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 Daily Index Ratios | ||||
| 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 | 01/01/18 | 246.66300 | 1.05837 | 21.17 |
| 2018 | 01/01/19 | 252.88500 | 1.08507 | 26.70 |
| 2019 | 01/01/20 | 257.34600 | 1.10421 | 19.14 |
| 2020 | 01/01/21 | 260.38800 | 1.11726 | 13.05 |
| 2021 | 01/01/22 | 276.58900 | 1.18678 | 69.52 |
| 2022 | 01/01/23 | 298.01200 | 1.27870 | 91.92 |
| 2023 | 01/01/24 | 307.67100 | 1.32014 | 41.44 |
| 2024 | 01/01/25 | 315.66400 | 1.35444 | 34.30 |
| 2025 | 01/01/26 | 325.60400 | 1.39709 | 42.65 |
| 2026 | 03/01/26 | 324.05400 | 1.39044 | -6.65 |
| Total | 390.48 | |||
| 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 |
| 02/15/18 | 246.59650 | 1.05809 | 7.27436875 |
| 08/15/18 | 251.76910 | 1.08028 | 7.42692500 |
| 02/15/19 | 251.63550 | 1.07971 | 7.42300625 |
| 08/15/19 | 256.11503 | 1.09893 | 7.55514375 |
| 02/15/20 | 257.09503 | 1.10313 | 7.58401875 |
| 08/15/20 | 257.02761 | 1.10284 | 7.58202500 |
| 02/15/21 | 260.35150 | 1.11711 | 7.68013125 |
| 08/15/21 | 270.32448 | 1.15990 | 7.97431250 |
| 02/15/22 | 278.37500 | 1.19444 | 8.21177500 |
| 08/15/22 | 294.10923 | 1.26195 | 8.67590625 |
| 02/15/23 | 297.25400 | 1.27545 | 8.76871875 |
| 08/15/23 | 304.57048 | 1.30684 | 8.98452500 |
| 02/15/24 | 306.90376 | 1.31685 | 9.05334375 |
| 08/15/24 | 314.11687 | 1.34780 | 9.26612500 |
| 02/15/25 | 315.54900 | 1.35394 | 9.30833750 |
| 08/15/25 | 321.95997 | 1.38145 | 9.49746875 |
| 02/15/26 | 324.08800 | 1.39058 | 9.56023750 |
| Total | 190.75904147 | ||