0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021
Auction Prices, OID, & Interest for $1,000 Purchase on 07/29/11
| Description | Series D-2021 | Maturity Date | July 15, 2021 |
| CUSIP Number | 912828QV5 | Dated Date | July 15, 2011 |
| On Issue and Dated Dates | ||||||
|---|---|---|---|---|---|---|
| Date | Event | Ref CPI | Price before IR | Index Ratio | Price after IR | Real YTM |
| 07/29/11 | Issued | 225.86161 | 99.865017 | 1.00212 | 100.076731 | 0.639 |
| 09/30/11 | Re-issued | 225.91533 | 105.334096 | 1.00236 | 105.582684 | 0.078 |
| 11/30/11 | Re-issued | 226.87753 | 105.037448 | 1.00663 | 105.733846 | 0.099 |
| 07/15/11 | Dated | 225.38381 | 1.00000 | |||
| OID for Purchase on 07/29/11 | ||||
|---|---|---|---|---|
| Click Year for After Market OID | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 07/29/11 | 225.86161 | 1.00212 | ||
| 2011 | 01/01/12 | 226.42100 | 1.00460 | 2.48 |
| 2012 | 01/01/13 | 231.31700 | 1.02632 | 21.72 |
| 2013 | 08/01/13 | 232.94500 | 1.03355 | 7.23 |
| Total | 31.43 | |||
| Interest net of Accrued on 07/29/11 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 07/29/11 | 225.86161 | 1.00212 | -0.23827582 |
| 01/15/12 | 226.33474 | 1.00422 | 3.13818750 |
| 07/15/12 | 229.96306 | 1.02032 | 3.18850000 |
| 01/15/13 | 230.82203 | 1.02413 | 3.20040625 |
| 07/15/13 | 232.71797 | 1.03254 | 3.22668750 |
| Total | 12.51550543 | ||