1.375% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2044
Auction Prices, OID, & Interest for $1,000 Purchase on 06/30/14
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 06/30/14 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
06/30/14 | 237.04603 | 1.01711 | ||
2014 | 01/01/15 | 237.43300 | 1.01877 | 1.66 |
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 | 11/01/23 | 307.02600 | 1.31737 | 38.67 |
Total | 300.26 |
Interest net of Accrued on 06/30/14 | |||
---|---|---|---|
Click Year in Date Column for After Market Accrued Interest | |||
Date | Ref CPI | Index Ratio | Interest per $1,000 |
06/30/14 | 237.04603 | 1.01711 | -5.21549845 |
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 |
Total | 139.35179530 |