| Nominal | EUR 1.5 billion | ||||
| Maturity | 25 july 2013 | ||||
| Coupon accrual date | 25 july 1998 | ||||
| Launch date | 17 march 1999 | ||||
| Payment date | 1st april 1999 | ||||
| Base reference | daily inflation reference on coupon accrual date | ||||
| Real coupon | 3.15% fixed coupon | ||||
| Coupon paid |
annual post-determined coupon, calculated according to the following formula : C real x Nominal x indexation coefficient |
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| First coupon | accrued | ||||
| Reference index | consumer price index (CPI), excluding tobacco, published monthly by INSEE | ||||
| Daily inflation reference | identical method to that used for OATi: Where: NJm = number of days in month m Nj = day in month IPCm-i = price index for month m-i For example, on the first day of the month: Reference 1 = IPC m-3 |
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| Indexation coefficient |
(SD = settlement date) |
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| Indexation method | all flows (accrued interest, full coupon, principal) are determined using the indexation coefficient. | ||||
| Accrued interest |
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| Guaranteed redemption | Nominal | ||||
| Redemption at maturity | R = max (Nominal x CI ; Nominal) |
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