1.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2021

Auction Prices, OID, & Interest for $1,000 Purchase on 01/31/11

DescriptionSeries A-2021Dated DateJanuary 15, 2011
CUSIP Number912828PP9Ref CPI on Dated Date218.75255
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
01/20/1101/31/11218.8000313,259,04899.5779911.0002299.5998981.170
03/24/1103/31/11220.1893211,493,335101.9149691.00657102.5845500.920
05/19/1105/31/11223.3973911,925,858102.1904681.02123104.3599720.887
Total Auctioned36,678,240
OID for Purchase on 01/31/11
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/31/11218.800031.00022 
201101/01/12226.421001.0350634.84
201201/01/13231.317001.0574422.38
201301/01/14233.546001.0676310.19
201401/01/15237.433001.0854017.77
201501/01/16237.838001.087251.85
201601/01/17241.729001.1050317.78
201710/01/17244.786001.1190113.98
Total118.79
Interest net of Accrued on 01/31/11
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
01/31/11218.800031.00022-0.49734696
07/15/11225.383811.030315.79549375
01/15/12226.334741.034665.81996250
07/15/12229.963061.051255.91328125
01/15/13230.822031.055175.93533125
07/15/13232.717971.063845.98410000
01/15/14233.330581.066645.99985000
07/15/14237.445941.085456.10565625
01/15/15236.854031.082756.09046875
07/15/15237.143651.084076.09789375
01/15/16237.611291.086216.10993125
07/15/16239.701321.095766.16365000
01/15/17241.559191.104266.21146250
07/15/17244.618391.118246.29010000
Total78.01983429

Generated  08/11/17  08:57