2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017

Auction Prices, OID, & Interest for $1,000 Purchase on 07/16/07

DescriptionSeries D-2017Dated DateJuly 15, 2007
CUSIP Number912828GX2Ref CPI on Dated Date207.25639
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
07/12/0707/16/07207.297138,000,01198.9224151.0002098.9421992.749
10/11/0710/15/07208.126486,000,020102.2923161.00420102.7219442.360
Total Auctioned14,000,031
OID for Purchase on 07/16/07
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/16/07207.297131.00020 
200701/01/08208.936001.008107.90
200801/01/09216.573001.0449536.85
200901/01/10216.177001.04304-1.91
201001/01/11218.711001.0552712.23
201101/01/12226.421001.0924737.20
201201/01/13231.317001.1160923.62
201301/01/14233.546001.1268510.76
201401/01/15237.433001.1456018.75
201501/01/16237.838001.147551.95
201601/01/17241.729001.1663318.78
201704/01/17242.839001.171685.35
Total171.48
Interest net of Accrued on 07/16/07
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
07/16/07207.297131.00020-0.07134579
01/15/08209.496451.0108113.26688125
07/15/08215.639971.0404513.65590625
01/15/09214.699711.0359113.59631875
07/15/09213.518191.0302113.52150625
01/15/10216.246101.0433713.69423125
07/15/10218.085321.0522513.81078125
01/15/11218.752551.0554713.85304375
07/15/11225.383811.0874614.27291250
01/15/12226.334741.0920514.33315625
07/15/12229.963061.1095614.56297500
01/15/13230.822031.1137014.61731250
07/15/13232.717971.1228514.73740625
01/15/14233.330581.1258114.77625625
07/15/14237.445941.1456615.03678750
01/15/15236.854031.1428114.99938125
07/15/15237.143651.1442015.01762500
01/15/16237.611291.1464615.04728750
07/15/16239.701321.1565415.17958750
01/15/17241.559191.1655115.29731875
Total273.20532921

Generated  02/15/17  09:35