2.375% 5-Year Treasury Inflation Protected Security (TIPS) due October 15, 2028
Auction Prices, OID, & Interest for $1,000 Purchase on 12/29/23
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) | |||||||
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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 12/29/23 | ||||
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Click Year for Daily Index Ratios | ||||
Year | Date | Ref CPI | Index Ratio | OID per $1,000 |
12/29/23 | 307.68242 | 1.00453 | ||
2023 | 01/01/24 | 307.67100 | 1.00450 | -0.03 |
2024 | 01/01/25 | 315.66400 | 1.03059 | 26.09 |
Total | 26.06 |
Interest net of Accrued on 12/29/23 | |||
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Click Year in Date Column for After Market Accrued Interest | |||
Date | Ref CPI | Index Ratio | Interest per $1,000 |
12/29/23 | 307.68242 | 1.00453 | -4.88884990 |
04/15/24 | 309.30787 | 1.00984 | 11.99185000 |
10/15/24 | 314.65561 | 1.02730 | 12.19918750 |
Total | 19.30218760 |