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
| Description | Series C-2012 | Dated Date | July 15, 2002 |
| CUSIP Number | 912828AF7 | Ref CPI on Dated Date | 179.80000 |
| 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 |
| 07/10/02 | 07/15/02 | 179.80000 | 10,010,395 | 99.154000 | 1.00000 | 99.154000 | 3.099 | 5.627 |
| 10/09/02 | 10/15/02 | 180.37097 | 7,000,047 | 106.438525 | 1.00318 | 106.777000 | 2.260 | 4.814 |
| 01/08/03 | 01/15/03 | 181.30000 | 6,000,109 | 105.593351 | 1.00834 | 106.474000 | 2.340 | 4.909 |
| Total Auctioned | 23,010,551 | |||||||
| OID for Purchase on 10/15/02 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/15/02 | 180.37097 | 1.00318 | ||
| 2002 | 01/01/03 | 181.30000 | 1.00834 | 5.16 |
| 2003 | 01/01/04 | 185.00000 | 1.02892 | 20.58 |
| 2004 | 01/01/05 | 190.90000 | 1.06174 | 32.82 |
| 2005 | 01/01/06 | 199.20000 | 1.10790 | 46.16 |
| 2006 | 01/01/07 | 201.80000 | 1.12236 | 14.46 |
| 2007 | 01/01/08 | 208.93600 | 1.16205 | 39.69 |
| 2008 | 01/01/09 | 216.57300 | 1.20452 | 42.47 |
| 2009 | 01/01/10 | 216.17700 | 1.20232 | -2.20 |
| 2010 | 01/01/11 | 218.71100 | 1.21641 | 14.09 |
| 2011 | 01/01/12 | 226.42100 | 1.25929 | 42.88 |
| 2012 | 07/15/12 | 229.96306 | 1.27899 | 19.70 |
| Total | 275.81 | |||
| Cash Flows per $1,000 Purchased on 10/15/02 | ||||||
|---|---|---|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | ||||||
| Date | Ref CPI | Index Ratio | Principal | Interest | Total Cash Flow | Discounted @ 4.814% YTM |
| 10/15/02 | 180.37097 | 1.00318 | -1,067.77000 | -7.52385000 | -1,075.29385000 | -1,075.29385000 |
| 01/15/03 | 181.30000 | 1.00834 | 15.12510000 | 15.12510000 | 14.94629861 | |
| 07/15/03 | 183.66452 | 1.02149 | 15.32235000 | 15.32235000 | 14.78534896 | |
| 01/15/04 | 184.77419 | 1.02767 | 15.41505000 | 15.41505000 | 14.52519390 | |
| 07/15/04 | 188.49677 | 1.04837 | 15.72555000 | 15.72555000 | 14.46950403 | |
| 01/15/05 | 190.94516 | 1.06199 | 15.92985000 | 15.92985000 | 14.31298737 | |
| 07/15/05 | 194.50968 | 1.08181 | 16.22715000 | 16.22715000 | 14.23743166 | |
| 01/15/06 | 198.47742 | 1.10388 | 16.55820000 | 16.55820000 | 14.18643675 | |
| 07/15/06 | 201.95161 | 1.12320 | 16.84800000 | 16.84800000 | 14.09546334 | |
| 01/15/07 | 201.66452 | 1.12160 | 16.82400000 | 16.82400000 | 13.74456700 | |
| 07/15/07 | 207.25639 | 1.15271 | 17.29065000 | 17.29065000 | 13.79379995 | |
| 01/15/08 | 209.49645 | 1.16516 | 17.47740000 | 17.47740000 | 13.61508100 | |
| 07/15/08 | 215.63997 | 1.19933 | 17.98995000 | 17.98995000 | 13.68497979 | |
| 01/15/09 | 214.69971 | 1.19410 | 17.91150000 | 17.91150000 | 13.30506381 | |
| 07/15/09 | 213.51819 | 1.18753 | 17.81295000 | 17.81295000 | 12.92086692 | |
| 01/15/10 | 216.24610 | 1.20270 | 18.04050000 | 18.04050000 | 12.77836164 | |
| 07/15/10 | 218.08532 | 1.21293 | 18.19395000 | 18.19395000 | 12.58416495 | |
| 01/15/11 | 218.75255 | 1.21664 | 18.24960000 | 18.24960000 | 12.32598275 | |
| 07/15/11 | 225.38381 | 1.25353 | 18.80295000 | 18.80295000 | 12.40123671 | |
| 01/15/12 | 226.33474 | 1.25881 | 18.88215000 | 18.88215000 | 12.16077490 | |
| 07/15/12 | 229.96306 | 1.27899 | 1,278.99000 | 19.18485000 | 1,298.17485000 | 816.42030574 |
| Total | 211.22000 | 336.28785000 | 547.50785000 | -0.00000022 | ||
| OID | 275.81000 | |||||
| Purchase Premium | -64.59000 | |||||