5-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
2	3.625	5	07/15/02	07/15/97	160.15484	07/09/97	07/15/97	8,401,066	99.462000	1.00000	99.462000	3.744	6.103
2	3.625	5	07/15/02	07/15/97	160.15484	10/08/97	10/15/97	8,411,717	100.099701	1.00300	100.400000	3.601	6.023
16	0.875	5.5	04/15/10	10/15/04	189.44516	10/26/04	10/29/04	12,000,035	99.601597	1.00024	99.625501	0.950	3.447
16	0.875	5.5	04/15/10	10/15/04	189.44516	04/26/05	04/29/05	9,000,004	98.438823	1.01204	99.624026	1.200	3.714
16	0.875	5.5	04/15/10	10/15/04	189.44516	10/25/05	10/28/05	7,000,032	96.299657	1.03603	99.769334	1.740	4.002
21	2.375	5	04/15/11	04/15/06	198.48667	04/25/06	04/28/06	11,000,027	99.980451	1.00087	100.067434	2.379	4.565
21	2.375	5	04/15/11	04/15/06	198.48667	10/23/06	10/31/06	9,180,515	98.680030	1.02721	101.365114	2.691	4.514
25	2.000	5	04/15/12	04/15/07	202.92140	04/24/07	04/30/07	10,123,198	99.465161	1.00267	99.730733	2.114	4.383
25	2.000	5	04/15/12	04/15/07	202.92140	10/23/07	10/31/07	7,157,942	100.194641	1.02468	102.667445	1.954	3.968
29	0.625	5	04/15/13	04/15/08	211.36607	04/22/08	04/30/08	8,733,840	99.416746	1.00145	99.560900	0.745	2.534
29	0.625	5	04/15/13	04/15/08	211.36607	10/27/08	10/31/08	6,265,847	89.113534	1.03666	92.380436	3.270	4.483
33	1.250	5	04/15/14	04/15/09	211.63300	04/23/09	04/30/09	8,277,224	99.865568	1.00248	100.113235	1.278	3.312
33	1.250	5	04/15/14	04/15/09	211.63300	10/26/09	10/30/09	7,000,004	102.104205	1.01970	104.115658	0.769	2.634
37	0.500	5	04/15/15	04/15/10	216.71220	04/26/10	04/30/10	11,234,682	99.755677	1.00012	99.767648	0.550	2.128
37	0.500	5	04/15/15	04/15/10	216.71220	10/25/10	10/29/10	10,000,001	104.749175	1.00725	105.508607	-0.550	1.035
41	0.125	5	04/15/16	04/15/11	220.72980	04/21/11	04/29/11	14,000,058	101.520798	1.00230	101.754296	-0.180	1.213
41	0.125	5	04/15/16	04/15/11	220.72980	08/18/11	08/31/11	12,367,035	104.485924	1.02265	106.852530	-0.825	0.229
41	0.125	5	04/15/16	04/15/11	220.72980	12/15/11	12/30/11	12,000,004	104.392521	1.02592	107.098375	-0.877	0.184
45	0.125	5	04/15/17	04/15/12	227.13073	04/19/12	04/30/12	16,429,892	106.155509	1.00220	106.389051	-1.080	0.251
45	0.125	5	04/15/17	04/15/12	227.13073	08/23/12	08/31/12	14,000,044	106.742763	1.01038	107.850753	-1.286	-0.035
45	0.125	5	04/15/17	04/15/12	227.13073	12/20/12	12/31/12	14,000,034	107.206617	1.01844	109.183507	-1.496	-0.334
49	0.125	5	04/15/18	04/15/13	231.16013	04/18/13	04/30/13	18,000,010	107.382589	1.00408	107.820710	-1.311	0.052
49	0.125	5	04/15/18	04/15/13	231.16013	08/22/13	08/30/13	16,000,013	101.169475	1.00998	102.179146	-0.127	1.215
49	0.125	5	04/15/18	04/15/13	231.16013	12/19/13	12/31/13	16,000,012	102.163581	1.01041	103.227104	-0.375	1.062
53	0.125	5	04/15/19	04/15/14	234.31967	04/17/14	04/30/14	18,000,056	101.685932	1.00185	101.874051	-0.213	1.236
53	0.125	5	04/15/19	04/15/14	234.31967	08/21/14	08/29/14	16,000,008	101.892738	1.01699	103.623896	-0.281	0.945
53	0.125	5	04/15/19	04/15/14	234.31967	12/18/14	12/31/14	16,000,003	98.852928	1.01337	100.174592	0.395	1.808
57	0.125	5	04/15/20	04/15/15	234.18067	04/23/15	04/30/15	18,065,863	102.302139	1.00217	102.524135	-0.335	1.604
57	0.125	5	04/15/20	04/15/15	234.18067	08/20/15	08/31/15	16,000,001	99.174303	1.01892	101.050681	0.305	2.029
57	0.125	5	04/15/20	04/15/15	234.18067	12/17/15	12/31/15	16,000,020	98.528104	1.01563	100.068098	0.472	2.409
61	0.125	5	04/15/21	04/15/16	237.00700	04/21/16	04/29/16	16,000,020	101.596247	1.00038	101.634854	-0.195	1.846
61	0.125	5	04/15/21	04/15/16	237.00700	08/18/16	08/31/16	14,957,477	101.552360	1.01690	103.268595	-0.209	1.624
61	0.125	5	04/15/21	04/15/16	237.00700	12/22/16	12/30/16	14,000,048	100.021385	1.01984	102.005809	0.120	2.031
65	0.125	5	04/15/22	04/15/17	243.19553	04/20/17	04/28/17	16,000,003	100.864977	1.00136	101.002153	-0.049	2.949
65	0.125	5	04/15/22	04/15/17	243.19553	08/24/17	08/31/17	14,438,855	100.036867	1.00721	100.758133	0.117	3.214
65	0.125	5	04/15/22	04/15/17	243.19553	12/21/17	12/29/17	14,000,003	98.957196	1.01432	100.374263	0.370	3.544
69	0.625	5	04/15/23	04/15/18	248.39153	04/19/18	04/30/18	18,042,281	99.970677	1.00226	100.196611	0.631	4.420
69	0.625	5	04/15/23	04/15/18	248.39153	08/23/18	08/31/18	14,986,737	99.550476	1.01443	100.986989	0.724	4.527
69	0.625	5	04/15/23	04/15/18	248.39153	12/20/18	12/31/18	14,000,017	97.895301	1.01803	99.660353	1.129	5.158
73	0.500	5	04/15/24	04/15/19	252.20853	04/18/19	04/30/19	17,217,057	99.926601	1.00211	100.137446	0.515	4.636
73	0.500	5	04/15/24	04/15/19	252.20853	06/20/19	06/28/19	15,000,002	101.662906	1.01271	102.955042	0.152	4.180
75	0.125	5	10/15/24	10/15/19	256.56513	10/17/19	10/31/19	18,777,363	100.351378	0.99997	100.348367	0.054	4.216
75	0.125	5	10/15/24	10/15/19	256.56513	12/19/19	12/31/19	16,411,809	100.502643	1.00297	100.801136	0.020	4.264
78	0.125	5	04/15/25	04/15/20	258.30093	04/23/20	04/30/20	18,476,364	102.226154	1.00137	102.366204	-0.320
78	0.125	5	04/15/25	04/15/20	258.30093	06/18/20	06/30/20	17,051,643	104.357673	0.99282	103.608385	-0.766
78	0.125	5	04/15/25	04/15/20	258.30093	07/10/20	07/13/20	25,000	105.248398	0.99261	104.470612	-0.951
80	0.125	5	10/15/25	10/15/20	259.46997	10/22/20	10/30/20	17,000,007	107.430363	1.00152	107.593657	-1.320
80	0.125	5	10/15/25	10/15/20	259.46997	12/22/20	12/31/20	17,282,301	108.489200	1.00352	108.871082	-1.575
83	0.125	5	04/15/26	04/15/21	262.25027	04/22/21	04/30/21	21,437,543	109.108340	1.00273	109.406206	-1.631
83	0.125	5	04/15/26	04/15/21	262.25027	06/17/21	06/30/21	18,428,823	107.668857	1.01804	109.611203	-1.416
85	0.125	5	10/15/26	10/15/21	273.25771	10/21/21	10/29/21	19,000,103	109.407565	1.00093	109.509314	-1.685
85	0.125	5	10/15/26	10/15/21	273.25771	12/22/21	12/31/21	19,309,656	108.139956	1.01192	109.428984	-1.508
88	0.125	5	04/15/27	04/15/22	282.34640	04/21/22	04/29/22	20,000,220	102.328775	1.00424	102.762649	-0.340
88	0.125	5	04/15/27	04/15/22	282.34640	06/23/22	06/30/22	19,375,711	98.874965	1.02376	101.224234	0.362
90	1.625	5	10/15/27	10/15/22	296.22858	10/20/22	10/31/22	21,000,000	99.493344	0.99982	99.475435	1.732
90	1.625	5	10/15/27	10/15/22	296.22858	12/22/22	12/30/22	19,000,000	100.555894	1.00576	101.135096	1.504
93	1.250	5	04/15/28	04/15/23	299.94933	04/20/23	04/28/23	21,000,049	99.664420	1.00241	99.904611	1.320
93	1.250	5	04/15/28	04/15/23	299.94933	06/22/23	06/30/23	19,000,124	97.339740	1.01121	98.430918	1.832
95	2.375	5	10/15/28	10/15/23	306.29390	10/19/23	10/31/23	22,000,049	99.697130	1.00225	99.921449	2.440
95	2.375	5	10/15/28	10/15/23	306.29390	12/21/23	12/29/23	20,000,010	103.046880	1.00453	103.513682	1.710
98	2.125	5	04/15/29	04/15/24	309.30787	04/18/24	04/30/24	23,109,630	99.452867	1.00309	99.760176	2.242
98	2.125	5	04/15/29	04/15/24	309.30787	06/20/24	06/28/24	21,000,025	100.338480	1.01332	101.674989	2.050
100	1.625	5	10/15/29	10/15/24	314.65561	10/24/24	10/31/24	24,404,854	99.786263	1.00042	99.828173	1.670
Total Amount Auctioned (in thousands)								948,382,971

Generated 10/24/24 13:39