2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027
Auction Prices, OID, & Interest for $1,000 Purchase on 01/31/07
| Description | TIPS of January 2027 | Dated Date | January 15, 2007 |
| CUSIP Number | 912810PS1 | Ref CPI on Dated Date | 201.66452 |
| 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 |
| 01/23/07 | 01/31/07 | 201.50968 | 9,188,508 | 99.289938 | 0.99923 | 99.213485 | 2.420 |
| 07/24/07 | 07/31/07 | 207.90826 | 7,293,925 | 96.580051 | 1.03096 | 99.570169 | 2.600 |
| Total Auctioned | 16,482,433 | ||||||
| OID for Purchase on 01/31/07 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/31/07 | 201.50968 | 0.99923 | ||
| 2007 | 01/01/08 | 208.93600 | 1.03606 | 36.83 |
| 2008 | 01/01/09 | 216.57300 | 1.07393 | 37.87 |
| 2009 | 01/01/10 | 216.17700 | 1.07196 | -1.97 |
| 2010 | 01/01/11 | 218.71100 | 1.08453 | 12.57 |
| 2011 | 01/01/12 | 226.42100 | 1.12276 | 38.23 |
| 2012 | 01/01/13 | 231.31700 | 1.14704 | 24.28 |
| 2013 | 01/01/14 | 233.54600 | 1.15809 | 11.05 |
| 2014 | 01/01/15 | 237.43300 | 1.17737 | 19.28 |
| 2015 | 01/01/16 | 237.83800 | 1.17937 | 2.00 |
| 2016 | 01/01/17 | 241.72900 | 1.19867 | 19.30 |
| 2017 | 01/01/18 | 246.66300 | 1.22314 | 24.47 |
| 2018 | 01/01/19 | 252.88500 | 1.25399 | 30.85 |
| 2019 | 01/01/20 | 257.34600 | 1.27611 | 22.12 |
| 2020 | 01/01/21 | 260.38800 | 1.29119 | 15.08 |
| 2021 | 01/01/22 | 276.58900 | 1.37153 | 80.34 |
| 2022 | 01/01/23 | 298.01200 | 1.47776 | 106.23 |
| 2023 | 01/01/24 | 307.67100 | 1.52566 | 47.90 |
| Total | 526.43 | |||
| Interest net of Accrued on 01/31/07 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 01/31/07 | 201.50968 | 0.99923 | -1.04891547 |
| 07/15/07 | 207.25639 | 1.02773 | 12.20429375 |
| 01/15/08 | 209.49645 | 1.03884 | 12.33622500 |
| 07/15/08 | 215.63997 | 1.06930 | 12.69793750 |
| 01/15/09 | 214.69971 | 1.06464 | 12.64260000 |
| 07/15/09 | 213.51819 | 1.05878 | 12.57301250 |
| 01/15/10 | 216.24610 | 1.07231 | 12.73368125 |
| 07/15/10 | 218.08532 | 1.08143 | 12.84198125 |
| 01/15/11 | 218.75255 | 1.08473 | 12.88116875 |
| 07/15/11 | 225.38381 | 1.11762 | 13.27173750 |
| 01/15/12 | 226.33474 | 1.12233 | 13.32766875 |
| 07/15/12 | 229.96306 | 1.14032 | 13.54130000 |
| 01/15/13 | 230.82203 | 1.14458 | 13.59188750 |
| 07/15/13 | 232.71797 | 1.15399 | 13.70363125 |
| 01/15/14 | 233.33058 | 1.15702 | 13.73961250 |
| 07/15/14 | 237.44594 | 1.17743 | 13.98198125 |
| 01/15/15 | 236.85403 | 1.17450 | 13.94718750 |
| 07/15/15 | 237.14365 | 1.17593 | 13.96416875 |
| 01/15/16 | 237.61129 | 1.17825 | 13.99171875 |
| 07/15/16 | 239.70132 | 1.18861 | 14.11474375 |
| 01/15/17 | 241.55919 | 1.19783 | 14.22423125 |
| 07/15/17 | 244.61839 | 1.21300 | 14.40437500 |
| 01/15/18 | 246.66571 | 1.22315 | 14.52490625 |
| 07/15/18 | 251.01658 | 1.24472 | 14.78105000 |
| 01/15/19 | 252.50248 | 1.25209 | 14.86856875 |
| 07/15/19 | 255.79368 | 1.26841 | 15.06236875 |
| 01/15/20 | 257.28368 | 1.27580 | 15.15012500 |
| 07/15/20 | 256.39126 | 1.27138 | 15.09763750 |
| 01/15/21 | 260.31619 | 1.29084 | 15.32872500 |
| 07/15/21 | 268.02090 | 1.32904 | 15.78235000 |
| 01/15/22 | 277.20274 | 1.37457 | 16.32301875 |
| 07/15/22 | 290.54829 | 1.44075 | 17.10890625 |
| 01/15/23 | 297.87606 | 1.47709 | 17.54044375 |
| 07/15/23 | 303.70803 | 1.50601 | 17.88386875 |
| Total | 469.11819703 | ||