0.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Interest and OID per $1,000 Face Value for 2017

CUSIP Number912828V49  
Dated DateJanuary 15, 2017Interest 07/15/17 (181 days)$1.8987
Ref CPI on Dated Date241.55919  
Original Issue DateJanuary 31, 2017Interest 01/15/18 (184 days)  
 Purchased on Settelment Date
& held to 01/01/18
Held on 01/31/17
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue01/31/17241.365130.99920160.1656 x1.733121.93  0.16560.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed02/01/17241.353000.99915170.1760 x1.722721.98  0.1760-0.05
Thu02/02/17241.355820.99916180.1863 x1.712421.97  0.1863-0.04
Fri02/03/17241.358640.99917190.1967 x1.702021.96  0.1967-0.03
Mon02/06/17241.367110.99920220.2277 x1.671021.93  0.22770.00
Tue02/07/17241.369930.99922230.2381 x1.660621.91  0.23810.02
Wed02/08/17241.372750.99923240.2484 x1.650321.90  0.24840.03
Thu02/09/17241.375570.99924250.2588 x1.639921.89  0.25880.04
Fri02/10/17241.378390.99925260.2691 x1.629621.88  0.26910.05
Mon02/13/17241.386860.99929290.3002 x1.598521.84  0.30020.09
Tue02/14/17241.389680.99930300.3106 x1.588121.83  0.31060.10
Wed02/15/17241.392500.99931310.3209 x1.577821.82  0.32090.11
Thu02/16/17241.395320.99932320.3313 x1.567421.81  0.33130.12
Fri02/17/17241.398140.99933330.3416 x1.557121.80  0.34160.13
Mon02/20/17241.406610.99937360.3727 x1.526021.76  0.37270.17
Tue02/21/17241.409430.99938370.3830 x1.515721.75  0.38300.18
Wed02/22/17241.412250.99939380.3934 x1.505321.74  0.39340.19
Thu02/23/17241.415070.99940390.4038 x1.494921.73  0.40380.20
Fri02/24/17241.417890.99942400.4141 x1.484621.71  0.41410.22
Mon02/27/17241.426360.99945430.4452 x1.453521.68  0.44520.25
Tue02/28/17241.429180.99946440.4556 x1.443121.67  0.45560.26
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed03/01/17241.432000.99947450.4659 x1.432821.66  0.46590.27
Thu03/02/17241.477390.99966460.4764 x1.422321.47  0.47640.46
Fri03/03/17241.522770.99985470.4868 x1.411921.28  0.48680.65
Mon03/06/17241.658941.00041500.5182 x1.380520.72  0.51821.21
Tue03/07/17241.704321.00060510.5286 x1.370120.53  0.52861.40
Wed03/08/17241.749711.00079520.5391 x1.359620.34  0.53911.59
Thu03/09/17241.795101.00098530.5496 x1.349120.15  0.54961.78
Fri03/10/17241.840481.00116540.5600 x1.338719.97  0.56001.96
Mon03/13/17241.976651.00173570.5915 x1.307219.40  0.59152.53
Tue03/14/17242.022031.00192580.6020 x1.296719.21  0.60202.72
Wed03/15/17242.067421.00210590.6125 x1.286219.03  0.61252.90
Thu03/16/17242.112811.00229600.6230 x1.275718.84  0.62303.09
Fri03/17/17242.158191.00248610.6335 x1.265218.65  0.63353.28
Mon03/20/17242.294351.00304640.6650 x1.233718.09  0.66503.84
Tue03/21/17242.339741.00323650.6755 x1.223217.90  0.67554.03
Wed03/22/17242.385131.00342660.6860 x1.212717.71  0.68604.22
Thu03/23/17242.430521.00361670.6966 x1.202117.52  0.69664.41
Fri03/24/17242.475901.00379680.7071 x1.191617.34  0.70714.59
Mon03/27/17242.612061.00436710.7387 x1.160016.77  0.73875.16
Tue03/28/17242.657451.00455720.7493 x1.149416.58  0.74935.35
Wed03/29/17242.702841.00473730.7598 x1.138916.40  0.75985.53
Thu03/30/17242.748231.00492740.7703 x1.128416.21  0.77035.72
Fri03/31/17242.793611.00511750.7809 x1.117816.02  0.78095.91
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon04/03/17242.889931.00551780.8125 x1.086215.62  0.81256.31
Tue04/04/17242.915401.00561790.8230 x1.075715.52  0.82306.41
Wed04/05/17242.940871.00572800.8335 x1.065215.41  0.83356.52
Thu04/06/17242.966331.00583810.8440 x1.054715.30  0.84406.63
Fri04/07/17242.991801.00593820.8545 x1.044215.20  0.85456.73
Mon04/10/17243.068201.00625850.8860 x1.012714.88  0.88607.05
Tue04/11/17243.093671.00635860.8965 x1.002214.78  0.89657.15
Wed04/12/17243.119131.00646870.9071 x0.991614.67  0.90717.26
Thu04/13/17243.144601.00656880.9176 x0.981114.57  0.91767.36
Fri04/14/17243.170071.00667890.9281 x0.970614.46  0.92817.47
Mon04/17/17243.246471.00698920.9597 x0.939014.15  0.95977.78
Tue04/18/17243.271931.00709930.9702 x0.928514.04  0.97027.89
Wed04/19/17243.297401.00720940.9808 x0.917913.93  0.98088.00
Thu04/20/17243.322871.00730950.9913 x0.907413.83  0.99138.10
Fri04/21/17243.348331.00741961.0018 x0.896913.72  1.00188.21
Mon04/24/17243.424731.00772991.0335 x0.865213.41  1.03358.52
Tue04/25/17243.450201.007831001.0440 x0.854713.30  1.04408.63
Wed04/26/17243.475671.007931011.0546 x0.844113.20  1.05468.73
Thu04/27/17243.501131.008041021.0651 x0.833613.09  1.06518.84
Fri04/28/17243.526601.008141031.0757 x0.823012.99  1.07578.94
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon05/01/17243.603001.008461061.1074 x0.791312.67  1.10749.26
Tue05/02/17243.609391.008491071.1178 x0.780912.64  1.11789.29
Wed05/03/17243.615771.008511081.1283 x0.770412.62  1.12839.31
Thu05/04/17243.622161.008541091.1388 x0.759912.59  1.13889.34
Fri05/05/17243.628551.008571101.1493 x0.749412.56  1.14939.37
Mon05/08/17243.647711.008651131.1807 x0.718012.48  1.18079.45
Tue05/09/17243.654101.008671141.1912 x0.707512.46  1.19129.47
Wed05/10/17243.660481.008701151.2017 x0.697012.43  1.20179.50
Thu05/11/17243.666871.008731161.2121 x0.686612.40  1.21219.53
Fri05/12/17243.673261.008751171.2226 x0.676112.38  1.22269.55
Mon05/15/17243.692421.008831201.2541 x0.644612.30  1.25419.63
Tue05/16/17243.698811.008861211.2646 x0.634112.27  1.26469.66
Wed05/17/17243.705191.008881221.2750 x0.623712.25  1.27509.68
Thu05/18/17243.711581.008911231.2855 x0.613212.22  1.28559.71
Fri05/19/17243.717971.008941241.2960 x0.602712.19  1.29609.74
Mon05/22/17243.737131.009021271.3275 x0.571212.11  1.32759.82
Tue05/23/17243.743521.009041281.3380 x0.560712.09  1.33809.84
Wed05/24/17243.749901.009071291.3484 x0.550312.06  1.34849.87
Thu05/25/17243.756291.009101301.3589 x0.539812.03  1.35899.90
Fri05/26/17243.762681.009121311.3694 x0.529312.01  1.36949.92
Mon05/29/17243.781841.009201341.4009 x0.497811.93  1.400910.00
Tue05/30/17243.788231.009231351.4114 x0.487311.90  1.411410.03
Wed05/31/17243.794611.009251361.4219 x0.476811.88  1.421910.05
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu06/01/17243.801001.009281371.4324 x0.466311.85  1.432410.08
Fri06/02/17243.825101.009381381.4430 x0.455711.75  1.443010.18
Mon06/05/17243.897401.009681411.4748 x0.423911.45  1.474810.48
Tue06/06/17243.921501.009781421.4854 x0.413311.35  1.485410.58
Wed06/07/17243.945601.009881431.4960 x0.402711.25  1.496010.68
Thu06/08/17243.969701.009981441.5066 x0.392111.15  1.506610.78
Fri06/09/17243.993801.010081451.5172 x0.381511.05  1.517210.88
Mon06/12/17244.066101.010381481.5491 x0.349610.75  1.549111.18
Tue06/13/17244.090201.010481491.5597 x0.339010.65  1.559711.28
Wed06/14/17244.114301.010581501.5703 x0.328410.55  1.570311.38
Thu06/15/17244.138401.010681511.5809 x0.317810.45  1.580911.48
Fri06/16/17244.162501.010781521.5916 x0.307110.35  1.591611.58
Mon06/19/17244.234801.011081551.6235 x0.275210.05  1.623511.88
Tue06/20/17244.258901.011181561.6341 x0.26469.95  1.634111.98
Wed06/21/17244.283001.011281571.6447 x0.25409.85  1.644712.08
Thu06/22/17244.307101.011381581.6554 x0.24339.75  1.655412.18
Fri06/23/17244.331201.011481591.6660 x0.23279.65  1.666012.28
Mon06/26/17244.403501.011771621.6979 x0.20089.36  1.697912.57
Tue06/27/17244.427601.011871631.7086 x0.19019.26  1.708612.67
Wed06/28/17244.451701.011971641.7192 x0.17959.16  1.719212.77
Thu06/29/17244.475801.012071651.7299 x0.16889.06  1.729912.87
Fri06/30/17244.499901.012171661.7405 x0.15828.96  1.740512.97
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon07/03/17244.537481.012331691.7723 x0.12648.80  1.772313.13
Tue07/04/17244.544231.012361701.7828 x0.11598.77  1.782813.16
Wed07/05/17244.550971.012391711.7934 x0.10538.74  1.793413.19
Thu07/06/17244.557711.012411721.8039 x0.09488.72  1.803913.21
Fri07/07/17244.564451.012441731.8144 x0.08438.69  1.814413.24
Mon07/10/17244.584681.012521761.8460 x0.05278.61  1.846013.32
Tue07/11/17244.591421.012551771.8566 x0.04218.58  1.856613.35
Wed07/12/17244.598161.012581781.8671 x0.03168.55  1.867113.38
Thu07/13/17244.604901.012611791.8777 x0.02108.52  1.877713.41
Fri07/14/17244.611651.012641801.8882 x0.01058.49  1.888213.44
Sat07/15/17244.618391.0126600.0000  0.00008.47 x1.898713.46
Mon07/17/17244.631871.0127220.0206  -0.02068.41 x1.919313.52
Tue07/18/17244.638611.0127530.0310  -0.03108.38 x1.929713.55
Wed07/19/17244.645351.0127840.0413  -0.04138.35 x1.940013.58
Thu07/20/17244.652101.0128050.0516  -0.05168.33 x1.950313.60
Fri07/21/17244.658841.0128360.0619  -0.06198.30 x1.960613.63
Mon07/24/17244.679061.0129290.0929  -0.09298.21 x1.991613.72
Tue07/25/17244.685811.01294100.1032  -0.10328.19 x2.001913.74
Wed07/26/17244.692551.01297110.1135  -0.11358.16 x2.012213.77
Thu07/27/17244.699291.01300120.1239  -0.12398.13 x2.022613.80
Fri07/28/17244.706031.01303130.1342  -0.13428.10 x2.032913.83
Mon07/31/17244.726261.01311160.1652  -0.16528.02 x2.063913.91
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue08/01/17244.733001.01314170.1755  -0.17557.99 x2.074213.94
Wed08/02/17244.740161.01317180.1858  -0.18587.96 x2.084513.97
Thu08/03/17244.747321.01320190.1962  -0.19627.93 x2.094914.00
Fri08/04/17244.754481.01323200.2065  -0.20657.90 x2.105214.03
Mon08/07/17244.775971.01332230.2375  -0.23757.81 x2.136214.12
Tue08/08/17244.783131.01335240.2478  -0.24787.78 x2.146514.15
Wed08/09/17244.790291.01338250.2582  -0.25827.75 x2.156914.18
Thu08/10/17244.797451.01341260.2685  -0.26857.72 x2.167214.21
Fri08/11/17244.804611.01344270.2788  -0.27887.69 x2.177514.24
Mon08/14/17244.826101.01352300.3098  -0.30987.61 x2.208514.32
Tue08/15/17244.833261.01355310.3202  -0.32027.58 x2.218914.35
Wed08/16/17244.840421.01358320.3305  -0.33057.55 x2.229214.38
Thu08/17/17244.847581.01361330.3409  -0.34097.52 x2.239614.41
Fri08/18/17244.854741.01364340.3512  -0.35127.49 x2.249914.44
Mon08/21/17244.876231.01373370.3822  -0.38227.40 x2.280914.53
Tue08/22/17244.883391.01376380.3926  -0.39267.37 x2.291314.56
Wed08/23/17244.890551.01379390.4029  -0.40297.34 x2.301614.59
Thu08/24/17244.897711.01382400.4132  -0.41327.31 x2.311914.62
Fri08/25/17244.904871.01385410.4236  -0.42367.28 x2.322314.65
Mon08/28/17244.926351.01394440.4546  -0.45467.19 x2.353314.74
Tue08/29/17244.933521.01397450.4650  -0.46507.16 x2.363714.77
Wed08/30/17244.940681.01400460.4753  -0.47537.13 x2.374014.80
Thu08/31/17244.947841.01403470.4857  -0.48577.10 x2.384414.83
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri09/01/17244.955001.01406480.4960  -0.49607.07 x2.394714.86
Mon09/04/17244.938101.01399510.5270  -0.52707.14 x2.425714.79
Tue09/05/17244.932471.01396520.5373  -0.53737.17 x2.436014.76
Wed09/06/17244.926831.01394530.5476  -0.54767.19 x2.446314.74
Thu09/07/17244.921201.01392540.5579  -0.55797.21 x2.456614.72
Fri09/08/17244.915571.01389550.5682  -0.56827.24 x2.466914.69
Mon09/11/17244.898671.01382580.5992  -0.59927.31 x2.497914.62
Tue09/12/17244.893031.01380590.6095  -0.60957.33 x2.508214.60
Wed09/13/17244.887401.01378600.6198  -0.61987.35 x2.518514.58
Thu09/14/17244.881771.01375610.6302  -0.63027.38 x2.528914.55
Fri09/15/17244.876131.01373620.6405  -0.64057.40 x2.539214.53
Mon09/18/17244.859231.01366650.6714  -0.67147.47 x2.570114.46
Tue09/19/17244.853601.01364660.6817  -0.68177.49 x2.580414.44
Wed09/20/17244.847971.01361670.6920  -0.69207.52 x2.590714.41
Thu09/21/17244.842331.01359680.7024  -0.70247.54 x2.601114.39
Fri09/22/17244.836701.01357690.7127  -0.71277.56 x2.611414.37
Mon09/25/17244.819801.01350720.7436  -0.74367.63 x2.642314.30
Tue09/26/17244.814171.01347730.7539  -0.75397.66 x2.652614.27
Wed09/27/17244.808531.01345740.7642  -0.76427.68 x2.662914.25
Thu09/28/17244.802901.01343750.7745  -0.77457.70 x2.673214.23
Fri09/29/17244.797271.01340760.7848  -0.78487.73 x2.683514.20
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon10/02/17244.809651.01346790.8159  -0.81597.67 x2.714614.26
Tue10/03/17244.833291.01355800.8263  -0.82637.58 x2.725014.35
Wed10/04/17244.856941.01365810.8367  -0.83677.48 x2.735414.45
Thu10/05/17244.880581.01375820.8471  -0.84717.38 x2.745814.55
Fri10/06/17244.904231.01385830.8575  -0.85757.28 x2.756214.65
Mon10/09/17244.975161.01414860.8888  -0.88886.99 x2.787514.94
Tue10/10/17244.998811.01424870.8992  -0.89926.89 x2.797915.04
Wed10/11/17245.022451.01434880.9096  -0.90966.79 x2.808315.14
Thu10/12/17245.046101.01444890.9200  -0.92006.69 x2.818715.24
Fri10/13/17245.069741.01453900.9304  -0.93046.60 x2.829115.33
Mon10/16/17245.140681.01483930.9617  -0.96176.30 x2.860415.63
Tue10/17/17245.164321.01492940.9722  -0.97226.21 x2.870915.72
Wed10/18/17245.187971.01502950.9826  -0.98266.11 x2.881315.82
Thu10/19/17245.211611.01512960.9931  -0.99316.01 x2.891815.92
Fri10/20/17245.235261.01522971.0035  -1.00355.91 x2.902216.02
Mon10/23/17245.306191.015511001.0348  -1.03485.62 x2.933516.31
Tue10/24/17245.329841.015611011.0453  -1.04535.52 x2.944016.41
Wed10/25/17245.353481.015711021.0557  -1.05575.42 x2.954416.51
Thu10/26/17245.377131.015811031.0662  -1.06625.32 x2.964916.61
Fri10/27/17245.400771.015901041.0766  -1.07665.23 x2.975316.70
Mon10/30/17245.471711.016201071.1080  -1.10804.93 x3.006717.00
Tue10/31/17245.495351.016291081.1185  -1.11854.84 x3.017217.09
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed11/01/17245.519001.016391091.1289  -1.12894.74 x3.027617.19
Thu11/02/17245.562331.016571101.1395  -1.13954.56 x3.038217.37
Fri11/03/17245.605671.016751111.1501  -1.15014.38 x3.048817.55
Mon11/06/17245.735671.017291141.1818  -1.18183.84 x3.080518.09
Tue11/07/17245.779001.017471151.1923  -1.19233.66 x3.091018.27
Wed11/08/17245.822331.017651161.2029  -1.20293.48 x3.101618.45
Thu11/09/17245.865671.017831171.2135  -1.21353.30 x3.112218.63
Fri11/10/17245.909001.018011181.2241  -1.22413.12 x3.122818.81
Mon11/13/17246.039001.018551211.2559  -1.25592.58 x3.154619.35
Tue11/14/17246.082331.018721221.2665  -1.26652.41 x3.165219.52
Wed11/15/17246.125671.018901231.2771  -1.27712.23 x3.175819.70
Thu11/16/17246.169001.019081241.2877  -1.28772.05 x3.186419.88
Fri11/17/17246.212331.019261251.2983  -1.29831.87 x3.197020.06
Mon11/20/17246.342331.019801281.3302  -1.33021.33 x3.228920.60
Tue11/21/17246.385671.019981291.3408  -1.34081.15 x3.239520.78
Wed11/22/17246.429001.020161301.3514  -1.35140.97 x3.250120.96
Thu11/23/17246.472331.020341311.3621  -1.36210.79 x3.260821.14
Fri11/24/17246.515671.020521321.3727  -1.37270.61 x3.271421.32
Mon11/27/17246.645671.021061351.4047  -1.40470.07 x3.303421.86
Tue11/28/17246.689001.021241361.4153  -1.4153-0.11 x3.314022.04
Wed11/29/17246.732331.021421371.4260  -1.4260-0.29 x3.324722.22
Thu11/30/17246.775671.021601381.4366  -1.4366-0.47 x3.335322.40
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri12/01/17246.819001.021771391.4473  -1.4473-0.64 x3.346022.57
Mon12/04/17246.803901.021711421.4784  -1.4784-0.58 x3.377122.51
Tue12/05/17246.798871.021691431.4888  -1.4888-0.56 x3.387522.49
Wed12/06/17246.793841.021671441.4992  -1.4992-0.54 x3.397922.47
Thu12/07/17246.788811.021651451.5096  -1.5096-0.52 x3.408322.45
Fri12/08/17246.783771.021631461.5200  -1.5200-0.50 x3.418722.43
Mon12/11/17246.768681.021571491.5511  -1.5511-0.44 x3.449822.37
Tue12/12/17246.763651.021551501.5615  -1.5615-0.42 x3.460222.35
Wed12/13/17246.758611.021521511.5718  -1.5718-0.39 x3.470522.32
Thu12/14/17246.753581.021501521.5822  -1.5822-0.37 x3.480922.30
Fri12/15/17246.748551.021481531.5926  -1.5926-0.35 x3.491322.28
Mon12/18/17246.733451.021421561.6237  -1.6237-0.29 x3.522422.22
Tue12/19/17246.728421.021401571.6341  -1.6341-0.27 x3.532822.20
Wed12/20/17246.723391.021381581.6445  -1.6445-0.25 x3.543222.18
Thu12/21/17246.718351.021361591.6549  -1.6549-0.23 x3.553622.16
Fri12/22/17246.713321.021341601.6652  -1.6652-0.21 x3.563922.14
Mon12/25/17246.698231.021271631.6963  -1.6963-0.14 x3.595022.07
Tue12/26/17246.693191.021251641.7067  -1.7067-0.12 x3.605422.05
Wed12/27/17246.688161.021231651.7171  -1.7171-0.10 x3.615822.03
Thu12/28/17246.683131.021211661.7275  -1.7275-0.08 x3.626222.01
Fri12/29/17246.678101.021191671.7378  -1.7378-0.06 x3.636521.99
Mon01/01/18246.663001.02113

Generated  12/13/17  10:09