2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2040
Auction Prices, OID, & Interest for $1,000 Purchase on 08/31/10
| Description | TIPS of February 2040 | Dated Date | February 15, 2010 |
| CUSIP Number | 912810QF8 | Ref CPI on Dated Date | 216.13950 |
| 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 |
| 02/22/10 | 02/26/10 | 215.98982 | 8,000,000 | 97.734649 | 0.99931 | 97.667212 | 2.229 |
| 08/23/10 | 08/31/10 | 217.97187 | 7,171,391 | 108.168877 | 1.00848 | 109.086149 | 1.768 |
| Total Auctioned | 15,171,391 | ||||||
| OID for Purchase on 08/31/10 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 08/31/10 | 217.97187 | 1.00848 | ||
| 2010 | 01/01/11 | 218.71100 | 1.01190 | 3.42 |
| 2011 | 01/01/12 | 226.42100 | 1.04757 | 35.67 |
| 2012 | 01/01/13 | 231.31700 | 1.07022 | 22.65 |
| 2013 | 01/01/14 | 233.54600 | 1.08053 | 10.31 |
| 2014 | 01/01/15 | 237.43300 | 1.09852 | 17.99 |
| 2015 | 01/01/16 | 237.83800 | 1.10039 | 1.87 |
| 2016 | 01/01/17 | 241.72900 | 1.11839 | 18.00 |
| 2017 | 01/01/18 | 246.66300 | 1.14122 | 22.83 |
| 2018 | 01/01/19 | 252.88500 | 1.17001 | 28.79 |
| 2019 | 01/01/20 | 257.34600 | 1.19065 | 20.64 |
| 2020 | 01/01/21 | 260.38800 | 1.20472 | 14.07 |
| 2021 | 01/01/22 | 276.58900 | 1.27968 | 74.96 |
| 2022 | 01/01/23 | 298.01200 | 1.37879 | 99.11 |
| 2023 | 01/01/24 | 307.67100 | 1.42348 | 44.69 |
| 2024 | 01/01/25 | 315.66400 | 1.46046 | 36.98 |
| Total | 451.98 | |||
| Interest net of Accrued on 08/31/10 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 08/31/10 | 217.97187 | 1.00848 | -0.93174783 |
| 02/15/11 | 218.99100 | 1.01319 | 10.76514375 |
| 08/15/11 | 225.85471 | 1.04495 | 11.10259375 |
| 02/15/12 | 225.96062 | 1.04544 | 11.10780000 |
| 08/15/12 | 229.66281 | 1.06257 | 11.28980625 |
| 02/15/13 | 229.91100 | 1.06372 | 11.30202500 |
| 08/15/13 | 233.19745 | 1.07892 | 11.46352500 |
| 02/15/14 | 233.05900 | 1.07828 | 11.45672500 |
| 08/15/14 | 238.10006 | 1.10160 | 11.70450000 |
| 02/15/15 | 235.48150 | 1.08949 | 11.57583125 |
| 08/15/15 | 238.18119 | 1.10198 | 11.70853750 |
| 02/15/16 | 236.94448 | 1.09626 | 11.64776250 |
| 08/15/16 | 240.59819 | 1.11316 | 11.82732500 |
| 02/15/17 | 241.39250 | 1.11684 | 11.86642500 |
| 08/15/17 | 244.83326 | 1.13276 | 12.03557500 |
| 02/15/18 | 246.59650 | 1.14091 | 12.12216875 |
| 08/15/18 | 251.76910 | 1.16485 | 12.37653125 |
| 02/15/19 | 251.63550 | 1.16423 | 12.36994375 |
| 08/15/19 | 256.11503 | 1.18495 | 12.59009375 |
| 02/15/20 | 257.09503 | 1.18949 | 12.63833125 |
| 08/15/20 | 257.02761 | 1.18917 | 12.63493125 |
| 02/15/21 | 260.35150 | 1.20455 | 12.79834375 |
| 08/15/21 | 270.32448 | 1.25069 | 13.28858125 |
| 02/15/22 | 278.37500 | 1.28794 | 13.68436250 |
| 08/15/22 | 294.10923 | 1.36074 | 14.45786250 |
| 02/15/23 | 297.25400 | 1.37529 | 14.61245625 |
| 08/15/23 | 304.57048 | 1.40914 | 14.97211250 |
| 02/15/24 | 306.90376 | 1.41993 | 15.08675625 |
| 08/15/24 | 314.11687 | 1.45331 | 15.44141875 |
| Total | 348.99572092 | ||