2.375% 5-Year Treasury Inflation Protected Security (TIPS) due October 15, 2028
Auction Prices, OID, & Interest for $1,000 Purchase on 10/31/23
| Description | Series AE-2028 | Dated Date | October 15, 2023 |
| CUSIP Number | 91282CJH5 | Ref CPI on Dated Date | 306.29390 |
| 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 |
| 10/19/23 | 10/31/23 | 306.98294 | 22,000,049 | 99.697130 | 1.00225 | 99.921449 | 2.440 |
| 12/21/23 | 12/29/23 | 307.68242 | 20,000,010 | 103.046880 | 1.00453 | 103.513682 | 1.710 |
| Total Auctioned | 42,000,059 | ||||||
| OID for Purchase on 10/31/23 | ||||
|---|---|---|---|---|
| Click Year for Daily Index Ratios | ||||
| Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
| 10/31/23 | 306.98294 | 1.00225 | ||
| 2023 | 01/01/24 | 307.67100 | 1.00450 | 2.25 |
| 2024 | 01/01/25 | 315.66400 | 1.03059 | 26.09 |
| 2025 | 01/01/26 | 325.60400 | 1.06304 | 32.45 |
| 2026 | 04/01/26 | 325.25200 | 1.06190 | -1.14 |
| Total | 59.65 | |||
| Interest net of Accrued on 10/31/23 | |||
|---|---|---|---|
| Click Year in Date Column for After Market Accrued Interest | |||
| Date | Ref CPI | Index Ratio | Interest per $1,000 |
| 10/31/23 | 306.98294 | 1.00225 | -1.04058743 |
| 04/15/24 | 309.30787 | 1.00984 | 11.99185000 |
| 10/15/24 | 314.65561 | 1.02730 | 12.19918750 |
| 04/15/25 | 318.32947 | 1.03929 | 12.34156875 |
| 10/15/25 | 323.46710 | 1.05607 | 12.54083125 |
| Total | 48.03285007 | ||