2% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2014

Interest and OID per $1,000 Face Value for 2004

CUSIP Number912828CP3  
Dated DateJuly 15, 2004  
Ref CPI on Dated Date188.49677  
Original Issue DateJuly 15, 2004Interest 01/15/05 (184 days)  
 Purchased on Settelment Date
& held to 01/01/05
Held on 07/15/04
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu07/15/04188.496771.0000000.0000  0.000012.75  0.00000.00
Fri07/16/04188.532261.0001910.0544  -0.054412.56  0.05440.19
Mon07/19/04188.638711.0007540.2176  -0.217612.00  0.21760.75
Tue07/20/04188.674191.0009450.2720  -0.272011.81  0.27200.94
Wed07/21/04188.709681.0011360.3265  -0.326511.62  0.32651.13
Thu07/22/04188.745161.0013270.3809  -0.380911.43  0.38091.32
Fri07/23/04188.780651.0015180.4354  -0.435411.24  0.43541.51
Mon07/26/04188.887101.00207110.5991  -0.599110.68  0.59912.07
Tue07/27/04188.922581.00226120.6536  -0.653610.49  0.65362.26
Wed07/28/04188.958061.00245130.7083  -0.708310.30  0.70832.45
Thu07/29/04188.993551.00264140.7629  -0.762910.11  0.76292.64
Fri07/30/04189.029031.00282150.8175  -0.81759.93  0.81752.82
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon08/02/04189.119351.00330180.9815  -0.98159.45  0.98153.30
Tue08/03/04189.138711.00341191.0361  -1.03619.34  1.03613.41
Wed08/04/04189.158061.00351201.0908  -1.09089.24  1.09083.51
Thu08/05/04189.177421.00361211.1454  -1.14549.14  1.14543.61
Fri08/06/04189.196771.00371221.2001  -1.20019.04  1.20013.71
Mon08/09/04189.254841.00402251.3642  -1.36428.73  1.36424.02
Tue08/10/04189.274191.00412261.4189  -1.41898.63  1.41894.12
Wed08/11/04189.293551.00423271.4736  -1.47368.52  1.47364.23
Thu08/12/04189.312901.00433281.5283  -1.52838.42  1.52834.33
Fri08/13/04189.332261.00443291.5831  -1.58318.32  1.58314.43
Mon08/16/04189.390321.00474321.7474  -1.74748.01  1.74744.74
Tue08/17/04189.409681.00484331.8022  -1.80227.91  1.80224.84
Wed08/18/04189.429031.00495341.8570  -1.85707.80  1.85704.95
Thu08/19/04189.448391.00505351.9118  -1.91187.70  1.91185.05
Fri08/20/04189.467741.00515361.9666  -1.96667.60  1.96665.15
Mon08/23/04189.525811.00546392.1311  -2.13117.29  2.13115.46
Tue08/24/04189.545161.00556402.1860  -2.18607.19  2.18605.56
Wed08/25/04189.564521.00566412.2409  -2.24097.09  2.24095.66
Thu08/26/04189.583871.00577422.2958  -2.29586.98  2.29585.77
Fri08/27/04189.603231.00587432.3507  -2.35076.88  2.35075.87
Mon08/30/04189.661291.00618462.5155  -2.51556.57  2.51556.18
Tue08/31/04189.680651.00628472.5704  -2.57046.47  2.57046.28
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed09/01/04189.700001.00638482.6253  -2.62536.37  2.62536.38
Thu09/02/04189.690001.00633492.6799  -2.67996.42  2.67996.33
Fri09/03/04189.680001.00628502.7345  -2.73456.47  2.73456.28
Mon09/06/04189.650001.00612532.8981  -2.89816.63  2.89816.12
Tue09/07/04189.640001.00606542.9526  -2.95266.69  2.95266.06
Wed09/08/04189.630001.00601553.0071  -3.00716.74  3.00716.01
Thu09/09/04189.620001.00596563.0616  -3.06166.79  3.06165.96
Fri09/10/04189.610001.00591573.1161  -3.11616.84  3.11615.91
Mon09/13/04189.580001.00575603.2796  -3.27967.00  3.27965.75
Tue09/14/04189.570001.00569613.3341  -3.33417.06  3.33415.69
Wed09/15/04189.560001.00564623.3886  -3.38867.11  3.38865.64
Thu09/16/04189.550001.00559633.4431  -3.44317.16  3.44315.59
Fri09/17/04189.540001.00553643.4975  -3.49757.22  3.49755.53
Mon09/20/04189.510001.00538673.6609  -3.66097.37  3.66095.38
Tue09/21/04189.500001.00532683.7153  -3.71537.43  3.71535.32
Wed09/22/04189.490001.00527693.7698  -3.76987.48  3.76985.27
Thu09/23/04189.480001.00522703.8242  -3.82427.53  3.82425.22
Fri09/24/04189.470001.00516713.8786  -3.87867.59  3.87865.16
Mon09/27/04189.440001.00500744.0418  -4.04187.75  4.04185.00
Tue09/28/04189.430001.00495754.0963  -4.09637.80  4.09634.95
Wed09/29/04189.420001.00490764.1507  -4.15077.85  4.15074.90
Thu09/30/04189.410001.00484774.2050  -4.20507.91  4.20504.84
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri10/01/04189.400001.00479784.2594  -4.25947.96  4.25944.79
Mon10/04/04189.409681.00484814.4235  -4.42357.91  4.42354.84
Tue10/05/04189.412901.00486824.4782  -4.47827.89  4.47824.86
Wed10/06/04189.416131.00488834.5329  -4.53297.87  4.53294.88
Thu10/07/04189.419351.00489844.5875  -4.58757.86  4.58754.89
Fri10/08/04189.422581.00491854.6422  -4.64227.84  4.64224.91
Mon10/11/04189.432261.00496884.8063  -4.80637.79  4.80634.96
Tue10/12/04189.435481.00498894.8610  -4.86107.77  4.86104.98
Wed10/13/04189.438711.00500904.9158  -4.91587.75  4.91585.00
Thu10/14/04189.441941.00501914.9704  -4.97047.74  4.97045.01
Fri10/15/04189.445161.00503925.0252  -5.02527.72  5.02525.03
Mon10/18/04189.454841.00508955.1893  -5.18937.67  5.18935.08
Tue10/19/04189.458061.00510965.2440  -5.24407.65  5.24405.10
Wed10/20/04189.461291.00512975.2987  -5.29877.63  5.29875.12
Thu10/21/04189.464521.00513985.3534  -5.35347.62  5.35345.13
Fri10/22/04189.467741.00515995.4081  -5.40817.60  5.40815.15
Mon10/25/04189.477421.005201025.5723  -5.57237.55  5.57235.20
Tue10/26/04189.480651.005221035.6270  -5.62707.53  5.62705.22
Wed10/27/04189.483871.005241045.6818  -5.68187.51  5.68185.24
Thu10/28/04189.487101.005251055.7365  -5.73657.50  5.73655.25
Fri10/29/04189.490321.005271065.7912  -5.79127.48  5.79125.27
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon11/01/04189.500001.005321095.9554  -5.95547.43  5.95545.32
Tue11/02/04189.513331.005391106.0105  -6.01057.36  6.01055.39
Wed11/03/04189.526671.005461116.0655  -6.06557.29  6.06555.46
Thu11/04/04189.540001.005531126.1206  -6.12067.22  6.12065.53
Fri11/05/04189.553331.005611136.1758  -6.17587.14  6.17585.61
Mon11/08/04189.593331.005821166.3410  -6.34106.93  6.34105.82
Tue11/09/04189.606671.005891176.3961  -6.39616.86  6.39615.89
Wed11/10/04189.620001.005961186.4513  -6.45136.79  6.45135.96
Thu11/11/04189.633331.006031196.5064  -6.50646.72  6.50646.03
Fri11/12/04189.646671.006101206.5615  -6.56156.65  6.56156.10
Mon11/15/04189.686671.006311236.7270  -6.72706.44  6.72706.31
Tue11/16/04189.700001.006381246.7821  -6.78216.37  6.78216.38
Wed11/17/04189.713331.006451256.8373  -6.83736.30  6.83736.45
Thu11/18/04189.726671.006521266.8925  -6.89256.23  6.89256.52
Fri11/19/04189.740001.006601276.9477  -6.94776.15  6.94776.60
Mon11/22/04189.780001.006811307.1133  -7.11335.94  7.11336.81
Tue11/23/04189.793331.006881317.1685  -7.16855.87  7.16856.88
Wed11/24/04189.806671.006951327.2238  -7.22385.80  7.22386.95
Thu11/25/04189.820001.007021337.2790  -7.27905.73  7.27907.02
Fri11/26/04189.833331.007091347.3342  -7.33425.66  7.33427.09
Mon11/29/04189.873331.007301377.5000  -7.50005.45  7.50007.30
Tue11/30/04189.886671.007371387.5553  -7.55535.38  7.55537.37
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed12/01/04189.900001.007441397.6106  -7.61065.31  7.61067.44
Thu12/02/04189.932261.007621407.6667  -7.66675.13  7.66677.62
Fri12/03/04189.964521.007791417.7227  -7.72274.96  7.72277.79
Mon12/06/04190.061291.008301447.8910  -7.89104.45  7.89108.30
Tue12/07/04190.093551.008471457.9472  -7.94724.28  7.94728.47
Wed12/08/04190.125811.008641468.0033  -8.00334.11  8.00338.64
Thu12/09/04190.158061.008811478.0595  -8.05953.94  8.05958.81
Fri12/10/04190.190321.008981488.1157  -8.11573.77  8.11578.98
Mon12/13/04190.287101.009501518.2845  -8.28453.25  8.28459.50
Tue12/14/04190.319351.009671528.3408  -8.34083.08  8.34089.67
Wed12/15/04190.351611.009841538.3970  -8.39702.91  8.39709.84
Thu12/16/04190.383871.010011548.4533  -8.45332.74  8.453310.01
Fri12/17/04190.416131.010181558.5097  -8.50972.57  8.509710.18
Mon12/20/04190.512901.010701588.6788  -8.67882.05  8.678810.70
Tue12/21/04190.545161.010871598.7352  -8.73521.88  8.735210.87
Wed12/22/04190.577421.011041608.7917  -8.79171.71  8.791711.04
Thu12/23/04190.609681.011211618.8481  -8.84811.54  8.848111.21
Fri12/24/04190.641941.011381628.9045  -8.90451.37  8.904511.38
Mon12/27/04190.738711.011891659.0740  -9.07400.86  9.074011.89
Tue12/28/04190.770971.012061669.1305  -9.13050.69  9.130512.06
Wed12/29/04190.803231.012241679.1872  -9.18720.51  9.187212.24
Thu12/30/04190.835481.012411689.2437  -9.24370.34  9.243712.41
Fri12/31/04190.867741.012581699.3003  -9.30030.17  9.300312.58
Sat01/01/05190.900001.01275

Generated  03/09/11  23:47