Inflation-Linked Bonds Security Example

This example details the correct setup of a U.S. Treasury Inflation Index Security.

In this example:

Processing Security Type is equal to DBFLTP
First Coupon and Last Coupon Date are in sync, based on the Payment Frequency (Semiannual)
Dated Date CPI is populated with the value of the index that measures inflation on the Dated Date of the security

You enter values that measure inflation, based on the underlying index in the Variable Rate table.

SMF Field	Value

SMF Field	Value
Long Term Debt Identification
Issue Name (tag 961)	3-3/8% 10-Year Notes
Issue Description (tag 962)	Series A-2007
Ticker (tag 13)
CUSIP/SEDOL Check Digit Control Flag (tag 2292)
Primary Asset ID Type (tag 1432)	CUSIP
Primary Asset ID (tag 14)	9128272M3
Alt Asset ID Type (tag 5501)
Alt Asset ID (tag 1795)
Long Term Debt Xreference Identification
ISIN (tag 1955)
Sedol (tag 1958)
Reuters (tag 1961)
Bloomberg ID (tag 1964)
SICOVM (tag 1967)
Valoren (tag 1970)
CEDEL (tag 1973)
INTERNAL (tag 1976)
CINS (tag 1979)
XREF Exchange (tag 1981)	NYSE
Long Term Debt Details
Investment Type (tag 11)	FI
Processing Security Type (tag 3931)	DBFLTP
Security Type (tag 82)
Sub Security Type (tag 1464)
Quantity Type (tag 12)	PAR
Price Multiplier (tag 18)	0.0100
Quantity Scale (tag 19)	1.00
Country Of Risk (2288)
Country Of Risk Code (tag 10536)
Issue Country (tag 1418)	UNITED STATES
Issue Country Code (tag 2290)	US
Asset Currency (tag 85)	USD
Settlement Currency (tag 63)	USD
Income Currency (tag 1186)	USD
Issue Tax Type (tag 668)	STOCK
Primary Exchange (tag 2291)	NEW YORK STOCK EXCHANGE
Primary Exchange Code (tag 17)	NYSE
Region (tag 5423)
State Code (tag 1343)
Amount Issued (tag 1537)	0.0000
Amount Outstanding (tag 3130)	0.0000
Muni Industry Classification (tag 3130)
SIC Code (tag 1789)
Long Term Debt Coupon Periods
Coupon (tag 70)	3.375000
Coupon Type Code (tag 97)	Fixed Rate
Day Count Basis (tag 471)	ACT/ACT
Payment Frequency (tag 2287)	Semiannual
Payment Frequency Code (tag 472)	6_M
Business Day Convention (tag 1536)
Day of Month Override (tag 1533)
Interest Payment Timing (tag 1523)
Long Term Debt Dates
Issue Price (tag 69)	99.37500000
Issue Date (tag 68)	19970115
Dated Date (tag 1183)	19970115
First Coupon Date (tag 473)	19970715
Last Coupon Date (tag 474)	20070115 (see note that follows)
Maturity Date (tag 38)	20070115
Maturity Price (tag 42)	100.00
Long Term Debt Flags
Trading Flat (tag 3949)	No
Zero Coupon Indicator (tag 1300)	No
OID Indicator (tag 218)	Yes
Convertible Indicator (tag 1531)	No
Call Flag (tag 1182)
Put Flag (tag 1546)
Sink Flag (tag 1780)
US Federal Tax Indicator (tag 1545)
Muni Refund Indicator (tag 3132)
Muni Funding Flag (tag 3131)
AMT Flag (tag 3113)
Insured Flag (tag 3104)
Default Indicator (tag 1551)
Default Date (tag 10142)
IO/ PO Flag (tag 10143)
PIK Flag (tag 1777)
Restricted Flag (tag 1139)
Underlying Information
Underlying Issue Name	CPI-U
Underlying Ticker	CPI-U
Underlying Asset ID	CPI-U
Dated Date CPI	158.43548
ILB Calculation Type	ACT_3M (US / Canadian)
ILB Index Precision	5
ILB Deflation Protected Maturity	Yes
ILB Min Index Ratio	1.000000000000
Issuer Information
Credit Enhancement
Issuer ID Name
Issuer ID
Issuer Alias
Country Of Incorporation Code
Issuer Industry

Because this security has a normal Last Coupon Date value, the Last Coupon Date value can be equal to the Maturity Date value or be equal to the penultimate coupon date (that is, 20060715). If the coupon period is Long last coupon period or Short last coupon period, then the Last Coupon Date value must be equal to the penultimate coupon date.

Asset ID	Effective Date	Variable Rate	Schedule Period Types

Asset ID	Effective Date	Variable Rate
CPI-U	19960901	157.8
CPI-U	20031030	158.3
CPI-U	20040130	158.6