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

DescriptionTIPS of February 2044Dated DateFebruary 15, 2014
CUSIP Number912810RF7Ref CPI on Dated Date233.05900
Price before & after Applying Index Ratio and Real Yield to Maturity (YTM)
AuctionIssuedRef CPIAmount
in 000's
Price
before IR
Index
Ratio
Price
after IR
Real
YTM
02/20/1402/28/14233.049719,025,32097.1099670.9999697.1060831.495
06/19/1406/30/14237.046037,000,003106.5178211.01711108.3403411.116
10/23/1410/31/14237.864847,000,004109.9014181.02062112.1675850.985
Total Auctioned23,025,326
OID for Purchase on 02/28/14
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 02/28/14233.049710.99996 
201401/01/15237.433001.0187718.81
201501/01/16237.838001.020511.74
201601/01/17241.729001.0372016.69
201704/01/17242.839001.041964.76
Total42.00
Interest net of Accrued on 02/28/14
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
02/28/14233.049710.99996-0.49376478
08/15/14238.100061.021637.02370625
02/15/15235.481501.010396.94643125
08/15/15238.181191.021987.02611250
02/15/16236.944481.016676.98960625
08/15/16240.598191.032357.09740625
02/15/17241.392501.035767.12085000
Total41.71034772

Generated  02/15/17  09:35