0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2032
Auction Prices, OID, & Interest for $1,000 Purchase on 11/30/22
| Description | Series D-2032 | Dated Date | July 15, 2022 |
| CUSIP Number | 91282CEZ0 | Ref CPI on Dated Date | 290.54829 |
| 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 |
| 07/21/22 | 07/29/22 | 291.98758 | 17,000,000 | 99.951726 | 1.00495 | 100.446487 | 0.630 |
| 09/22/22 | 09/30/22 | 296.27717 | 15,000,100 | 94.274379 | 1.01972 | 96.133470 | 1.248 |
| 11/17/22 | 11/30/22 | 296.78677 | 16,630,748 | 92.312673 | 1.02147 | 94.294626 | 1.485 |
| Total Auctioned | 48,630,848 | ||||||
| OID for Purchase on 11/30/22 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 11/30/22 | 296.78677 | 1.02147 | ||
| 2022 | 01/01/23 | 298.01200 | 1.02569 | 4.22 |
| 2023 | 07/01/23 | 303.36300 | 1.04411 | 18.42 |
| Total | 22.64 | |||
| Interest net of Accrued on 11/30/22 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 11/30/22 | 296.78677 | 1.02147 | -2.39407031 |
| 01/15/23 | 297.87606 | 1.02522 | 3.20381250 |
| Total | 0.80974219 | ||