3% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2012

Auction Prices, OID, Cash Flows, & YTM for $1,000 Purchase on 10/15/02 Held to Maturity

DescriptionSeries C-2012Dated DateJuly 15, 2002
CUSIP Number912828AF7Ref CPI on Dated Date179.80000
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
07/10/0207/15/02179.8000010,010,39599.1540001.0000099.1540003.0995.627
10/09/0210/15/02180.370977,000,047106.4385251.00318106.7770002.2604.814
01/08/0301/15/03181.300006,000,109105.5933511.00834106.4740002.3404.909
Total Auctioned23,010,551
OID for Purchase on 10/15/02
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 10/15/02180.370971.00318 
200201/01/03181.300001.008345.16
200301/01/04185.000001.0289220.58
200401/01/05190.900001.0617432.82
200501/01/06199.200001.1079046.16
200601/01/07201.800001.1223614.46
200701/01/08208.936001.1620539.69
200801/01/09216.573001.2045242.47
200901/01/10216.177001.20232-2.20
201001/01/11218.711001.2164114.09
201101/01/12226.421001.2592942.88
201207/15/12229.963061.2789919.70
Total275.81
Cash Flows per $1,000 Purchased on 10/15/02
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
PrincipalInterestTotal
Cash Flow
Discounted @
4.814% YTM
10/15/02180.370971.00318-1,067.77000-7.52385000-1,075.29385000-1,075.29385000
01/15/03181.300001.00834 15.1251000015.1251000014.94629861
07/15/03183.664521.02149 15.3223500015.3223500014.78534896
01/15/04184.774191.02767 15.4150500015.4150500014.52519390
07/15/04188.496771.04837 15.7255500015.7255500014.46950403
01/15/05190.945161.06199 15.9298500015.9298500014.31298737
07/15/05194.509681.08181 16.2271500016.2271500014.23743166
01/15/06198.477421.10388 16.5582000016.5582000014.18643675
07/15/06201.951611.12320 16.8480000016.8480000014.09546334
01/15/07201.664521.12160 16.8240000016.8240000013.74456700
07/15/07207.256391.15271 17.2906500017.2906500013.79379995
01/15/08209.496451.16516 17.4774000017.4774000013.61508100
07/15/08215.639971.19933 17.9899500017.9899500013.68497979
01/15/09214.699711.19410 17.9115000017.9115000013.30506381
07/15/09213.518191.18753 17.8129500017.8129500012.92086692
01/15/10216.246101.20270 18.0405000018.0405000012.77836164
07/15/10218.085321.21293 18.1939500018.1939500012.58416495
01/15/11218.752551.21664 18.2496000018.2496000012.32598275
07/15/11225.383811.25353 18.8029500018.8029500012.40123671
01/15/12226.334741.25881 18.8821500018.8821500012.16077490
07/15/12229.963061.278991,278.9900019.184850001,298.17485000816.42030574
Total211.22000336.28785000547.50785000-0.00000022
OID275.81000
Purchase Premium-64.59000

Generated  02/13/24  08:46