1.625% 5-Year Treasury Inflation Protected Security (TIPS) due October 15, 2027
Auction Prices, OID, & Interest for $1,000 Purchase on 12/30/22
| Description | Series AE-2027 | Dated Date | October 15, 2022 |
| CUSIP Number | 91282CFR7 | Ref CPI on Dated Date | 296.22858 |
| 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 |
| 10/20/22 | 10/31/22 | 296.17439 | 21,000,000 | 99.493344 | 0.99982 | 99.475435 | 1.732 |
| 12/22/22 | 12/30/22 | 297.93432 | 19,000,000 | 100.555894 | 1.00576 | 101.135096 | 1.504 |
| Total Auctioned | 40,000,000 | ||||||
| OID for Purchase on 12/30/22 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 12/30/22 | 297.93432 | 1.00576 | ||
| 2022 | 01/01/23 | 298.01200 | 1.00602 | 0.26 |
| 2023 | 11/01/23 | 307.02600 | 1.03645 | 30.43 |
| Total | 30.69 | |||
| Interest net of Accrued on 12/30/22 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 12/30/22 | 297.93432 | 1.00576 | -3.41240000 |
| 04/15/23 | 299.94933 | 1.01256 | 8.22705000 |
| 10/15/23 | 306.29390 | 1.03398 | 8.40108750 |
| Total | 13.21573750 | ||