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 | Maturity Date | January 15, 2027 |
| CUSIP Number | 912810PS1 | Dated Date | January 15, 2007 |
| On Issue and Dated Dates | ||||||
|---|---|---|---|---|---|---|
| Date | Event | Ref CPI | Price before IR | Index Ratio | Price after IR | Real YTM |
| 01/31/07 | Issued | 201.50968 | 99.289938 | 0.99923 | 99.213485 | 2.420 |
| 07/31/07 | Re-issued | 207.90826 | 96.580051 | 1.03096 | 99.570169 | 2.600 |
| 01/15/07 | Dated | 201.66452 | 1.00000 | |||
| OID for Purchase on 01/31/07 | ||||
|---|---|---|---|---|
| Click Year for After Market OID | ||||
| 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 | 08/01/13 | 232.94500 | 1.15511 | 8.07 |
| Total | 155.88 | |||
| 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 |
| Total | 167.29820953 | ||