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) | |||||||
|---|---|---|---|---|---|---|---|
| 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 | ||||
|---|---|---|---|---|
| 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 | 01/01/20 | 257.34600 | 1.11933 | 19.40 |
| 2020 | 01/01/21 | 260.38800 | 1.13256 | 13.23 |
| 2021 | 01/01/22 | 276.58900 | 1.20303 | 70.47 |
| 2022 | 01/01/23 | 298.01200 | 1.29621 | 93.18 |
| Total | 297.46 | |||
| Interest net of Accrued on 02/28/13 | |||
|---|---|---|---|
| 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 |
| 08/15/19 | 256.11503 | 1.11397 | 3.48115625 |
| 02/15/20 | 257.09503 | 1.11824 | 3.49450000 |
| 08/15/20 | 257.02761 | 1.11794 | 3.49356250 |
| 02/15/21 | 260.35150 | 1.13240 | 3.53875000 |
| 08/15/21 | 270.32448 | 1.17578 | 3.67431250 |
| 02/15/22 | 278.37500 | 1.21079 | 3.78371875 |
| 08/15/22 | 294.10923 | 1.27923 | 3.99759375 |
| Total | 64.54517680 | ||