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<AuctionAnnouncement>
<SecurityTermWeekYear>29-YEAR</SecurityTermWeekYear>
<SecurityTermDayMonth>8-MONTH</SecurityTermDayMonth>
<SecurityType>BOND</SecurityType>
<CUSIP>912810QP6</CUSIP>
<AnnouncementDate>2011-06-16</AnnouncementDate>
<AuctionDate>2011-06-23</AuctionDate>
<IssueDate>2011-06-30</IssueDate>
<MaturityDate>2041-02-15</MaturityDate>
<OfferingAmount>7.0</OfferingAmount>
<CompetitiveTenderAccepted>Y</CompetitiveTenderAccepted>
<NonCompetitiveTenderAccepted>Y</NonCompetitiveTenderAccepted>
<TreasuryDirectTenderAccepted>Y</TreasuryDirectTenderAccepted>
<AllTenderAccepted>N</AllTenderAccepted>
<TypeOfAuction>SINGLE PRICE</TypeOfAuction>
<CompetitiveClosingTime>13:00</CompetitiveClosingTime>
<NonCompetitiveClosingTime>12:00</NonCompetitiveClosingTime>
<NetLongPositionReport>2450000000.0</NetLongPositionReport>
<MaxAward>2450000000</MaxAward>
<MaxSingleBid>2450000000</MaxSingleBid>
<CompetitiveBidDecimals>3</CompetitiveBidDecimals>
<CompetitiveBidIncrement>0.001</CompetitiveBidIncrement>
<AllocationPercentageDecimals>2</AllocationPercentageDecimals>
<MinBidAmount>100</MinBidAmount>
<MultiplesToBid>100</MultiplesToBid>
<MinToIssue>100</MinToIssue>
<MultiplesToIssue>100</MultiplesToIssue>
<MatureSecurityAmount>55249000000.0</MatureSecurityAmount>
<CurrentlyOutstanding>9494000000</CurrentlyOutstanding>
<SOMAIncluded>N</SOMAIncluded>
<SOMAHoldings>3413000000.0</SOMAHoldings>
<FIMAIncluded>Y</FIMAIncluded>
<Series>TIPS of February 2041</Series>
<InterestRate>2.125</InterestRate>
<FirstInterestPaymentDate>2011-08-15</FirstInterestPaymentDate>
<StandardInterestPayment/>
<FrequencyInterestPayment>SEMI-ANNUAL</FrequencyInterestPayment>
<StrippableIndicator>Y</StrippableIndicator>
<MinStripAmount>100</MinStripAmount>
<CorpusCUSIP>912803DR1</CorpusCUSIP>
<TINTCUSIP1/>
<TINTCUSIP2/>
<ReOpeningIndicator>Y</ReOpeningIndicator>
<OriginalIssueDate>2011-02-28</OriginalIssueDate>
<BackDated>Y</BackDated>
<BackDatedDate>2011-02-15</BackDatedDate>
<LongShortNormalCoupon>N</LongShortNormalCoupon>
<LongShortCouponFirstIntPmt/>
<Callable>N</Callable>
<CallDate/>
<InflationIndexSecurity>Y</InflationIndexSecurity>
<RefCPIDatedDate>218.99100</RefCPIDatedDate>
<IndexRatioOnIssueDate>1.02679</IndexRatioOnIssueDate>
<CPIBasePeriod>1982-1984=100</CPIBasePeriod>
<TIINConversionFactor>4.851797562</TIINConversionFactor>
<AccruedInterest/>
<DatedDate>2011-02-15</DatedDate>
<AnnouncedCUSIP/>
<UnadjustedPrice/>
<UnadjustedAccruedInterest>7.92472</UnadjustedAccruedInterest>
<ScheduledPurchasesInTD>0.0</ScheduledPurchasesInTD>
<AnnouncementPDFName>A_20110616_1.pdf</AnnouncementPDFName>
<OriginalDatedDate>2011-02-15</OriginalDatedDate>
<AdjustedAmountCurrentlyOutstanding>9720000000.0</AdjustedAmountCurrentlyOutstanding>
<NLPExclusionAmount>2300000000.0</NLPExclusionAmount>
<MaximumNonCompAward>5000000.0</MaximumNonCompAward>
<AdjustedAccruedInterest>8.13702</AdjustedAccruedInterest>
</AuctionAnnouncement>
</bpd:AuctionData>
