2.5% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2029

Auction Prices, OID, & Interest for $1,000 Purchase on 07/31/09

DescriptionTIPS of January 2029Dated DateJanuary 15, 2009
CUSIP Number912810PZ5Ref CPI on Dated Date214.69971
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
01/26/0901/30/09212.692618,000,00199.9988260.9906599.0638372.500
07/27/0907/31/09213.836136,150,304101.7493480.99598101.3403162.387
Total Auctioned14,150,305
OID for Purchase on 07/31/09
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 07/31/09213.836130.99598 
200901/01/10216.177001.0068810.90
201001/01/11218.711001.0186811.80
201101/01/12226.421001.0545935.91
201201/01/13231.317001.0774022.81
201301/01/14233.546001.0877810.38
201401/01/15237.433001.1058818.10
201501/01/16237.838001.107771.89
201601/01/17241.729001.1258918.12
201701/01/18246.663001.1488722.98
201801/01/19252.885001.1778528.98
201901/01/20257.346001.1986320.78
202001/01/21260.388001.2128014.17
202101/01/22276.589001.2882675.46
202201/01/23298.012001.3880499.78
202301/01/24307.671001.4330344.99
202408/01/24314.069001.4628329.80
Total466.85
Interest net of Accrued on 07/31/09
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
07/31/09213.836130.99598-1.08258696
01/15/10216.246101.0072012.59000000
07/15/10218.085321.0157712.69712500
01/15/11218.752551.0188812.73600000
07/15/11225.383811.0497613.12200000
01/15/12226.334741.0541913.17737500
07/15/12229.963061.0710913.38862500
01/15/13230.822031.0750913.43862500
07/15/13232.717971.0839213.54900000
01/15/14233.330581.0867813.58475000
07/15/14237.445941.1059413.82425000
01/15/15236.854031.1031913.78987500
07/15/15237.143651.1045413.80675000
01/15/16237.611291.1067113.83387500
07/15/16239.701321.1164513.95562500
01/15/17241.559191.1251014.06375000
07/15/17244.618391.1393514.24187500
01/15/18246.665711.1488914.36112500
07/15/18251.016581.1691514.61437500
01/15/19252.502481.1760714.70087500
07/15/19255.793681.1914014.89250000
01/15/20257.283681.1983414.97925000
07/15/20256.391261.1941914.92737500
01/15/21260.316191.2124715.15587500
07/15/21268.020901.2483515.60437500
01/15/22277.202741.2911216.13900000
07/15/22290.548291.3532816.91600000
01/15/23297.876061.3874117.34262500
07/15/23303.708031.4145717.68212500
01/15/24307.391001.4317317.89662500
07/15/24313.783291.4615018.26875000
Total438.19778804

Generated  06/12/24  08:36