0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2042
Auction Prices, OID, & Interest for $1,000 Purchase on 06/29/12
| Description | TIPS of February 2042 | Dated Date | February 15, 2012 |
| CUSIP Number | 912810QV3 | Ref CPI on Dated Date | 225.96062 |
| 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 |
| 02/16/12 | 02/29/12 | 225.69124 | 9,127,756 | 99.465680 | 0.99881 | 99.347316 | 0.770 |
| 06/21/12 | 06/29/12 | 230.03880 | 7,000,025 | 106.307933 | 1.01805 | 108.226791 | 0.520 |
| 10/18/12 | 10/31/12 | 230.33787 | 7,000,088 | 107.397670 | 1.01937 | 109.477963 | 0.479 |
| Total Auctioned | 23,127,869 | ||||||
| OID for Purchase on 06/29/12 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 06/29/12 | 230.03880 | 1.01805 | ||
| 2012 | 01/01/13 | 231.31700 | 1.02370 | 5.65 |
| 2013 | 01/01/14 | 233.54600 | 1.03357 | 9.87 |
| 2014 | 01/01/15 | 237.43300 | 1.05077 | 17.20 |
| 2015 | 01/01/16 | 237.83800 | 1.05256 | 1.79 |
| 2016 | 01/01/17 | 241.72900 | 1.06978 | 17.22 |
| 2017 | 01/01/18 | 246.66300 | 1.09162 | 21.84 |
| 2018 | 01/01/19 | 252.88500 | 1.11916 | 27.54 |
| 2019 | 01/01/20 | 257.34600 | 1.13890 | 19.74 |
| 2020 | 01/01/21 | 260.38800 | 1.15236 | 13.46 |
| 2021 | 01/01/22 | 276.58900 | 1.22406 | 71.70 |
| 2022 | 01/01/23 | 298.01200 | 1.31887 | 94.81 |
| 2023 | 01/01/24 | 307.67100 | 1.36161 | 42.74 |
| Total | 343.56 | |||
| Interest net of Accrued on 06/29/12 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 06/29/12 | 230.03880 | 1.01805 | -2.83180117 |
| 08/15/12 | 229.66281 | 1.01638 | 3.81142500 |
| 02/15/13 | 229.91100 | 1.01748 | 3.81555000 |
| 08/15/13 | 233.19745 | 1.03203 | 3.87011250 |
| 02/15/14 | 233.05900 | 1.03141 | 3.86778750 |
| 08/15/14 | 238.10006 | 1.05372 | 3.95145000 |
| 02/15/15 | 235.48150 | 1.04214 | 3.90802500 |
| 08/15/15 | 238.18119 | 1.05408 | 3.95280000 |
| 02/15/16 | 236.94448 | 1.04861 | 3.93228750 |
| 08/15/16 | 240.59819 | 1.06478 | 3.99292500 |
| 02/15/17 | 241.39250 | 1.06829 | 4.00608750 |
| 08/15/17 | 244.83326 | 1.08352 | 4.06320000 |
| 02/15/18 | 246.59650 | 1.09133 | 4.09248750 |
| 08/15/18 | 251.76910 | 1.11422 | 4.17832500 |
| 02/15/19 | 251.63550 | 1.11363 | 4.17611250 |
| 08/15/19 | 256.11503 | 1.13345 | 4.25043750 |
| 02/15/20 | 257.09503 | 1.13779 | 4.26671250 |
| 08/15/20 | 257.02761 | 1.13749 | 4.26558750 |
| 02/15/21 | 260.35150 | 1.15220 | 4.32075000 |
| 08/15/21 | 270.32448 | 1.19633 | 4.48623750 |
| 02/15/22 | 278.37500 | 1.23196 | 4.61985000 |
| 08/15/22 | 294.10923 | 1.30160 | 4.88100000 |
| 02/15/23 | 297.25400 | 1.31551 | 4.93316250 |
| 08/15/23 | 304.57048 | 1.34789 | 5.05458750 |
| Total | 93.86509883 | ||