1.375% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2044
Auction Prices, OID, & Interest for $1,000 Purchase on 02/28/14
| Description | TIPS of February 2044 | Dated Date | February 15, 2014 |
| CUSIP Number | 912810RF7 | Ref CPI on Dated Date | 233.05900 |
| 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 |
| 02/20/14 | 02/28/14 | 233.04971 | 9,025,320 | 97.109967 | 0.99996 | 97.106083 | 1.495 |
| 06/19/14 | 06/30/14 | 237.04603 | 7,000,003 | 106.517821 | 1.01711 | 108.340341 | 1.116 |
| 10/23/14 | 10/31/14 | 237.86484 | 7,000,004 | 109.901418 | 1.02062 | 112.167585 | 0.985 |
| Total Auctioned | 23,025,326 | ||||||
| OID for Purchase on 02/28/14 | ||||
|---|---|---|---|---|
| Click Year for After Market OID | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 02/28/14 | 233.04971 | 0.99996 | ||
| 2014 | 01/01/15 | 237.43300 | 1.01877 | 18.81 |
| 2015 | 01/01/16 | 237.83800 | 1.02051 | 1.74 |
| 2016 | 01/01/17 | 241.72900 | 1.03720 | 16.69 |
| 2017 | 09/01/17 | 244.95500 | 1.05104 | 13.84 |
| Total | 51.08 | |||
| Interest net of Accrued on 02/28/14 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 02/28/14 | 233.04971 | 0.99996 | -0.49376478 |
| 08/15/14 | 238.10006 | 1.02163 | 7.02370625 |
| 02/15/15 | 235.48150 | 1.01039 | 6.94643125 |
| 08/15/15 | 238.18119 | 1.02198 | 7.02611250 |
| 02/15/16 | 236.94448 | 1.01667 | 6.98960625 |
| 08/15/16 | 240.59819 | 1.03235 | 7.09740625 |
| 02/15/17 | 241.39250 | 1.03576 | 7.12085000 |
| 08/15/17 | 244.83326 | 1.05052 | 7.22232500 |
| Total | 48.93267272 | ||