2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025
Auction Prices, OID, & Interest for $1,000 Purchase on 01/31/05
| Description | TIPS of January 2025 | Dated Date | July 15, 2004 |
| CUSIP Number | 912810FR4 | Ref CPI on Dated Date | 188.49677 |
| 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 |
| 07/27/04 | 07/30/04 | 189.02903 | 11,000,069 | 98.480286 | 1.00282 | 98.758000 | 2.470 |
| 01/25/05 | 01/31/05 | 190.99677 | 10,999,930 | 106.144524 | 1.01326 | 107.552000 | 2.000 |
| 07/26/05 | 07/29/05 | 194.41935 | 6,000,013 | 104.537160 | 1.03142 | 107.821718 | 2.090 |
| Total Auctioned | 28,000,012 | ||||||
| OID for Purchase on 01/31/05 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/31/05 | 190.99677 | 1.01326 | ||
| 2005 | 01/01/06 | 199.20000 | 1.05678 | 43.52 |
| 2006 | 01/01/07 | 201.80000 | 1.07058 | 13.80 |
| 2007 | 01/01/08 | 208.93600 | 1.10843 | 37.85 |
| 2008 | 01/01/09 | 216.57300 | 1.14895 | 40.52 |
| 2009 | 01/01/10 | 216.17700 | 1.14685 | -2.10 |
| 2010 | 01/01/11 | 218.71100 | 1.16029 | 13.44 |
| 2011 | 01/01/12 | 226.42100 | 1.20119 | 40.90 |
| 2012 | 01/01/13 | 231.31700 | 1.22717 | 25.98 |
| 2013 | 01/01/14 | 233.54600 | 1.23899 | 11.82 |
| 2014 | 01/01/15 | 237.43300 | 1.25961 | 20.62 |
| 2015 | 01/01/16 | 237.83800 | 1.26176 | 2.15 |
| 2016 | 01/01/17 | 241.72900 | 1.28240 | 20.64 |
| 2017 | 01/01/18 | 246.66300 | 1.30858 | 26.18 |
| 2018 | 01/01/19 | 252.88500 | 1.34159 | 33.01 |
| 2019 | 01/01/20 | 257.34600 | 1.36525 | 23.66 |
| 2020 | 01/01/21 | 260.38800 | 1.38139 | 16.14 |
| 2021 | 01/01/22 | 276.58900 | 1.46734 | 85.95 |
| 2022 | 01/01/23 | 298.01200 | 1.58099 | 113.65 |
| 2023 | 07/01/23 | 303.36300 | 1.60938 | 28.39 |
| Total | 596.12 | |||
| Interest net of Accrued on 01/31/05 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 01/31/05 | 190.99677 | 1.01326 | -1.06364309 |
| 07/15/05 | 194.50968 | 1.03190 | 12.25381250 |
| 01/15/06 | 198.47742 | 1.05295 | 12.50378125 |
| 07/15/06 | 201.95161 | 1.07138 | 12.72263750 |
| 01/15/07 | 201.66452 | 1.06986 | 12.70458750 |
| 07/15/07 | 207.25639 | 1.09952 | 13.05680000 |
| 01/15/08 | 209.49645 | 1.11141 | 13.19799375 |
| 07/15/08 | 215.63997 | 1.14400 | 13.58500000 |
| 01/15/09 | 214.69971 | 1.13901 | 13.52574375 |
| 07/15/09 | 213.51819 | 1.13274 | 13.45128750 |
| 01/15/10 | 216.24610 | 1.14721 | 13.62311875 |
| 07/15/10 | 218.08532 | 1.15697 | 13.73901875 |
| 01/15/11 | 218.75255 | 1.16051 | 13.78105625 |
| 07/15/11 | 225.38381 | 1.19569 | 14.19881875 |
| 01/15/12 | 226.33474 | 1.20074 | 14.25878750 |
| 07/15/12 | 229.96306 | 1.21998 | 14.48726250 |
| 01/15/13 | 230.82203 | 1.22454 | 14.54141250 |
| 07/15/13 | 232.71797 | 1.23460 | 14.66087500 |
| 01/15/14 | 233.33058 | 1.23785 | 14.69946875 |
| 07/15/14 | 237.44594 | 1.25968 | 14.95870000 |
| 01/15/15 | 236.85403 | 1.25654 | 14.92141250 |
| 07/15/15 | 237.14365 | 1.25808 | 14.93970000 |
| 01/15/16 | 237.61129 | 1.26056 | 14.96915000 |
| 07/15/16 | 239.70132 | 1.27165 | 15.10084375 |
| 01/15/17 | 241.55919 | 1.28150 | 15.21781250 |
| 07/15/17 | 244.61839 | 1.29773 | 15.41054375 |
| 01/15/18 | 246.66571 | 1.30859 | 15.53950625 |
| 07/15/18 | 251.01658 | 1.33168 | 15.81370000 |
| 01/15/19 | 252.50248 | 1.33956 | 15.90727500 |
| 07/15/19 | 255.79368 | 1.35702 | 16.11461250 |
| 01/15/20 | 257.28368 | 1.36492 | 16.20842500 |
| 07/15/20 | 256.39126 | 1.36019 | 16.15225625 |
| 01/15/21 | 260.31619 | 1.38101 | 16.39949375 |
| 07/15/21 | 268.02090 | 1.42189 | 16.88494375 |
| 01/15/22 | 277.20274 | 1.47060 | 17.46337500 |
| 07/15/22 | 290.54829 | 1.54140 | 18.30412500 |
| 01/15/23 | 297.87606 | 1.58027 | 18.76570625 |
| Total | 532.99940066 | ||