1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046

Auction Prices, OID, & Interest for $1,000 Purchase on 02/29/16

DescriptionTIPS of February 2046Dated DateFebruary 15, 2016
CUSIP Number912810RR1Ref CPI on Dated Date236.94448
Price before & after Applying Index Ratio and Real Yield to Maturity (YTM)
AuctionIssuedRef CPIAmount
in 000's
Price
before IR
Index
Ratio
Price
after IR
Real
YTM
02/18/1602/29/16236.552979,346,03496.9526570.9983596.7926851.120
06/22/1606/30/16239.223375,729,409102.4635041.00962103.4492030.905
10/20/1610/31/16240.846355,302,275108.8743011.01647110.6674610.666
Total Auctioned20,377,717
OID for Purchase on 02/29/16
Click Year for Daily Index Ratios
YearDateRef CPIIndex
Ratio
OID per
$1,000
 02/29/16236.552970.99835 
201601/01/17241.729001.0201921.84
201701/01/18246.663001.0410220.83
201801/01/19252.885001.0672826.26
201901/01/20257.346001.0861018.82
202001/01/21260.388001.0989412.84
202101/01/22276.589001.1673268.38
202201/01/23298.012001.2577390.41
202301/01/24307.671001.2984940.76
202401/01/25315.664001.3322333.74
202504/01/25317.671001.340708.47
Total342.35
Interest net of Accrued on 02/29/16
Click Year in Date Column for After Market Accrued Interest
DateRef CPIIndex
Ratio
Interest
per $1,000
02/29/16236.552970.99835-0.38398077
08/15/16240.598191.015425.07710000
02/15/17241.392501.018775.09385000
08/15/17244.833261.033295.16645000
02/15/18246.596501.040745.20370000
08/15/18251.769101.062575.31285000
02/15/19251.635501.062005.31000000
08/15/19256.115031.080915.40455000
02/15/20257.095031.085045.42520000
08/15/20257.027611.084765.42380000
02/15/21260.351501.098795.49395000
08/15/21270.324481.140885.70440000
02/15/22278.375001.174855.87425000
08/15/22294.109231.241266.20630000
02/15/23297.254001.254536.27265000
08/15/23304.570481.285416.42705000
02/15/24306.903761.295266.47630000
08/15/24314.116871.325706.62850000
02/15/25315.549001.331746.65870000
Total102.77561923

Generated  02/12/25  09:44