1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046
Auction Prices, OID, & Interest for $1,000 Purchase on 02/29/16
Description | TIPS of February 2046 | Dated Date | February 15, 2016 |
CUSIP Number | 912810RR1 | Ref CPI on Dated Date | 236.94448 |
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 |
02/18/16 | 02/29/16 | 236.55297 | 9,346,034 | 96.952657 | 0.99835 | 96.792685 | 1.120 |
06/22/16 | 06/30/16 | 239.22337 | 5,729,409 | 102.463504 | 1.00962 | 103.449203 | 0.905 |
10/20/16 | 10/31/16 | 240.84635 | 5,302,275 | 108.874301 | 1.01647 | 110.667461 | 0.666 |
Total Auctioned | 20,377,717 |
OID for Purchase on 02/29/16 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
02/29/16 | 236.55297 | 0.99835 | ||
2016 | 01/01/17 | 241.72900 | 1.02019 | 21.84 |
2017 | 01/01/18 | 246.66300 | 1.04102 | 20.83 |
2018 | 01/01/19 | 252.88500 | 1.06728 | 26.26 |
2019 | 01/01/20 | 257.34600 | 1.08610 | 18.82 |
2020 | 01/01/21 | 260.38800 | 1.09894 | 12.84 |
2021 | 01/01/22 | 276.58900 | 1.16732 | 68.38 |
2022 | 01/01/23 | 298.01200 | 1.25773 | 90.41 |
2023 | 01/01/24 | 307.67100 | 1.29849 | 40.76 |
2024 | 01/01/25 | 315.66400 | 1.33223 | 33.74 |
2025 | 04/01/25 | 317.67100 | 1.34070 | 8.47 |
Total | 342.35 |
Interest net of Accrued on 02/29/16 | |||
---|---|---|---|
Click Year in Date Column for After Market Accrued Interest | |||
Date | Ref CPI | Index Ratio | Interest per $1,000 |
02/29/16 | 236.55297 | 0.99835 | -0.38398077 |
08/15/16 | 240.59819 | 1.01542 | 5.07710000 |
02/15/17 | 241.39250 | 1.01877 | 5.09385000 |
08/15/17 | 244.83326 | 1.03329 | 5.16645000 |
02/15/18 | 246.59650 | 1.04074 | 5.20370000 |
08/15/18 | 251.76910 | 1.06257 | 5.31285000 |
02/15/19 | 251.63550 | 1.06200 | 5.31000000 |
08/15/19 | 256.11503 | 1.08091 | 5.40455000 |
02/15/20 | 257.09503 | 1.08504 | 5.42520000 |
08/15/20 | 257.02761 | 1.08476 | 5.42380000 |
02/15/21 | 260.35150 | 1.09879 | 5.49395000 |
08/15/21 | 270.32448 | 1.14088 | 5.70440000 |
02/15/22 | 278.37500 | 1.17485 | 5.87425000 |
08/15/22 | 294.10923 | 1.24126 | 6.20630000 |
02/15/23 | 297.25400 | 1.25453 | 6.27265000 |
08/15/23 | 304.57048 | 1.28541 | 6.42705000 |
02/15/24 | 306.90376 | 1.29526 | 6.47630000 |
08/15/24 | 314.11687 | 1.32570 | 6.62850000 |
02/15/25 | 315.54900 | 1.33174 | 6.65870000 |
Total | 102.77561923 |