0.625% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2043
Auction Prices, OID, & Interest for $1,000 Purchase on 02/28/13
Description | TIPS of February 2043 | Dated Date | February 15, 2013 |
CUSIP Number | 912810RA8 | Ref CPI on Dated Date | 229.91100 |
Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) | |||||||
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Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM |
02/21/13 | 02/28/13 | 229.62314 | 9,000,043 | 99.618703 | 0.99875 | 99.494180 | 0.639 |
06/20/13 | 06/28/13 | 232.55520 | 7,000,002 | 80.824742 | 1.01150 | 81.754227 | 1.420 |
10/24/13 | 10/31/13 | 233.86794 | 7,000,017 | 82.942762 | 1.01721 | 84.370207 | 1.330 |
Total Auctioned | 23,000,062 |
OID for Purchase on 02/28/13 | ||||
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Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
02/28/13 | 229.62314 | 0.99875 | ||
2013 | 01/01/14 | 233.54600 | 1.01581 | 17.06 |
2014 | 01/01/15 | 237.43300 | 1.03272 | 16.91 |
2015 | 01/01/16 | 237.83800 | 1.03448 | 1.76 |
2016 | 01/01/17 | 241.72900 | 1.05140 | 16.92 |
2017 | 01/01/18 | 246.66300 | 1.07286 | 21.46 |
2018 | 01/01/19 | 252.88500 | 1.09993 | 27.07 |
2019 | 04/01/19 | 251.71200 | 1.09482 | -5.11 |
Total | 96.07 |
Interest net of Accrued on 02/28/13 | |||
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Click Year in Date Column for After Market Accrued Interest | |||
Date | Ref CPI | Index Ratio | Interest per $1,000 |
02/28/13 | 229.62314 | 0.99875 | -0.22416695 |
08/15/13 | 233.19745 | 1.01429 | 3.16965625 |
02/15/14 | 233.05900 | 1.01369 | 3.16778125 |
08/15/14 | 238.10006 | 1.03562 | 3.23631250 |
02/15/15 | 235.48150 | 1.02423 | 3.20071875 |
08/15/15 | 238.18119 | 1.03597 | 3.23740625 |
02/15/16 | 236.94448 | 1.03059 | 3.22059375 |
08/15/16 | 240.59819 | 1.04648 | 3.27025000 |
02/15/17 | 241.39250 | 1.04994 | 3.28106250 |
08/15/17 | 244.83326 | 1.06490 | 3.32781250 |
02/15/18 | 246.59650 | 1.07257 | 3.35178125 |
08/15/18 | 251.76910 | 1.09507 | 3.42209375 |
02/15/19 | 251.63550 | 1.09449 | 3.42028125 |
Total | 39.08158305 |