1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046

Auction Prices, OID, & Interest for $1,000 Purchase on 02/29/16

DescriptionTIPS of February 2046Dated DateFebruary 15, 2016
CUSIP Number912810RR1Ref CPI on Dated Date236.94448
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
02/18/1602/29/16236.552979,346,03496.9526570.9983596.7926851.120
06/22/1606/30/16239.223375,729,409102.4635041.00962103.4492030.905
10/20/1610/31/16240.846355,302,275108.8743011.01647110.6674610.666
Total Auctioned20,377,717
OID for Purchase on 02/29/16
Click Year for After Market OID
YearDateRef CPIIndex
Ratio
OID per
$1,000
 02/29/16236.552970.99835 
201601/01/17241.729001.0201921.84
201709/01/17244.955001.0338113.62
Total35.46
Interest net of Accrued on 02/29/16
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
02/29/16236.552970.99835-0.38398077
08/15/16240.598191.015425.07710000
02/15/17241.392501.018775.09385000
08/15/17244.833261.033295.16645000
Total14.95341923

Generated  07/14/17  08:58