Treasury Inflation-Protected Securities
Friday, November 28, 2008
Treasury Inflation-Protected Securities, or TIPS, are securities whose principal is tied to the Consumer Price Index (CPI) . The principal increases with inflation and decreases with deflation. When the security matures, the U.S. Treasury pays the original or adjusted principal, whichever is greater. TIPS pay interest every six months. Figures after periods in bid and ask quotes represent 32nds; 101.26 means 101 26/32, or 101.8125% of 100% face value; 99.01 means 99 1/32, or 99.03125% of face value.
| Maturity |
Coupon |
Bid |
Asked |
Chg |
Yield* |
Accrued
principal
|
| 2009 Jan 15 |
3.875 |
98.12 |
98.12 |
+ 2 |
17.269 |
1334 |
| 2010 Jan 15 |
4.250 |
97.24 |
97.25 |
+ 4 |
6.339 |
1300 |
| 2010 Apr 15 |
0.875 |
92.26 |
92.27 |
+ 4 |
6.399 |
1154 |
| 2011 Jan 15 |
3.500 |
96.06 |
96.07 |
+ 1 |
5.405 |
1257 |
| 2011 Apr 15 |
2.375 |
94.01 |
94.02 |
+ 5 |
5.064 |
1102 |
| 2012 Jan 15 |
3.375 |
96.26 |
96.27 |
- 2 |
4.469 |
1232 |
| 2012 Apr 15 |
2.000 |
94.27 |
94.28 |
+ 6 |
3.628 |
1078 |
| 2012 Jul 15 |
3.000 |
95.22 |
95.23 |
+ 2 |
4.290 |
1216 |
| 2013 Apr 15 |
0.625 |
93.06 |
93.07 |
+ 36 |
2.267 |
1035 |
| 2013 Jul 15 |
1.875 |
90.14 |
90.15 |
+ 5 |
4.160 |
1191 |
| 2014 Jan 15 |
2.000 |
90.01 |
90.02 |
- 24 |
4.175 |
1184 |
| 2014 Jul 15 |
2.000 |
89.07 |
89.08 |
- 16 |
4.161 |
1160 |
| 2015 Jan 15 |
1.625 |
87.18 |
87.19 |
+ 6 |
3.927 |
1145 |
| 2015 Jul 15 |
1.875 |
88.22 |
88.23 |
+ 23 |
3.819 |
1124 |
| 2016 Jan 15 |
2.000 |
89.04 |
89.05 |
+ 16 |
3.749 |
1102 |
| 2016 Jul 15 |
2.500 |
92.02 |
92.03 |
+ 24 |
3.702 |
1083 |
| 2017 Jan 15 |
2.375 |
92.02 |
92.03 |
+ 20 |
3.504 |
1084 |
| 2017 Jul 15 |
2.625 |
95.04 |
95.05 |
+ 24 |
3.274 |
1055 |
| 2018 Jan 15 |
1.625 |
89.01 |
89.02 |
+ 39 |
3.004 |
1044 |
| 2018 Jul 15 |
1.375 |
89.29 |
89.30 |
+ 28 |
2.563 |
1014 |
| 2025 Jan 15 |
2.375 |
89.09 |
89.10 |
+ 21 |
3.230 |
1160 |
| 2026 Jan 15 |
2.000 |
83.27 |
83.28 |
+ 31 |
3.233 |
1102 |
| 2027 Jan 15 |
2.375 |
89.17 |
89.18 |
+ 19 |
3.133 |
1084 |
| 2028 Jan 15 |
1.750 |
82.12 |
82.13 |
+ 42 |
2.962 |
1044 |
| 2028 Apr 15 |
3.625 |
106.04 |
106.05 |
+ 34 |
3.197 |
1352 |
| 2029 Apr 15 |
3.875 |
110.07 |
110.08 |
+ 28 |
3.188 |
1330 |
| 2032 Apr 15 |
3.375 |
106.21 |
106.22 |
+ 66 |
2.977 |
1232 |
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