1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046
Auction Prices, OID, & Interest for $1,000 Purchase on 06/30/16
| 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 06/30/16 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 06/30/16 | 239.22337 | 1.00962 | ||
| 2016 | 01/01/17 | 241.72900 | 1.02019 | 10.57 |
| 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 | 11/01/23 | 307.02600 | 1.29577 | 38.04 |
| Total | 286.15 | |||
| Interest net of Accrued on 06/30/16 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 06/30/16 | 239.22337 | 1.00962 | -3.77220659 |
| 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 |
| Total | 79.62389341 | ||