2.5% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2029
Auction Prices, OID, & Interest for $1,000 Purchase on 01/30/09
| Description | TIPS of January 2029 | Dated Date | January 15, 2009 |
| CUSIP Number | 912810PZ5 | Ref CPI on Dated Date | 214.69971 |
| 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 |
| 01/26/09 | 01/30/09 | 212.69261 | 8,000,001 | 99.998826 | 0.99065 | 99.063837 | 2.500 |
| 07/27/09 | 07/31/09 | 213.83613 | 6,150,304 | 101.749348 | 0.99598 | 101.340316 | 2.387 |
| Total Auctioned | 14,150,305 | ||||||
| OID for Purchase on 01/30/09 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 01/30/09 | 212.69261 | 0.99065 | ||
| 2009 | 01/01/10 | 216.17700 | 1.00688 | 16.23 |
| 2010 | 01/01/11 | 218.71100 | 1.01868 | 11.80 |
| 2011 | 01/01/12 | 226.42100 | 1.05459 | 35.91 |
| 2012 | 01/01/13 | 231.31700 | 1.07740 | 22.81 |
| 2013 | 01/01/14 | 233.54600 | 1.08778 | 10.38 |
| 2014 | 01/01/15 | 237.43300 | 1.10588 | 18.10 |
| 2015 | 01/01/16 | 237.83800 | 1.10777 | 1.89 |
| 2016 | 01/01/17 | 241.72900 | 1.12589 | 18.12 |
| 2017 | 01/01/18 | 246.66300 | 1.14887 | 22.98 |
| 2018 | 01/01/19 | 252.88500 | 1.17785 | 28.98 |
| 2019 | 01/01/20 | 257.34600 | 1.19863 | 20.78 |
| 2020 | 01/01/21 | 260.38800 | 1.21280 | 14.17 |
| 2021 | 01/01/22 | 276.58900 | 1.28826 | 75.46 |
| 2022 | 01/01/23 | 298.01200 | 1.38804 | 99.78 |
| 2023 | 01/01/24 | 307.67100 | 1.43303 | 44.99 |
| 2024 | 01/01/25 | 315.66400 | 1.47026 | 37.23 |
| 2025 | 05/01/25 | 319.08200 | 1.48618 | 15.92 |
| Total | 495.53 | |||
| Interest net of Accrued on 01/30/09 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 01/30/09 | 212.69261 | 0.99065 | -1.02622583 |
| 07/15/09 | 213.51819 | 0.99450 | 12.43125000 |
| 01/15/10 | 216.24610 | 1.00720 | 12.59000000 |
| 07/15/10 | 218.08532 | 1.01577 | 12.69712500 |
| 01/15/11 | 218.75255 | 1.01888 | 12.73600000 |
| 07/15/11 | 225.38381 | 1.04976 | 13.12200000 |
| 01/15/12 | 226.33474 | 1.05419 | 13.17737500 |
| 07/15/12 | 229.96306 | 1.07109 | 13.38862500 |
| 01/15/13 | 230.82203 | 1.07509 | 13.43862500 |
| 07/15/13 | 232.71797 | 1.08392 | 13.54900000 |
| 01/15/14 | 233.33058 | 1.08678 | 13.58475000 |
| 07/15/14 | 237.44594 | 1.10594 | 13.82425000 |
| 01/15/15 | 236.85403 | 1.10319 | 13.78987500 |
| 07/15/15 | 237.14365 | 1.10454 | 13.80675000 |
| 01/15/16 | 237.61129 | 1.10671 | 13.83387500 |
| 07/15/16 | 239.70132 | 1.11645 | 13.95562500 |
| 01/15/17 | 241.55919 | 1.12510 | 14.06375000 |
| 07/15/17 | 244.61839 | 1.13935 | 14.24187500 |
| 01/15/18 | 246.66571 | 1.14889 | 14.36112500 |
| 07/15/18 | 251.01658 | 1.16915 | 14.61437500 |
| 01/15/19 | 252.50248 | 1.17607 | 14.70087500 |
| 07/15/19 | 255.79368 | 1.19140 | 14.89250000 |
| 01/15/20 | 257.28368 | 1.19834 | 14.97925000 |
| 07/15/20 | 256.39126 | 1.19419 | 14.92737500 |
| 01/15/21 | 260.31619 | 1.21247 | 15.15587500 |
| 07/15/21 | 268.02090 | 1.24835 | 15.60437500 |
| 01/15/22 | 277.20274 | 1.29112 | 16.13900000 |
| 07/15/22 | 290.54829 | 1.35328 | 16.91600000 |
| 01/15/23 | 297.87606 | 1.38741 | 17.34262500 |
| 07/15/23 | 303.70803 | 1.41457 | 17.68212500 |
| 01/15/24 | 307.39100 | 1.43173 | 17.89662500 |
| 07/15/24 | 313.78329 | 1.46150 | 18.26875000 |
| 01/15/25 | 315.58677 | 1.46990 | 18.37375000 |
| Total | 469.05914917 | ||