2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2041

Auction Prices, OID, & Interest for $1,000 Purchase on 02/28/11

DescriptionTIPS of February 2041Dated DateFebruary 15, 2011
CUSIP Number912810QP6Ref CPI on Dated Date218.99100
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
02/17/1102/28/11219.165579,494,44998.5765451.0008098.6554062.190
06/23/1106/30/11224.858037,225,388108.7843781.02679111.6987111.744
10/20/1110/31/11226.524907,266,179128.5318031.03440132.9532970.999
Total Auctioned23,986,016
OID for Purchase on 02/28/11
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 02/28/11219.165571.00080 
201101/01/12226.421001.0339333.13
201201/01/13231.317001.0562922.36
201301/01/14233.546001.0664610.17
201401/01/15237.433001.0842117.75
201501/01/16237.838001.086061.85
201601/01/17241.729001.1038317.77
201704/01/17242.839001.108905.07
Total108.10
Interest net of Accrued on 02/28/11
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
02/28/11219.165571.00080-0.76373204
08/15/11225.854711.0313410.95798750
02/15/12225.960621.0318310.96319375
08/15/12229.662811.0487311.14275625
02/15/13229.911001.0498711.15486875
08/15/13233.197451.0648711.31424375
02/15/14233.059001.0642411.30755000
08/15/14238.100061.0872611.55213750
02/15/15235.481501.0753011.42506250
08/15/15238.181191.0876311.55606875
02/15/16236.944481.0819811.49603750
08/15/16240.598191.0986711.67336875
02/15/17241.392501.1022911.71183125
Total135.49137421

Generated  02/15/17  09:35