.00000 | ||
| 2002 | 01/01/03 | 181.30000 | 1.02104 | 21.04 |
| 2003 | 01/01/04 | 185.00000 | 1.04187 | 20.83 |
| 2004 | 01/01/05 | 190.90000 | 1.07510 | 33.23 |
| 2005 | 01/01/06 | 199.20000 | 1.12185 | 46.75 |
| 2006 | 01/01/07 | 201.80000 | 1.13649 | 14.64 |
| 2007 | 01/01/08 | 208.93600 | 1.17668 | 40.19 |
| 2008 | 01/01/09 | 216.57300 | 1.21969 | 43.01 |
| 2009 | 01/01/10 | 216.17700 | 1.21746 | -2.23 |
| 2010 | 01/01/11 | 218.71100 | 1.23173 | 14.27 |
| 2011 | 01/01/12 | 226.42100 | 1.27515 | 43.42 |
| 2012 | 01/15/12 | 226.33474 | 1.27466 | -0.49 |
| Total | 274.66 | |||
| Cash Flows per $1,000 Purchased on 01/15/02 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 5.986% YTM |
| 01/15/02 | 177.56452 | 1.00000 | -991.20000 | 0.00000000 | -991.20000000 | -991.20000000 |
| 07/15/02 | 179.80000 | 1.01259 | 17.08745625 | 17.08745625 | 16.59089730 | |
| 01/15/03 | 181.30000 | 1.02104 | 17.23005000 | 17.23005000 | 16.24319494 | |
| 07/15/03 | 183.66452 | 1.03435 | 17.45465625 | 17.45465625 | 15.97675878 | |
| 01/15/04 | 184.77419 | 1.04060 | 17.56012500 | 17.56012500 | 15.60620977 | |
| 07/15/04 | 188.49677 | 1.06157 | 17.91399375 | 17.91399375 | 15.45805026 | |
| 01/15/05 | 190.94516 | 1.07536 | 18.14670000 | 18.14670000 | 15.20380936 | |
| 07/15/05 | 194.50968 | 1.09543 | 18.48538125 | 18.48538125 | 15.03749955 | |
| 01/15/06 | 198.47742 | 1.11778 | 18.86253750 | 18.86253750 | 14.89840550 | |
| 07/15/06 | 201.95161 | 1.13734 | 19.19261250 | 19.19261250 | 14.71859071 | |
| 01/15/07 | 201.66452 | 1.13573 | 19.16544375 | 19.16544375 | 14.27064072 | |
| 07/15/07 | 207.25639 | 1.16722 | 19.69683750 | 19.69683750 | 14.24011690 | |
| 01/15/08 | 209.49645 | 1.17983 | 19.90963125 | 19.90963125 | 13.97567292 | |
| 07/15/08 | 215.63997 | 1.21443 | 20.49350625 | 20.49350625 | 13.96748583 | |
| 01/15/09 | 214.69971 | 1.20914 | 20.40423750 | 20.40423750 | 13.50251910 | |
| 07/15/09 | 213.51819 | 1.20248 | 20.29185000 | 20.29185000 | 13.03792664 | |
| 01/15/10 | 216.24610 | 1.21785 | 20.55121875 | 20.55121875 | 12.82085330 | |
| 07/15/10 | 218.08532 | 1.22820 | 20.72587500 | 20.72587500 | 12.55407396 | |
| 01/15/11 | 218.75255 | 1.23196 | 20.78932500 | 20.78932500 | 12.22657049 | |
| 07/15/11 | 225.38381 | 1.26931 | 21.41960625 | 21.41960625 | 12.23117584 | |
| 01/15/12 | 226.33474 | 1.27466 | 1,274.66000 | 21.50988750 | 1,296.16988750 | 718.63954870 |
| Total | 283.46000 | 386.89093125 | 670.35093125 | 0.00000057 | ||
| OID | 274.66000 | |||||
| Purchase Discount | 8.80000 | |||||