0.875% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2047
Auction Prices, OID, & Interest for $1,000 Purchase on 02/28/17
| Description | TIPS of February 2047 | Dated Date | February 15, 2017 |
| CUSIP Number | 912810RW0 | Ref CPI on Dated Date | 241.39250 |
| 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 |
| 02/16/17 | 02/28/17 | 241.42918 | 7,970,820 | 98.745853 | 1.00015 | 98.760665 | 0.923 |
| 06/22/17 | 06/30/17 | 244.49990 | 5,607,779 | 99.869486 | 1.01287 | 101.154806 | 0.880 |
| 10/19/17 | 10/31/17 | 245.49535 | 5,125,070 | 99.152455 | 1.01700 | 100.838047 | 0.908 |
| Total Auctioned | 18,703,669 | ||||||
| OID for Purchase on 02/28/17 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 02/28/17 | 241.42918 | 1.00015 | ||
| 2017 | 01/01/18 | 246.66300 | 1.02183 | 21.68 |
| 2018 | 01/01/19 | 252.88500 | 1.04761 | 25.78 |
| 2019 | 01/01/20 | 257.34600 | 1.06609 | 18.48 |
| 2020 | 01/01/21 | 260.38800 | 1.07869 | 12.60 |
| 2021 | 01/01/22 | 276.58900 | 1.14581 | 67.12 |
| 2022 | 01/01/23 | 298.01200 | 1.23455 | 88.74 |
| 2023 | 01/01/24 | 307.67100 | 1.27457 | 40.02 |
| 2024 | 01/01/25 | 315.66400 | 1.30768 | 33.11 |
| 2025 | 06/01/25 | 319.79900 | 1.32481 | 17.13 |
| Total | 324.66 | |||
| Interest net of Accrued on 02/28/17 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 02/28/17 | 241.42918 | 1.00015 | -0.31427365 |
| 08/15/17 | 244.83326 | 1.01425 | 4.43734375 |
| 02/15/18 | 246.59650 | 1.02156 | 4.46932500 |
| 08/15/18 | 251.76910 | 1.04299 | 4.56308125 |
| 02/15/19 | 251.63550 | 1.04243 | 4.56063125 |
| 08/15/19 | 256.11503 | 1.06099 | 4.64183125 |
| 02/15/20 | 257.09503 | 1.06505 | 4.65959375 |
| 08/15/20 | 257.02761 | 1.06477 | 4.65836875 |
| 02/15/21 | 260.35150 | 1.07854 | 4.71861250 |
| 08/15/21 | 270.32448 | 1.11985 | 4.89934375 |
| 02/15/22 | 278.37500 | 1.15320 | 5.04525000 |
| 08/15/22 | 294.10923 | 1.21839 | 5.33045625 |
| 02/15/23 | 297.25400 | 1.23141 | 5.38741875 |
| 08/15/23 | 304.57048 | 1.26172 | 5.52002500 |
| 02/15/24 | 306.90376 | 1.27139 | 5.56233125 |
| 08/15/24 | 314.11687 | 1.30127 | 5.69305625 |
| 02/15/25 | 315.54900 | 1.30720 | 5.71900000 |
| Total | 79.55139510 | ||