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<AuctionAnnouncement>
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<SecurityType>BOND</SecurityType>
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<AnnouncementDate>2010-08-19</AnnouncementDate>
<AuctionDate>2010-08-23</AuctionDate>
<IssueDate>2010-08-31</IssueDate>
<MaturityDate>2040-02-15</MaturityDate>
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<NonCompetitiveTenderAccepted>Y</NonCompetitiveTenderAccepted>
<TreasuryDirectTenderAccepted>Y</TreasuryDirectTenderAccepted>
<AllTenderAccepted>N</AllTenderAccepted>
<TypeOfAuction>SINGLE PRICE</TypeOfAuction>
<CompetitiveClosingTime>13:00</CompetitiveClosingTime>
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<SOMAIncluded>N</SOMAIncluded>
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<FIMAIncluded>Y</FIMAIncluded>
<Series>TIPS of February 2040</Series>
<InterestRate>2.125</InterestRate>
<FirstInterestPaymentDate>2011-02-15</FirstInterestPaymentDate>
<StandardInterestPayment/>
<FrequencyInterestPayment>SEMI-ANNUAL</FrequencyInterestPayment>
<StrippableIndicator>Y</StrippableIndicator>
<MinStripAmount>100</MinStripAmount>
<CorpusCUSIP>912803DL4</CorpusCUSIP>
<TINTCUSIP1/>
<TINTCUSIP2/>
<ReOpeningIndicator>Y</ReOpeningIndicator>
<OriginalIssueDate>2010-02-26</OriginalIssueDate>
<BackDated>Y</BackDated>
<BackDatedDate>2010-08-15</BackDatedDate>
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<Callable>N</Callable>
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<InflationIndexSecurity>Y</InflationIndexSecurity>
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<CPIBasePeriod>1982-1984=100</CPIBasePeriod>
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<AccruedInterest/>
<DatedDate>2010-08-15</DatedDate>
<AnnouncedCUSIP/>
<UnadjustedPrice/>
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<ScheduledPurchasesInTD>0.0</ScheduledPurchasesInTD>
<AnnouncementPDFName>A_20100819_6.pdf</AnnouncementPDFName>
<OriginalDatedDate>2010-02-15</OriginalDatedDate>
<AdjustedAmountCurrentlyOutstanding>8071000000.0</AdjustedAmountCurrentlyOutstanding>
<NLPExclusionAmount>2800000000.0</NLPExclusionAmount>
<MaximumNonCompAward>5000000.0</MaximumNonCompAward>
<AdjustedAccruedInterest>0.93174</AdjustedAccruedInterest>
</AuctionAnnouncement>
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<TotalAccepted>7171390500</TotalAccepted>
<BidToCoverRatio>2.78</BidToCoverRatio>
<ReleaseTime>13:01</ReleaseTime>
<AmountAcceptedBelowLowRate>5</AmountAcceptedBelowLowRate>
<HighAllocationPercentage>37.32</HighAllocationPercentage>
<LowDiscountRate/>
<HighDiscountRate/>
<MedianDiscountRate/>
<LowYield>1.600</LowYield>
<HighYield>1.768</HighYield>
<MedianYield>1.715</MedianYield>
<LowPrice/>
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<TIINConversionFactor>4.915806690</TIINConversionFactor>
<AccruedInterest/>
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<InterestRate>2.125</InterestRate>
<OriginalCUSIP/>
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<TreasuryDirectAccepted>5669300</TreasuryDirectAccepted>
<InvestmentRate/>
<AdjustedPrice>109.086149</AdjustedPrice>
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<IndexRatio>1.00848</IndexRatio>
<ResultsPDFName>R_20100823_3.pdf</ResultsPDFName>
</AuctionResults>
</bpd:AuctionData>
