You probably wouldn't say "interesting" in your example. You could say instead "it will interest us", or "we will be interested in [sth] e.g. the last non-zero term...".
If something is "interesting", you may not necessarily want to do anything about your interest. Your interest could be quite small or temporary. However, if something specific is "of interest", you tend to take an active interest in it. Or if you are "interested in something", it is a more general interest and so you may take a regular interest in it.
So although the ideas are synonymous to some extent, there are small shades of difference in usage and meaning.