2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Auction Prices, OID, & Interest for $1,000 Purchase on 01/31/07

DescriptionTIPS of January 2027Dated DateJanuary 15, 2007
CUSIP Number912810PS1Ref CPI on Dated Date201.66452
Price before & after Applying Index Ratio and Real Yield to Maturity (YTM)
AuctionIssuedRef CPIAmount
in 000's
Price
before IR
Index
Ratio
Price
after IR
Real
YTM
01/23/0701/31/07201.509689,188,50899.2899380.9992399.2134852.420
07/24/0707/31/07207.908267,293,92596.5800511.0309699.5701692.600
Total Auctioned16,482,433
OID for Purchase on 01/31/07
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/31/07201.509680.99923 
200701/01/08208.936001.0360636.83
200801/01/09216.573001.0739337.87
200901/01/10216.177001.07196-1.97
201001/01/11218.711001.0845312.57
201101/01/12226.421001.1227638.23
201201/01/13231.317001.1470424.28
201301/01/14233.546001.1580911.05
201401/01/15237.433001.1773719.28
201501/01/16237.838001.179372.00
201601/01/17241.729001.1986719.30
201701/01/18246.663001.2231424.47
Total223.91
Interest net of Accrued on 01/31/07
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
01/31/07201.509680.99923-1.04891547
07/15/07207.256391.0277312.20429375
01/15/08209.496451.0388412.33622500
07/15/08215.639971.0693012.69793750
01/15/09214.699711.0646412.64260000
07/15/09213.518191.0587812.57301250
01/15/10216.246101.0723112.73368125
07/15/10218.085321.0814312.84198125
01/15/11218.752551.0847312.88116875
07/15/11225.383811.1176213.27173750
01/15/12226.334741.1223313.32766875
07/15/12229.963061.1403213.54130000
01/15/13230.822031.1445813.59188750
07/15/13232.717971.1539913.70363125
01/15/14233.330581.1570213.73961250
07/15/14237.445941.1774313.98198125
01/15/15236.854031.1745013.94718750
07/15/15237.143651.1759313.96416875
01/15/16237.611291.1782513.99171875
07/15/16239.701321.1886114.11474375
01/15/17241.559191.1978314.22423125
07/15/17244.618391.2130014.40437500
Total279.66622828

Generated  11/16/17  23:35