1.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2033
Auction Prices, OID, & Interest for $1,000 Purchase on 07/31/23
Description | Series D-2033 | Dated Date | July 15, 2023 |
CUSIP Number | 91282CHP9 | Ref CPI on Dated Date | 303.70803 |
Price before & after Applying Index Ratio and Real Yield to Maturity (YTM) | |||||||
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Auction | Issued | Ref CPI | Amount in 000's | Price before IR | Index Ratio | Price after IR | Real YTM |
07/20/23 | 07/31/23 | 304.10235 | 17,000,032 | 98.893296 | 1.00130 | 99.021857 | 1.495 |
09/21/23 | 09/29/23 | 305.65220 | 15,000,020 | 93.661317 | 1.00640 | 94.260749 | 2.094 |
11/21/23 | 11/30/23 | 307.76357 | 15,172,785 | 93.043033 | 1.01335 | 94.285157 | 2.180 |
Total Auctioned | 47,172,837 |
OID for Purchase on 07/31/23 | ||||
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Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
07/31/23 | 304.10235 | 1.00130 | ||
2023 | 01/01/24 | 307.67100 | 1.01305 | 11.75 |
2024 | 01/01/25 | 315.66400 | 1.03937 | 26.32 |
2025 | 04/01/25 | 317.67100 | 1.04597 | 6.60 |
Total | 44.67 |
Interest net of Accrued on 07/31/23 | |||
---|---|---|---|
Click Year in Date Column for After Market Accrued Interest | |||
Date | Ref CPI | Index Ratio | Interest per $1,000 |
07/31/23 | 304.10235 | 1.00130 | -0.59860326 |
01/15/24 | 307.39100 | 1.01213 | 6.95839375 |
07/15/24 | 313.78329 | 1.03317 | 7.10304375 |
01/15/25 | 315.58677 | 1.03911 | 7.14388125 |
Total | 20.60671549 |