10-year TIPS Auctions - in Order of Bond's Maturity

TIPS #	Coupon	Term	Matures	Dated	Ref CPI	Auction	Issued	Amount in 000's	Price before IR	Index Ratio	Price after IR	Real YTM	Nominal Return
Click Auction Date for Results PDF (in separate window) or Issued Date for History of OID and Interest
1	3.375	10	01/15/07	01/15/97	158.43548	01/29/97	02/06/97	7,353,017	99.378646	1.00104	99.482000	3.449	5.905
1	3.375	10	01/15/07	01/15/97	158.43548	04/08/97	04/15/97	8,402,618	97.752742	1.00567	98.307000	3.651	6.108
3	3.625	10	01/15/08	01/15/98	161.55484	01/08/98	01/15/98	8,408,613	99.130000	1.00000	99.130000	3.730	6.363
3	3.625	10	01/15/08	01/15/98	161.55484	10/07/98	10/15/98	8,400,538	99.797178	1.01074	100.869000	3.651	6.397
5	3.875	10	01/15/09	01/15/99	164.00000	01/06/99	01/15/99	8,530,979	99.811000	1.00000	99.811000	3.898	6.660
5	3.875	10	01/15/09	01/15/99	164.00000	07/07/99	07/15/99	7,368,472	98.709308	1.01341	100.033000	4.040	6.805
7	4.250	10	01/15/10	01/15/00	168.24516	01/12/00	01/18/00	6,316,921	99.292042	1.00006	99.298000	4.338	6.955
7	4.250	10	01/15/10	01/15/00	168.24516	07/12/00	07/17/00	5,001,620	101.721241	1.01787	103.539000	4.030	6.576
8	3.500	10	01/15/11	01/15/01	174.04516	01/10/01	01/16/01	6,000,430	99.816004	1.00002	99.818000	3.522	5.895
8	3.500	10	01/15/11	01/15/01	174.04516	07/11/01	07/16/01	5,000,004	100.000000	1.01863	101.863000	3.500	5.785
10	3.375	10	01/15/12	01/15/02	177.56452	01/09/02	01/15/02	6,000,004	99.120000	1.00000	99.120000	3.480	5.986
11	3.000	10	07/15/12	07/15/02	179.80000	07/10/02	07/15/02	10,010,395	99.154000	1.00000	99.154000	3.099	5.627
11	3.000	10	07/15/12	07/15/02	179.80000	10/09/02	10/15/02	7,000,047	106.438525	1.00318	106.777000	2.260	4.814
11	3.000	10	07/15/12	07/15/02	179.80000	01/08/03	01/15/03	6,000,109	105.593351	1.00834	106.474000	2.340	4.909
12	1.875	10	07/15/13	07/15/03	183.66452	07/09/03	07/15/03	11,000,001	98.881000	1.00000	98.881000	1.999	4.427
12	1.875	10	07/15/13	07/15/03	183.66452	10/09/03	10/15/03	9,000,001	96.910269	1.00300	97.201000	2.229	4.695
13	2.000	10	01/15/14	01/15/04	184.77419	01/08/04	01/15/04	12,000,001	99.829000	1.00000	99.829000	2.019	4.430
13	2.000	10	01/15/14	01/15/04	184.77419	04/07/04	04/15/04	9,000,018	101.697800	1.00483	102.189000	1.809	4.230
14	2.000	10	07/15/14	07/15/04	188.49677	07/08/04	07/15/04	10,000,041	99.820000	1.00000	99.820000	2.020	4.391
14	2.000	10	07/15/14	07/15/04	188.49677	10/07/04	10/15/04	9,000,006	101.017586	1.00503	101.525704	1.885	4.264
17	1.625	10	01/15/15	01/15/05	190.94516	01/13/05	01/18/05	10,000,003	99.085686	1.00005	99.090640	1.725	3.942
17	1.625	10	01/15/15	01/15/05	190.94516	04/14/05	04/15/05	9,000,026	98.882054	1.00140	99.020489	1.750	4.012
18	1.875	10	07/15/15	07/15/05	194.50968	07/14/05	07/15/05	9,000,001	99.420765	1.00000	99.420765	1.939	3.986
18	1.875	10	07/15/15	07/15/05	194.50968	10/13/05	10/17/05	8,000,006	99.080043	1.00723	99.796392	1.979	4.004
19	2.000	10	01/15/16	01/15/06	198.47742	01/12/06	01/17/06	9,000,072	99.774716	0.99948	99.722833	2.025	3.893
19	2.000	10	01/15/16	01/15/06	198.47742	04/12/06	04/17/06	8,000,023	96.462908	1.00018	96.480271	2.409	4.326
22	2.500	10	07/15/16	07/15/06	201.95161	07/13/06	07/17/06	10,588,254	99.561150	1.00032	99.593010	2.550	4.323
22	2.500	10	07/15/16	07/15/06	201.95161	10/12/06	10/16/06	9,411,776	100.635208	1.00863	101.503690	2.426	4.151
23	2.375	10	01/15/17	01/15/07	201.66452	01/11/07	01/16/07	11,249,508	99.347247	0.99995	99.342280	2.449	4.332
23	2.375	10	01/15/17	01/15/07	201.66452	04/12/07	04/16/07	6,000,019	100.787956	1.00641	101.434007	2.284	4.143
26	2.625	10	07/15/17	07/15/07	207.25639	07/12/07	07/16/07	8,000,011	98.922415	1.00020	98.942199	2.749	4.454
26	2.625	10	07/15/17	07/15/07	207.25639	10/11/07	10/15/07	6,000,020	102.292316	1.00420	102.721944	2.360	4.064
27	1.625	10	01/15/18	01/15/08	209.49645	01/10/08	01/15/08	10,411,966	99.724557	1.00000	99.724557	1.655	3.319
27	1.625	10	01/15/18	01/15/08	209.49645	04/10/08	04/15/08	6,000,031	103.431018	1.00892	104.353623	1.250	2.856
30	1.375	10	07/15/18	07/15/08	215.63997	07/10/08	07/15/08	8,000,041	98.981282	1.00000	98.981282	1.485	3.008
30	1.375	10	07/15/18	07/15/08	215.63997	10/08/08	10/15/08	6,974,013	87.517484	1.01821	89.111177	2.850	4.222
31	2.125	10	01/15/19	01/15/09	214.69971	01/06/09	01/15/09	8,662,294	98.930505	1.00000	98.930505	2.245	3.887
31	2.125	10	01/15/19	01/15/09	214.69971	04/07/09	04/15/09	6,095,519	104.822359	0.98572	103.325496	1.589	3.438
34	1.875	10	07/15/19	07/15/09	213.51819	07/06/09	07/15/09	8,135,241	99.592335	1.00000	99.592335	1.920	3.758
34	1.875	10	07/15/19	07/15/09	213.51819	10/05/09	10/15/09	7,054,747	103.296022	1.00961	104.288697	1.510	3.287
35	1.375	10	01/15/20	01/15/10	216.24610	01/11/10	01/15/10	10,388,281	99.489212	1.00000	99.489212	1.430	3.191
35	1.375	10	01/15/20	01/15/10	216.24610	04/05/10	04/15/10	8,585,633	97.010063	1.00216	97.219605	1.709	3.497
38	1.250	10	07/15/20	07/15/10	218.08532	07/08/10	07/15/10	12,003,449	99.579194	1.00000	99.579194	1.295	2.941
38	1.250	10	07/15/20	07/15/10	218.08532	09/02/10	09/15/10	10,108,183	102.155158	0.99955	102.109188	1.019	2.697
38	1.250	10	07/15/20	07/15/10	218.08532	11/04/10	11/15/10	10,268,153	107.962151	1.00131	108.103581	0.409	2.093
39	1.125	10	01/15/21	01/15/11	218.75255	01/20/11	01/31/11	13,259,048	99.577991	1.00022	99.599898	1.170	2.942
39	1.125	10	01/15/21	01/15/11	218.75255	03/24/11	03/31/11	11,493,335	101.914969	1.00657	102.584550	0.920	2.652
39	1.125	10	01/15/21	01/15/11	218.75255	05/19/11	05/31/11	11,925,858	102.190468	1.02123	104.359972	0.887	2.490
42	0.625	10	07/15/21	07/15/11	225.38381	07/21/11	07/29/11	13,000,005	99.865017	1.00212	100.076731	0.639	2.361
42	0.625	10	07/15/21	07/15/11	225.38381	09/22/11	09/30/11	11,342,467	105.334096	1.00236	105.582684	0.078	1.824
42	0.625	10	07/15/21	07/15/11	225.38381	11/17/11	11/30/11	11,498,424	105.037448	1.00663	105.733846	0.099	1.830
43	0.125	10	01/15/22	01/15/12	226.33474	01/19/12	01/31/12	15,282,341	101.706585	0.99956	101.661834	-0.046	2.002
43	0.125	10	01/15/22	01/15/12	226.33474	03/22/12	03/30/12	13,000,002	102.105540	1.00118	102.226025	-0.089	1.976
43	0.125	10	01/15/22	01/15/12	226.33474	05/17/12	05/31/12	13,000,458	105.065422	1.01326	106.458589	-0.391	1.581
46	0.125	10	07/15/22	07/15/12	229.96306	07/19/12	07/31/12	15,000,005	107.845494	0.99939	107.779708	-0.637	1.719
46	0.125	10	07/15/22	07/15/12	229.96306	09/20/12	09/28/12	13,000,025	108.911597	0.99643	108.522783	-0.750	1.675
46	0.125	10	07/15/22	07/15/12	229.96306	11/21/12	11/30/12	13,000,022	108.437180	1.00613	109.101900	-0.720	1.646
47	0.125	10	01/15/23	01/15/13	230.82203	01/24/13	01/31/13	15,000,000	107.769961	0.99755	107.505925	-0.630	1.960
47	0.125	10	01/15/23	01/15/13	230.82203	03/21/13	03/28/13	13,000,008	107.351113	0.99727	107.058044	-0.602	2.032
47	0.125	10	01/15/23	01/15/13	230.82203	05/23/13	05/31/13	13,000,009	103.407177	1.00837	104.272695	-0.225	2.346
50	0.375	10	07/15/23	07/15/13	232.71797	07/18/13	07/31/13	15,000,002	99.912137	1.00092	100.004056	0.384	3.055
50	0.375	10	07/15/23	07/15/13	232.71797	09/19/13	09/30/13	13,000,063	98.806950	1.00376	99.178464	0.500	3.189
50	0.375	10	07/15/23	07/15/13	232.71797	11/21/13	11/29/13	13,000,284	98.268271	1.00607	98.864759	0.560	3.271
51	0.625	10	01/15/24	01/15/14	233.33058	01/23/14	01/31/14	15,000,000	99.653598	0.99894	99.547965	0.661	3.445
51	0.625	10	01/15/24	01/15/14	233.33058	03/20/14	03/31/14	13,000,005	99.677818	1.00239	99.916048	0.659	3.454
51	0.625	10	01/15/24	01/15/14	233.33058	05/22/14	05/30/14	13,000,053	102.706565	1.01228	103.967802	0.339	3.073
54	0.125	10	07/15/24	07/15/14	237.44594	07/24/14	07/31/14	15,004,900	98.781309	1.00180	98.959115	0.249	3.048
54	0.125	10	07/15/24	07/15/14	237.44594	09/18/14	09/30/14	13,000,009	95.397176	1.00340	95.721526	0.610	3.445
54	0.125	10	07/15/24	07/15/14	237.44594	11/20/14	11/28/14	13,000,007	96.506026	1.00239	96.736675	0.497	3.389
55	0.250	10	01/15/25	01/15/15	236.85403	01/22/15	01/30/15	15,000,008	99.363218	0.99738	99.102886	0.315	3.241
55	0.250	10	01/15/25	01/15/15	236.85403	03/19/15	03/31/15	13,000,002	100.484609	0.98686	99.164241	0.200	3.286
55	0.250	10	01/15/25	01/15/15	236.85403	05/21/15	05/29/15	13,000,004	98.978548	0.99633	98.615297	0.358	3.398
58	0.375	10	07/15/25	07/15/15	237.14365	07/23/15	07/31/15	15,000,007	98.874126	1.00262	99.133176	0.491
58	0.375	10	07/15/25	07/15/15	237.14365	09/18/15	09/30/15	13,000,012	97.863469	1.00637	98.486859	0.600
58	0.375	10	07/15/25	07/15/15	237.14365	11/19/15	11/30/15	13,000,002	97.309562	1.00343	97.643334	0.664
59	0.625	10	01/15/26	01/15/16	237.61129	01/21/16	01/29/16	15,000,014	99.040557	0.99905	98.946468	0.725
59	0.625	10	01/15/26	01/15/16	237.61129	03/17/16	03/31/16	13,620,799	102.986538	0.99702	102.679638	0.315
59	0.625	10	01/15/26	01/15/16	237.61129	05/19/16	05/31/16	13,805,333	103.321777	1.00205	103.533587	0.275
62	0.125	10	07/15/26	07/15/16	239.70132	07/21/16	07/29/16	13,000,041	100.795083	1.00184	100.980546	0.045
62	0.125	10	07/15/26	07/15/16	239.70132	09/22/16	09/30/16	11,670,544	100.712814	1.00400	101.115665	0.052
62	0.125	10	07/15/26	07/15/16	239.70132	11/17/16	11/30/16	12,170,751	97.694762	1.00712	98.390349	0.369
63	0.375	10	01/15/27	01/15/17	241.55919	01/19/17	01/31/17	13,824,492	99.406285	0.99920	99.326760	0.436
63	0.375	10	01/15/27	01/15/17	241.55919	03/23/17	03/31/17	12,331,743	99.129754	1.00511	99.636307	0.466
63	0.375	10	01/15/27	01/15/17	241.55919	05/18/17	05/31/17	12,323,383	99.575901	1.00925	100.496978	0.420
66	0.375	10	07/15/27	07/15/17	244.61839	07/20/17	07/31/17	14,321,777	98.893423	1.00044	98.936936	0.489
66	0.375	10	07/15/27	07/15/17	244.61839	09/21/17	09/29/17	11,000,004	99.282116	1.00073	99.354592	0.450
66	0.375	10	07/15/27	07/15/17	244.61839	11/16/17	11/30/17	11,596,917	98.714837	1.00882	99.585502	0.512
67	0.500	10	01/15/28	01/15/18	246.66571	01/18/18	01/31/18	14,910,649	99.535485	1.00001	99.536480	0.548
67	0.500	10	01/15/28	01/15/18	246.66571	03/22/18	03/29/18	11,000,003	97.511975	1.00434	97.935177	0.764
67	0.500	10	01/15/28	01/15/18	246.66571	05/17/18	05/31/18	12,910,860	96.013868	1.01164	97.131469	0.934
70	0.750	10	07/15/28	07/15/18	251.01658	07/19/18	07/31/18	13,705,922	99.885038	1.00214	100.098792	0.762
70	0.750	10	07/15/28	07/15/18	251.01658	09/20/18	09/28/18	11,000,008	98.503243	1.00393	98.890361	0.910
70	0.750	10	07/15/28	07/15/18	251.01658	11/21/18	11/30/18	11,965,979	96.730757	1.00563	97.275351	1.109
71	0.875	10	01/15/29	01/15/19	252.50248	01/17/19	01/31/19	13,000,010	99.582138	0.99827	99.409861	0.919
71	0.875	10	01/15/29	01/15/19	252.50248	03/21/19	03/29/19	11,000,005	102.825015	0.99669	102.484664	0.578
71	0.875	10	01/15/29	01/15/19	252.50248	05/23/19	05/31/19	12,155,529	102.880694	1.00655	103.554563	0.567
74	0.250	10	07/15/29	07/15/19	255.79368	07/18/19	07/31/19	14,556,159	99.686026	1.00110	99.795681	0.282
74	0.250	10	07/15/29	07/15/19	255.79368	09/19/19	09/30/19	13,246,585	100.737455	1.00298	101.037653	0.174
74	0.250	10	07/15/29	07/15/19	255.79368	11/21/19	11/29/19	12,000,005	100.965087	1.00372	101.340677	0.149
76	0.125	10	01/15/30	01/15/20	257.28368	01/23/20	01/31/20	15,445,660	100.884421	0.99972	100.856173	0.036
76	0.125	10	01/15/30	01/15/20	257.28368	03/19/20	03/31/20	13,613,368	94.751298	1.00255	94.992914	0.680
76	0.125	10	01/15/30	01/15/20	257.28368	05/21/20	05/29/20	12,000,015	105.867963	1.00344	106.232149	-0.470
79	0.125	10	07/15/30	07/15/20	256.39126	07/23/20	07/31/20	15,590,944	111.032606	1.00001	111.033716	-0.930
79	0.125	10	07/15/30	07/15/20	256.39126	09/17/20	09/30/20	13,642,870	111.231330	1.01040	112.388136	-0.966
79	0.125	10	07/15/30	07/15/20	256.39126	11/19/20	11/30/20	13,664,775	109.980096	1.01512	111.642995	-0.867
81	0.125	10	01/15/31	01/15/21	260.31619	01/21/21	01/29/21	15,000,042	111.669997	0.99972	111.638729	-0.987
81	0.125	10	01/15/31	01/15/21	260.31619	03/18/21	03/31/21	15,334,434	107.114297	1.00473	107.620948	-0.580
81	0.125	10	01/15/31	01/15/21	260.31619	05/20/21	05/28/21	13,000,023	109.334182	1.01660	111.149129	-0.805
84	0.125	10	07/15/31	07/15/21	268.02090	07/22/21	07/30/21	16,000,087	111.990248	1.00387	112.423650	-1.016
84	0.125	10	07/15/31	07/15/21	268.02090	09/23/21	09/30/21	15,686,083	110.937883	1.01843	112.982468	-0.939
84	0.125	10	07/15/31	07/15/21	268.02090	11/18/21	11/30/21	15,153,946	112.961665	1.02337	115.601579	-1.145
86	0.125	10	01/15/32	01/15/22	277.20274	01/20/22	01/31/22	18,391,417	106.811231	1.00253	107.081463	-0.540
86	0.125	10	01/15/32	01/15/22	277.20274	03/24/22	03/31/22	16,606,323	107.208494	1.01396	108.705125	-0.589
86	0.125	10	01/15/32	01/15/22	277.20274	05/19/22	05/31/22	16,104,716	98.982175	1.03672	102.616800	0.232
89	0.625	10	07/15/32	07/15/22	290.54829	07/21/22	07/29/22	17,000,000	99.951726	1.00495	100.446487	0.630
89	0.625	10	07/15/32	07/15/22	290.54829	09/22/22	09/30/22	15,000,100	94.274379	1.01972	96.133470	1.248
89	0.625	10	07/15/32	07/15/22	290.54829	11/17/22	11/30/22	16,630,748	92.312673	1.02147	94.294626	1.485
91	1.125	10	01/15/33	01/15/23	297.87606	01/19/23	01/31/23	17,000,139	99.111641	0.99948	99.060103	1.220
91	1.125	10	01/15/33	01/15/23	297.87606	03/23/23	03/31/23	15,000,006	99.473545	1.00409	99.880392	1.182
91	1.125	10	01/15/33	01/15/23	297.87606	05/18/23	05/31/23	17,816,979	97.575406	1.01319	98.862426	1.395
94	1.375	10	07/15/33	07/15/23	303.70803	07/20/23	07/31/23	17,000,032	98.893296	1.00130	99.021857	1.495
94	1.375	10	07/15/33	07/15/23	303.70803	09/21/23	09/29/23	15,000,020	93.661317	1.00640	94.260749	2.094
94	1.375	10	07/15/33	07/15/23	303.70803	11/21/23	11/30/23	15,172,785	93.043033	1.01335	94.285157	2.180
96	1.750	10	01/15/34	01/15/24	307.39100	01/18/24	01/31/24	18,000,021	99.454975	0.99896	99.351542	1.810
96	1.750	10	01/15/34	01/15/24	307.39100	03/21/24	03/28/24	16,000,006	98.380142	1.00264	98.639866	1.932
96	1.750	10	01/15/34	01/15/24	307.39100	05/23/24	05/31/24	16,949,884	96.249477	1.01586	97.775994	2.184
99	1.875	10	07/15/34	07/15/24	313.78329	07/18/24	07/31/24	20,047,629	99.926982	1.00086	100.012919	1.883
99	1.875	10	07/15/34	07/15/24	313.78329	09/19/24	09/30/24	17,350,940	102.554561	1.00237	102.797615	1.592
99	1.875	10	07/15/34	07/15/24	313.78329	11/21/24	11/29/24	17,000,014	98.295224	1.00473	98.760160	2.071
101	2.125	10	01/15/35	01/15/25	315.58677	01/23/25	01/31/25	21,110,596	98.951405	0.99972	98.923699	2.243
Total Amount Auctioned (in thousands)								1,580,970,584

Generated 01/23/25 13:34