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

Auction Prices, OID, & Interest for $1,000 Purchase on 07/31/12

DescriptionSeries D-2022Dated DateJuly 15, 2012
CUSIP Number912828TE0Ref CPI on Dated Date229.96306
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
07/19/1207/31/12229.8237115,000,005107.8454940.99939107.779708-0.637
09/20/1209/28/12229.1414013,000,025108.9115970.99643108.522783-0.750
11/21/1211/30/12231.3727313,000,022108.4371801.00613109.101900-0.720
Total Auctioned41,000,053
OID for Purchase on 07/31/12
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/31/12229.823710.99939 
201201/01/13231.317001.005896.50
201301/01/14233.546001.015589.69
201401/01/15237.433001.0324816.90
201501/01/16237.838001.034241.76
201601/01/17241.729001.0511616.92
201706/01/17243.801001.060179.01
Total60.78
Interest net of Accrued on 07/31/12
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
07/31/12229.823710.99939-0.05431467
01/15/13230.822031.003740.62733750
07/15/13232.717971.011980.63248750
01/15/14233.330581.014640.63415000
07/15/14237.445941.032540.64533750
01/15/15236.854031.029970.64373125
07/15/15237.143651.031220.64451250
01/15/16237.611291.033260.64578750
07/15/16239.701321.042350.65146875
01/15/17241.559191.050430.65651875
Total5.72701658

Generated  04/14/17  09:08