0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2031
Auction Prices, OID, & Interest for $1,000 Purchase on 07/30/21
Description | Series D-2031 | Dated Date | July 15, 2021 |
CUSIP Number | 91282CCM1 | Ref CPI on Dated Date | 268.02090 |
Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) | |||||||
---|---|---|---|---|---|---|---|
Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM |
07/22/21 | 07/30/21 | 269.05687 | 16,000,087 | 111.990248 | 1.00387 | 112.423650 | -1.016 |
09/23/21 | 09/30/21 | 272.95943 | 15,686,083 | 110.937883 | 1.01843 | 112.982468 | -0.939 |
11/18/21 | 11/30/21 | 274.28523 | 15,153,946 | 112.961665 | 1.02337 | 115.601579 | -1.145 |
Total Auctioned | 46,840,116 |
OID for Purchase on 07/30/21 | ||||
---|---|---|---|---|
Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
07/30/21 | 269.05687 | 1.00387 | ||
2021 | 01/01/22 | 276.58900 | 1.03197 | 28.10 |
2022 | 01/01/23 | 298.01200 | 1.11190 | 79.93 |
2023 | 01/01/24 | 307.67100 | 1.14794 | 36.04 |
2024 | 01/01/25 | 315.66400 | 1.17776 | 29.82 |
2025 | 04/01/25 | 317.67100 | 1.18525 | 7.49 |
Total | 181.38 |
Interest net of Accrued on 07/30/21 | |||
---|---|---|---|
Click Year in Date Column for After Market Accrued Interest | |||
Date | Ref CPI | Index Ratio | Interest per $1,000 |
07/30/21 | 269.05687 | 1.00387 | -0.05114827 |
01/15/22 | 277.20274 | 1.03426 | 0.64641250 |
07/15/22 | 290.54829 | 1.08405 | 0.67753125 |
01/15/23 | 297.87606 | 1.11139 | 0.69461875 |
07/15/23 | 303.70803 | 1.13315 | 0.70821875 |
01/15/24 | 307.39100 | 1.14689 | 0.71680625 |
07/15/24 | 313.78329 | 1.17074 | 0.73171250 |
01/15/25 | 315.58677 | 1.17747 | 0.73591875 |
Total | 4.86007048 |