1.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2033
Auction Prices, OID, & Interest for $1,000 Purchase on 11/30/23
| 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) | |||||||
|---|---|---|---|---|---|---|---|
| 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 11/30/23 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 11/30/23 | 307.76357 | 1.01335 | ||
| 2023 | 01/01/24 | 307.67100 | 1.01305 | -0.30 |
| 2024 | 01/01/25 | 315.66400 | 1.03937 | 26.32 |
| 2025 | 11/01/25 | 323.97600 | 1.06674 | 27.37 |
| Total | 53.39 | |||
| Interest net of Accrued on 11/30/23 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 11/30/23 | 307.76357 | 1.01335 | -5.22508594 |
| 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 |
| 07/15/25 | 321.09758 | 1.05726 | 7.26866250 |
| Total | 23.24889531 | ||