2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2041
Auction Prices, OID, & Interest for $1,000 Purchase on 02/28/11
| Description | TIPS of February 2041 | Dated Date | February 15, 2011 |
| CUSIP Number | 912810QP6 | Ref CPI on Dated Date | 218.99100 |
| 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 |
| 02/17/11 | 02/28/11 | 219.16557 | 9,494,449 | 98.576545 | 1.00080 | 98.655406 | 2.190 |
| 06/23/11 | 06/30/11 | 224.85803 | 7,225,388 | 108.784378 | 1.02679 | 111.698711 | 1.744 |
| 10/20/11 | 10/31/11 | 226.52490 | 7,266,179 | 128.531803 | 1.03440 | 132.953297 | 0.999 |
| Total Auctioned | 23,986,016 | ||||||
| OID for Purchase on 02/28/11 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 02/28/11 | 219.16557 | 1.00080 | ||
| 2011 | 01/01/12 | 226.42100 | 1.03393 | 33.13 |
| 2012 | 01/01/13 | 231.31700 | 1.05629 | 22.36 |
| 2013 | 01/01/14 | 233.54600 | 1.06646 | 10.17 |
| 2014 | 01/01/15 | 237.43300 | 1.08421 | 17.75 |
| 2015 | 01/01/16 | 237.83800 | 1.08606 | 1.85 |
| 2016 | 01/01/17 | 241.72900 | 1.10383 | 17.77 |
| 2017 | 01/01/18 | 246.66300 | 1.12636 | 22.53 |
| 2018 | 01/01/19 | 252.88500 | 1.15477 | 28.41 |
| 2019 | 01/01/20 | 257.34600 | 1.17514 | 20.37 |
| 2020 | 01/01/21 | 260.38800 | 1.18904 | 13.90 |
| 2021 | 01/01/22 | 276.58900 | 1.26302 | 73.98 |
| 2022 | 01/01/23 | 298.01200 | 1.36084 | 97.82 |
| 2023 | 01/01/24 | 307.67100 | 1.40495 | 44.11 |
| 2024 | 01/01/25 | 315.66400 | 1.44145 | 36.50 |
| 2025 | 05/01/25 | 319.08200 | 1.45706 | 15.61 |
| Total | 456.26 | |||
| Interest net of Accrued on 02/28/11 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 02/28/11 | 219.16557 | 1.00080 | -0.76373204 |
| 08/15/11 | 225.85471 | 1.03134 | 10.95798750 |
| 02/15/12 | 225.96062 | 1.03183 | 10.96319375 |
| 08/15/12 | 229.66281 | 1.04873 | 11.14275625 |
| 02/15/13 | 229.91100 | 1.04987 | 11.15486875 |
| 08/15/13 | 233.19745 | 1.06487 | 11.31424375 |
| 02/15/14 | 233.05900 | 1.06424 | 11.30755000 |
| 08/15/14 | 238.10006 | 1.08726 | 11.55213750 |
| 02/15/15 | 235.48150 | 1.07530 | 11.42506250 |
| 08/15/15 | 238.18119 | 1.08763 | 11.55606875 |
| 02/15/16 | 236.94448 | 1.08198 | 11.49603750 |
| 08/15/16 | 240.59819 | 1.09867 | 11.67336875 |
| 02/15/17 | 241.39250 | 1.10229 | 11.71183125 |
| 08/15/17 | 244.83326 | 1.11801 | 11.87885625 |
| 02/15/18 | 246.59650 | 1.12606 | 11.96438750 |
| 08/15/18 | 251.76910 | 1.14968 | 12.21535000 |
| 02/15/19 | 251.63550 | 1.14907 | 12.20886875 |
| 08/15/19 | 256.11503 | 1.16952 | 12.42615000 |
| 02/15/20 | 257.09503 | 1.17400 | 12.47375000 |
| 08/15/20 | 257.02761 | 1.17369 | 12.47045625 |
| 02/15/21 | 260.35150 | 1.18887 | 12.63174375 |
| 08/15/21 | 270.32448 | 1.23441 | 13.11560625 |
| 02/15/22 | 278.37500 | 1.27117 | 13.50618125 |
| 08/15/22 | 294.10923 | 1.34302 | 14.26958750 |
| 02/15/23 | 297.25400 | 1.35738 | 14.42216250 |
| 08/15/23 | 304.57048 | 1.39079 | 14.77714375 |
| 02/15/24 | 306.90376 | 1.40144 | 14.89030000 |
| 08/15/24 | 314.11687 | 1.43438 | 15.24028750 |
| 02/15/25 | 315.54900 | 1.44092 | 15.30977500 |
| Total | 349.29198046 | ||