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
| Description | Series A-2022 | Dated Date | January 15, 2012 |
| CUSIP Number | 912828SA9 | Ref CPI on Dated Date | 226.33474 |
| Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) | |||||||
|---|---|---|---|---|---|---|---|
| Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM |
| 01/19/12 | 01/31/12 | 226.23616 | 15,282,341 | 101.706585 | 0.99956 | 101.661834 | -0.046 |
| 03/22/12 | 03/30/12 | 226.60094 | 13,000,002 | 102.105540 | 1.00118 | 102.226025 | -0.089 |
| 05/17/12 | 05/31/12 | 229.33623 | 13,000,458 | 105.065422 | 1.01326 | 106.458589 | -0.391 |
| Total Auctioned | 41,282,800 | ||||||
| OID for Purchase on 01/31/12 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/31/12 | 226.23616 | 0.99956 | ||
| 2012 | 01/01/13 | 231.31700 | 1.02201 | 22.45 |
| 2013 | 01/01/14 | 233.54600 | 1.03186 | 9.85 |
| 2014 | 01/01/15 | 237.43300 | 1.04903 | 17.17 |
| 2015 | 01/01/16 | 237.83800 | 1.05082 | 1.79 |
| 2016 | 01/01/17 | 241.72900 | 1.06802 | 17.20 |
| 2017 | 01/01/18 | 246.66300 | 1.08982 | 21.80 |
| 2018 | 07/01/18 | 250.54600 | 1.10697 | 17.15 |
| Total | 107.41 | |||
| Interest net of Accrued on 01/31/12 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 01/31/12 | 226.23616 | 0.99956 | -0.05492088 |
| 07/15/12 | 229.96306 | 1.01603 | 0.63501875 |
| 01/15/13 | 230.82203 | 1.01983 | 0.63739375 |
| 07/15/13 | 232.71797 | 1.02820 | 0.64262500 |
| 01/15/14 | 233.33058 | 1.03091 | 0.64431875 |
| 07/15/14 | 237.44594 | 1.04909 | 0.65568125 |
| 01/15/15 | 236.85403 | 1.04648 | 0.65405000 |
| 07/15/15 | 237.14365 | 1.04776 | 0.65485000 |
| 01/15/16 | 237.61129 | 1.04982 | 0.65613750 |
| 07/15/16 | 239.70132 | 1.05906 | 0.66191250 |
| 01/15/17 | 241.55919 | 1.06727 | 0.66704375 |
| 07/15/17 | 244.61839 | 1.08078 | 0.67548750 |
| 01/15/18 | 246.66571 | 1.08983 | 0.68114375 |
| Total | 7.81074162 | ||