1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2048
Auction Prices, OID, & Interest for $1,000 Purchase on 10/31/18
| Description | TIPS of February 2048 | Dated Date | February 15, 2018 |
| CUSIP Number | 912810SB5 | Ref CPI on Dated Date | 246.59650 |
| 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 |
| 02/15/18 | 02/28/18 | 246.52918 | 8,706,576 | 99.922358 | 0.99973 | 99.895379 | 1.003 |
| 06/21/18 | 06/29/18 | 250.47987 | 5,000,001 | 101.704410 | 1.01575 | 103.306254 | 0.934 |
| 10/18/18 | 10/31/18 | 252.14148 | 5,000,003 | 94.238130 | 1.02249 | 96.357546 | 1.235 |
| Total Auctioned | 18,706,581 | ||||||
| OID for Purchase on 10/31/18 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/31/18 | 252.14148 | 1.02249 | ||
| 2018 | 01/01/19 | 252.88500 | 1.02550 | 3.01 |
| 2019 | 01/01/20 | 257.34600 | 1.04359 | 18.09 |
| 2020 | 01/01/21 | 260.38800 | 1.05593 | 12.34 |
| 2021 | 01/01/22 | 276.58900 | 1.12163 | 65.70 |
| 2022 | 01/01/23 | 298.01200 | 1.20850 | 86.87 |
| 2023 | 01/01/24 | 307.67100 | 1.24767 | 39.17 |
| 2024 | 01/01/25 | 315.66400 | 1.28008 | 32.41 |
| Total | 257.59 | |||
| Interest net of Accrued on 10/31/18 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 10/31/18 | 252.14148 | 1.02249 | -2.13944918 |
| 02/15/19 | 251.63550 | 1.02043 | 5.10215000 |
| 08/15/19 | 256.11503 | 1.03860 | 5.19300000 |
| 02/15/20 | 257.09503 | 1.04257 | 5.21285000 |
| 08/15/20 | 257.02761 | 1.04230 | 5.21150000 |
| 02/15/21 | 260.35150 | 1.05578 | 5.27890000 |
| 08/15/21 | 270.32448 | 1.09622 | 5.48110000 |
| 02/15/22 | 278.37500 | 1.12887 | 5.64435000 |
| 08/15/22 | 294.10923 | 1.19267 | 5.96335000 |
| 02/15/23 | 297.25400 | 1.20543 | 6.02715000 |
| 08/15/23 | 304.57048 | 1.23510 | 6.17550000 |
| 02/15/24 | 306.90376 | 1.24456 | 6.22280000 |
| 08/15/24 | 314.11687 | 1.27381 | 6.36905000 |
| Total | 65.74225082 | ||