Interest Calculator for US TIPS

Q

If you hold a US TIPS (Treasury Inflation-Protected Securities), you can use this online tool to calculate its inflation adjusted par value (principle) and interest on each interest payment date.


Dated date YYYY-MM-DD
Maturity date YYYY-MM-DD
Coupon rate %
Par value $ as principal

✍: FYIcenter.com

A

Inflation adjusted par values and interests calculated by FYIcenter.com:

Dated date: 2020-01-15
Maturity date: 2030-01-15
Coupon rate: 3.0000%
Par value: $1,000.00

Interests are paid 2:
      Date   Ref CPI Ratio       Par Value      Interest
---------- --------- ----- --------------- -------------
2020-01-15 257.28368 1.000       $1,000.00    Dated date
2020-07-15 256.39126 0.997         $996.53        $14.95
2021-01-15 260.31619 1.012       $1,011.79        $15.18
2021-07-15 268.02090 1.042       $1,041.73        $15.63
2022-01-15 277.20274 1.077       $1,077.42        $16.16
2022-07-15 290.54829 1.129       $1,129.29        $16.94
2023-01-15 297.87606 1.158       $1,157.77        $17.37
2023-07-15 303.70803 1.180       $1,180.44        $17.71
2024-01-15 307.39100 1.195       $1,194.76        $17.92
2024-07-15 313.78329 1.220       $1,219.60        $18.29
2025-01-15 315.58677 1.227       $1,226.61        $18.40
2025-07-15 321.09758 1.248       $1,248.03        $18.72
2026-01-15       TBD   TBD             TBD           TBD
2026-07-15       TBD   TBD             TBD           TBD
2027-01-15       TBD   TBD             TBD           TBD
2027-07-15       TBD   TBD             TBD           TBD
2028-01-15       TBD   TBD             TBD           TBD
2028-07-15       TBD   TBD             TBD           TBD
2029-01-15       TBD   TBD             TBD           TBD
2029-07-15       TBD   TBD             TBD           TBD
2030-01-15       TBD   TBD             TBD           TBD
---------- --------- ----- --------------- -------------
      Date   Ref CPI Ratio       Par Value      Interest

The following formulas are used in the above calculations:


  Pt=
  CPIt
  CPIo
  ×Po
Pt=
  Current Principal
Po=
  Original Principal
CPIt=
  Current Reference CPI
CPIo=
  Original Reference CPI

For more details, see "Interest Calculation on US TIPS" tutorial.

 

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2025-04-26, ∼574🔥, 0💬