0.125% 5-Year Treasury Inflation Protected Security (TIPS) due October 15, 2026
Auction Prices, OID, & Interest for $1,000 Purchase on 10/29/21
| Description | Series AE-2026 | Dated Date | October 15, 2021 |
| CUSIP Number | 91282CDC2 | Ref CPI on Dated Date | 273.25771 |
| 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 |
| 10/21/21 | 10/29/21 | 273.51242 | 19,000,103 | 109.407565 | 1.00093 | 109.509314 | -1.685 |
| 12/22/21 | 12/31/21 | 276.51548 | 19,309,656 | 108.139956 | 1.01192 | 109.428984 | -1.508 |
| Total Auctioned | 38,309,759 | ||||||
| OID for Purchase on 10/29/21 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/29/21 | 273.51242 | 1.00093 | ||
| 2021 | 01/01/22 | 276.58900 | 1.01219 | 11.26 |
| 2022 | 01/01/23 | 298.01200 | 1.09059 | 78.40 |
| 2023 | 01/01/24 | 307.67100 | 1.12594 | 35.35 |
| 2024 | 11/01/24 | 314.79600 | 1.15201 | 26.07 |
| Total | 151.08 | |||
| Interest net of Accrued on 10/29/21 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 10/29/21 | 273.51242 | 1.00093 | -0.04812163 |
| 04/15/22 | 282.34640 | 1.03326 | 0.64578750 |
| 10/15/22 | 296.22858 | 1.08406 | 0.67753750 |
| 04/15/23 | 299.94933 | 1.09768 | 0.68605000 |
| 10/15/23 | 306.29390 | 1.12090 | 0.70056250 |
| 04/15/24 | 309.30787 | 1.13193 | 0.70745625 |
| 10/15/24 | 314.65561 | 1.15150 | 0.71968750 |
| Total | 4.08895962 | ||