3.875% 30-Year Treasury Inflation Protected Security (TIPS) due April 15, 2029
Auction Prices, OID, & Interest for $1,000 Purchase on 10/15/99
| Description | TIPS of April 2029 | Dated Date | April 15, 1999 |
| CUSIP Number | 912810FH6 | Ref CPI on Dated Date | 164.39333 |
| 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 |
| 04/07/99 | 04/15/99 | 164.39333 | 7,350,408 | 99.578000 | 1.00000 | 99.578000 | 3.899 |
| 10/06/99 | 10/15/99 | 166.88065 | 7,368,469 | 95.543428 | 1.01513 | 96.989000 | 4.138 |
| 10/11/00 | 10/16/00 | 172.64839 | 5,000,084 | 98.672659 | 1.05022 | 103.628000 | 3.953 |
| Total Auctioned | 19,718,961 | ||||||
| OID for Purchase on 10/15/99 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/15/99 | 166.88065 | 1.01513 | ||
| 1999 | 01/01/00 | 168.20000 | 1.02316 | 8.03 |
| 2000 | 01/01/01 | 174.00000 | 1.05844 | 35.28 |
| 2001 | 01/01/02 | 177.70000 | 1.08094 | 22.50 |
| 2002 | 01/01/03 | 181.30000 | 1.10284 | 21.90 |
| 2003 | 01/01/04 | 185.00000 | 1.12535 | 22.51 |
| 2004 | 01/01/05 | 190.90000 | 1.16124 | 35.89 |
| 2005 | 01/01/06 | 199.20000 | 1.21173 | 50.49 |
| 2006 | 01/01/07 | 201.80000 | 1.22754 | 15.81 |
| 2007 | 01/01/08 | 208.93600 | 1.27095 | 43.41 |
| 2008 | 01/01/09 | 216.57300 | 1.31741 | 46.46 |
| 2009 | 01/01/10 | 216.17700 | 1.31500 | -2.41 |
| 2010 | 01/01/11 | 218.71100 | 1.33041 | 15.41 |
| 2011 | 01/01/12 | 226.42100 | 1.37731 | 46.90 |
| 2012 | 01/01/13 | 231.31700 | 1.40709 | 29.78 |
| 2013 | 01/01/14 | 233.54600 | 1.42065 | 13.56 |
| 2014 | 01/01/15 | 237.43300 | 1.44430 | 23.65 |
| 2015 | 01/01/16 | 237.83800 | 1.44676 | 2.46 |
| 2016 | 01/01/17 | 241.72900 | 1.47043 | 23.67 |
| 2017 | 01/01/18 | 246.66300 | 1.50044 | 30.01 |
| 2018 | 01/01/19 | 252.88500 | 1.53829 | 37.85 |
| 2019 | 01/01/20 | 257.34600 | 1.56543 | 27.14 |
| 2020 | 01/01/21 | 260.38800 | 1.58393 | 18.50 |
| 2021 | 01/01/22 | 276.58900 | 1.68248 | 98.55 |
| 2022 | 01/01/23 | 298.01200 | 1.81280 | 130.32 |
| 2023 | 01/01/24 | 307.67100 | 1.87155 | 58.75 |
| 2024 | 01/01/25 | 315.66400 | 1.92018 | 48.63 |
| 2025 | 03/01/25 | 315.60500 | 1.91982 | -0.36 |
| Total | 904.69 | |||
| Interest net of Accrued on 10/15/99 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 10/15/99 | 166.88065 | 1.01513 | 0.00000000 |
| 04/15/00 | 169.16667 | 1.02904 | 19.93765000 |
| 10/15/00 | 172.64516 | 1.05020 | 20.34762500 |
| 04/15/01 | 175.42667 | 1.06712 | 20.67545000 |
| 10/15/01 | 177.50000 | 1.07973 | 20.91976875 |
| 04/15/02 | 177.42667 | 1.07928 | 20.91105000 |
| 10/15/02 | 180.37097 | 1.09719 | 21.25805625 |
| 04/15/03 | 182.35333 | 1.10925 | 21.49171875 |
| 10/15/03 | 184.21613 | 1.12058 | 21.71123750 |
| 04/15/04 | 185.66667 | 1.12941 | 21.88231875 |
| 10/15/04 | 189.44516 | 1.15239 | 22.32755625 |
| 04/15/05 | 191.21333 | 1.16315 | 22.53603125 |
| 10/15/05 | 195.85161 | 1.19136 | 23.08260000 |
| 04/15/06 | 198.48667 | 1.20739 | 23.39318125 |
| 10/15/06 | 203.68065 | 1.23898 | 24.00523750 |
| 04/15/07 | 202.92140 | 1.23437 | 23.91591875 |
| 10/15/07 | 208.12648 | 1.26603 | 24.52933125 |
| 04/15/08 | 211.36607 | 1.28573 | 24.91101875 |
| 10/15/08 | 219.56748 | 1.33562 | 25.87763750 |
| 04/15/09 | 211.63300 | 1.28736 | 24.94260000 |
| 10/15/09 | 215.56913 | 1.31130 | 25.40643750 |
| 04/15/10 | 216.71220 | 1.31825 | 25.54109375 |
| 10/15/10 | 218.14694 | 1.32698 | 25.71023750 |
| 04/15/11 | 220.72980 | 1.34269 | 26.01461875 |
| 10/15/11 | 226.20335 | 1.37599 | 26.65980625 |
| 04/15/12 | 227.13073 | 1.38163 | 26.76908125 |
| 10/15/12 | 229.67981 | 1.39714 | 27.06958750 |
| 04/15/13 | 231.16013 | 1.40614 | 27.24396250 |
| 10/15/13 | 233.72290 | 1.42173 | 27.54601875 |
| 04/15/14 | 234.31967 | 1.42536 | 27.61635000 |
| 10/15/14 | 238.07026 | 1.44817 | 28.05829375 |
| 04/15/15 | 234.18067 | 1.42451 | 27.59988125 |
| 10/15/15 | 238.50135 | 1.45080 | 28.10925000 |
| 04/15/16 | 237.00700 | 1.44171 | 27.93313125 |
| 10/15/16 | 240.74003 | 1.46441 | 28.37294375 |
| 04/15/17 | 243.19553 | 1.47935 | 28.66240625 |
| 10/15/17 | 245.11703 | 1.49104 | 28.88890000 |
| 04/15/18 | 248.39153 | 1.51096 | 29.27485000 |
| 10/15/18 | 252.06923 | 1.53333 | 29.70826875 |
| 04/15/19 | 252.20853 | 1.53418 | 29.72473750 |
| 10/15/19 | 256.56513 | 1.56068 | 30.23817500 |
| 04/15/20 | 258.30093 | 1.57124 | 30.44277500 |
| 10/15/20 | 259.46997 | 1.57835 | 30.58053125 |
| 04/15/21 | 262.25027 | 1.59526 | 30.90816250 |
| 10/15/21 | 273.25771 | 1.66222 | 32.20551250 |
| 04/15/22 | 282.34640 | 1.71751 | 33.27675625 |
| 10/15/22 | 296.22858 | 1.80195 | 34.91278125 |
| 04/15/23 | 299.94933 | 1.82458 | 35.35123750 |
| 10/15/23 | 306.29390 | 1.86318 | 36.09911250 |
| 04/15/24 | 309.30787 | 1.88151 | 36.45425625 |
| 10/15/24 | 314.65561 | 1.91404 | 37.08452500 |
| Total | 1,348.11966875 | ||