0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2045
Auction Prices, OID, & Interest for $1,000 Purchase on 02/27/15
Description | TIPS of February 2045 | Dated Date | February 15, 2015 |
CUSIP Number | 912810RL4 | Ref CPI on Dated Date | 235.48150 |
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 |
02/19/15 | 02/27/15 | 234.90764 | 9,000,002 | 97.567766 | 0.99756 | 97.329701 | 0.842 |
06/18/15 | 06/30/15 | 236.58300 | 7,000,003 | 90.169945 | 1.00468 | 90.591940 | 1.142 |
10/22/15 | 10/30/15 | 238.33781 | 7,000,000 | 88.912692 | 1.01213 | 89.991203 | 1.200 |
Total Auctioned | 23,000,005 |
OID for Purchase on 02/27/15 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
02/27/15 | 234.90764 | 0.99756 | ||
2015 | 01/01/16 | 237.83800 | 1.01001 | 12.45 |
2016 | 01/01/17 | 241.72900 | 1.02653 | 16.52 |
2017 | 01/01/18 | 246.66300 | 1.04748 | 20.95 |
2018 | 01/01/19 | 252.88500 | 1.07391 | 26.43 |
2019 | 01/01/20 | 257.34600 | 1.09285 | 18.94 |
2020 | 01/01/21 | 260.38800 | 1.10577 | 12.92 |
2021 | 01/01/22 | 276.58900 | 1.17457 | 68.80 |
2022 | 01/01/23 | 298.01200 | 1.26554 | 90.97 |
2023 | 01/01/24 | 307.67100 | 1.30656 | 41.02 |
2024 | 01/01/25 | 315.66400 | 1.34050 | 33.94 |
2025 | 04/01/25 | 317.67100 | 1.34903 | 8.53 |
Total | 351.47 |
Interest net of Accrued on 02/27/15 | |||
---|---|---|---|
Click Year in Date Column for After Market Accrued Interest | |||
Date | Ref CPI | Index Ratio | Interest per $1,000 |
02/27/15 | 234.90764 | 0.99756 | -0.24801215 |
08/15/15 | 238.18119 | 1.01146 | 3.79297500 |
02/15/16 | 236.94448 | 1.00621 | 3.77328750 |
08/15/16 | 240.59819 | 1.02173 | 3.83148750 |
02/15/17 | 241.39250 | 1.02510 | 3.84412500 |
08/15/17 | 244.83326 | 1.03971 | 3.89891250 |
02/15/18 | 246.59650 | 1.04720 | 3.92700000 |
08/15/18 | 251.76910 | 1.06917 | 4.00938750 |
02/15/19 | 251.63550 | 1.06860 | 4.00725000 |
08/15/19 | 256.11503 | 1.08762 | 4.07857500 |
02/15/20 | 257.09503 | 1.09178 | 4.09417500 |
08/15/20 | 257.02761 | 1.09150 | 4.09312500 |
02/15/21 | 260.35150 | 1.10561 | 4.14603750 |
08/15/21 | 270.32448 | 1.14796 | 4.30485000 |
02/15/22 | 278.37500 | 1.18215 | 4.43306250 |
08/15/22 | 294.10923 | 1.24897 | 4.68363750 |
02/15/23 | 297.25400 | 1.26232 | 4.73370000 |
08/15/23 | 304.57048 | 1.29339 | 4.85021250 |
02/15/24 | 306.90376 | 1.30330 | 4.88737500 |
08/15/24 | 314.11687 | 1.33393 | 5.00223750 |
02/15/25 | 315.54900 | 1.34002 | 5.02507500 |
Total | 85.16847535 |