3.375% 30.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2032

Interest and OID per $1,000 Face Value for 2001

CUSIP Number912810FQ6  
Dated DateOctober 15, 2001  
Ref CPI on Dated Date177.50000  
Original Issue DateOctober 15, 2001Interest 04/15/02 (182 days)  
 Purchased on Settelment Date
& held to 01/01/02
Held on 10/15/01
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon10/15/01177.500001.0000000.0000  0.00001.13  0.00000.00
Tue10/16/01177.500001.0000010.0927  -0.09271.13  0.09270.00
Wed10/17/01177.500001.0000020.1854  -0.18541.13  0.18540.00
Thu10/18/01177.500001.0000030.2782  -0.27821.13  0.27820.00
Fri10/19/01177.500001.0000040.3709  -0.37091.13  0.37090.00
Mon10/22/01177.500001.0000070.6490  -0.64901.13  0.64900.00
Tue10/23/01177.500001.0000080.7418  -0.74181.13  0.74180.00
Wed10/24/01177.500001.0000090.8345  -0.83451.13  0.83450.00
Thu10/25/01177.500001.00000100.9272  -0.92721.13  0.92720.00
Fri10/26/01177.500001.00000111.0199  -1.01991.13  1.01990.00
Mon10/29/01177.500001.00000141.2981  -1.29811.13  1.29810.00
Tue10/30/01177.500001.00000151.3908  -1.39081.13  1.39080.00
Wed10/31/01177.500001.00000161.4835  -1.48351.13  1.48350.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Thu11/01/01177.500001.00000171.5762  -1.57621.13  1.57620.00
Fri11/02/01177.526671.00015181.6692  -1.66920.98  1.66920.15
Mon11/05/01177.606671.00060211.9483  -1.94830.53  1.94830.60
Tue11/06/01177.633331.00075222.0414  -2.04140.38  2.04140.75
Wed11/07/01177.660001.00090232.1345  -2.13450.23  2.13450.90
Thu11/08/01177.686671.00105242.2276  -2.22760.08  2.22761.05
Fri11/09/01177.713331.00120252.3208  -2.3208-0.07  2.32081.20
Mon11/12/01177.793331.00165282.6004  -2.6004-0.52  2.60041.65
Tue11/13/01177.820001.00180292.6937  -2.6937-0.67  2.69371.80
Wed11/14/01177.846671.00195302.7870  -2.7870-0.82  2.78701.95
Thu11/15/01177.873331.00210312.8803  -2.8803-0.97  2.88032.10
Fri11/16/01177.900001.00225322.9737  -2.9737-1.12  2.97372.25
Mon11/19/01177.980001.00270353.2540  -3.2540-1.57  3.25402.70
Tue11/20/01178.006671.00285363.3474  -3.3474-1.72  3.34742.85
Wed11/21/01178.033331.00300373.4409  -3.4409-1.87  3.44093.00
Thu11/22/01178.060001.00315383.5345  -3.5345-2.02  3.53453.15
Fri11/23/01178.086671.00331393.6280  -3.6280-2.18  3.62803.31
Mon11/26/01178.166671.00376423.9089  -3.9089-2.63  3.90893.76
Tue11/27/01178.193331.00391434.0025  -4.0025-2.78  4.00253.91
Wed11/28/01178.220001.00406444.0962  -4.0962-2.93  4.09624.06
Thu11/29/01178.246671.00421454.1900  -4.1900-3.08  4.19004.21
Fri11/30/01178.273331.00436464.2837  -4.2837-3.23  4.28374.36
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon12/03/01178.261291.00429494.5628  -4.5628-3.16  4.56284.29
Tue12/04/01178.241941.00418504.6554  -4.6554-3.05  4.65544.18
Wed12/05/01178.222581.00407514.7480  -4.7480-2.94  4.74804.07
Thu12/06/01178.203231.00396524.8405  -4.8405-2.83  4.84053.96
Fri12/07/01178.183871.00385534.9331  -4.9331-2.72  4.93313.85
Mon12/10/01178.125811.00353565.2106  -5.2106-2.40  5.21063.53
Tue12/11/01178.106451.00342575.3031  -5.3031-2.29  5.30313.42
Wed12/12/01178.087101.00331585.3955  -5.3955-2.18  5.39553.31
Thu12/13/01178.067741.00320595.4880  -5.4880-2.07  5.48803.20
Fri12/14/01178.048391.00309605.5804  -5.5804-1.96  5.58043.09
Mon12/17/01177.990321.00276635.8575  -5.8575-1.63  5.85752.76
Tue12/18/01177.970971.00265645.9498  -5.9498-1.52  5.94982.65
Wed12/19/01177.951611.00254656.0421  -6.0421-1.41  6.04212.54
Thu12/20/01177.932261.00244666.1344  -6.1344-1.31  6.13442.44
Fri12/21/01177.912901.00233676.2267  -6.2267-1.20  6.22672.33
Mon12/24/01177.854841.00200706.5034  -6.5034-0.87  6.50342.00
Tue12/25/01177.835481.00189716.5955  -6.5955-0.76  6.59551.89
Wed12/26/01177.816131.00178726.6877  -6.6877-0.65  6.68771.78
Thu12/27/01177.796771.00167736.7798  -6.7798-0.54  6.77981.67
Fri12/28/01177.777421.00156746.8720  -6.8720-0.43  6.87201.56
Mon12/31/01177.719351.00124777.1483  -7.1483-0.11  7.14831.24
Tue01/01/02177.700001.00113

Generated  03/09/11  23:46