0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2022

Auction Prices, OID, & Interest for $1,000 Purchase on 01/31/12

DescriptionSeries A-2022Dated DateJanuary 15, 2012
CUSIP Number912828SA9Ref CPI on Dated Date226.33474
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
01/19/1201/31/12226.2361615,282,341101.7065850.99956101.661834-0.046
03/22/1203/30/12226.6009413,000,002102.1055401.00118102.226025-0.089
05/17/1205/31/12229.3362313,000,458105.0654221.01326106.458589-0.391
Total Auctioned41,282,800
OID for Purchase on 01/31/12
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 01/31/12226.236160.99956 
201201/01/13231.317001.0220122.45
201301/01/14233.546001.031869.85
201401/01/15237.433001.0490317.17
201501/01/16237.838001.050821.79
201601/01/17241.729001.0680217.20
201707/01/17244.524001.0803612.34
Total80.80
Interest net of Accrued on 01/31/12
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
01/31/12226.236160.99956-0.05492088
07/15/12229.963061.016030.63501875
01/15/13230.822031.019830.63739375
07/15/13232.717971.028200.64262500
01/15/14233.330581.030910.64431875
07/15/14237.445941.049090.65568125
01/15/15236.854031.046480.65405000
07/15/15237.143651.047760.65485000
01/15/16237.611291.049820.65613750
07/15/16239.701321.059060.66191250
01/15/17241.559191.067270.66704375
Total6.45411037

Generated  05/12/17  08:47