| TIPS Pricing Calculation - New Issue | | | | | | | | | | | | | | | |
| Copyright: Explore Bonds | | | | | | | | | | | | | | | | | |
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| This spreadsheet calculates TIPS pricing at auction. See blog post below for more info. Cells in blue are data inputs. Other cells are calculated. | | | | | | | | | | | | | | | |
| TIPS Auction Step By Step: (2) Read the Announcement | | | | | | | | | | | | | | | | |
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| This worksheet calculates pricing for new issues. Click on the Reopening tab at the bottom for reopenings. | | | | | | | | | | | | |
| Gather input data from auction announcements at | | | | | | | | | | | | | | | |
| http://treasurydirect.gov/instit/annceresult/press/press_secannpr.htm | | | | | | | | | | | | | | | |
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| From Auction Announcement | | | | | | | | | | | | | | | | | |
| Issue Date | 1/15/2008 | | | | | | | | | | | | | | | | |
| Maturity Date | 1/15/2028 | | | | | | | | | | | | | | | | |
| Dated Date | 1/15/2008 | | | | | | | | | | | | | | | | |
| Index Ratio | 1.00306 | | | | | | | | | | | | | | | | |
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| Your Own Estimate | | | | | | | | | | | | | | | | | |
| Yield Estimate (i) | 1.807% | | | | | | | | | | | | | | | | |
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| Calculated Fields | | | | | | | | | | | | | | | | | |
| Coupon Rate | 1.750% | | | | | | | | | | | | | | | | |
| Next Interest Date | 7/15/2008 | | | | | | | | | | | | | | | | |
| Days until next interest (r) | 182 | | | | | | | | | | | | | | | | |
| Days in semiannual period (s) | 182 | | | | | | | | | | | | | | | | |
| Coupon per $100 (C) | 1.75 | | | | | | | | | | | | | | | | |
| Number of Full Coupon Period (n) | 39 | | | | | | | | | | | | | | | | |
| Price + Accrued Interest | 99.04684 | | | | | | | | | | | | | | | | |
| Adjusted Price + Accrued Interest | 99.349924 | | | | | | | | | | | | | | | | |
| Per Bond | 993.49924 | | | | | | | | | | | | | | | | |
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