2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

Auction Prices, OID, & Interest for $1,000 Purchase on 07/30/04

DescriptionTIPS of January 2025Dated DateJuly 15, 2004
CUSIP Number912810FR4Ref CPI on Dated Date188.49677
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
07/27/0407/30/04189.0290311,000,06998.4802861.0028298.7580002.470
01/25/0501/31/05190.9967710,999,930106.1445241.01326107.5520002.000
07/26/0507/29/05194.419356,000,013104.5371601.03142107.8217182.090
Total Auctioned28,000,012
OID for Purchase on 07/30/04
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/30/04189.029031.00282 
200401/01/05190.900001.012759.93
200501/01/06199.200001.0567844.03
200601/01/07201.800001.0705813.80
200701/01/08208.936001.1084337.85
200801/01/09216.573001.1489540.52
200901/01/10216.177001.14685-2.10
201001/01/11218.711001.1602913.44
201101/01/12226.421001.2011940.90
201201/01/13231.317001.2271725.98
201301/01/14233.546001.2389911.82
201401/01/15237.433001.2596120.62
201501/01/16237.838001.261762.15
201601/01/17241.729001.2824020.64
201710/01/17244.786001.2986216.22
Total295.80
Interest net of Accrued on 07/30/04
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
07/30/04189.029031.00282-0.97080061
01/15/05190.945161.0129912.02925625
07/15/05194.509681.0319012.25381250
01/15/06198.477421.0529512.50378125
07/15/06201.951611.0713812.72263750
01/15/07201.664521.0698612.70458750
07/15/07207.256391.0995213.05680000
01/15/08209.496451.1114113.19799375
07/15/08215.639971.1440013.58500000
01/15/09214.699711.1390113.52574375
07/15/09213.518191.1327413.45128750
01/15/10216.246101.1472113.62311875
07/15/10218.085321.1569713.73901875
01/15/11218.752551.1605113.78105625
07/15/11225.383811.1956914.19881875
01/15/12226.334741.2007414.25878750
07/15/12229.963061.2199814.48726250
01/15/13230.822031.2245414.54141250
07/15/13232.717971.2346014.66087500
01/15/14233.330581.2378514.69946875
07/15/14237.445941.2596814.95870000
01/15/15236.854031.2565414.92141250
07/15/15237.143651.2580814.93970000
01/15/16237.611291.2605614.96915000
07/15/16239.701321.2716515.10084375
01/15/17241.559191.2815015.21781250
07/15/17244.618391.2977315.41054375
Total361.56808064

Generated  08/11/17  08:57