2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Interest and OID per $1,000 Face Value for 2007

CUSIP Number912810PS1  
Dated DateJanuary 15, 2007Interest 07/15/07 (181 days)$12.2043
Ref CPI on Dated Date201.66452  
Original Issue DateJanuary 31, 2007Interest 01/15/08 (184 days)  
 Purchased on Settelment Date
& held to 01/01/08
Held on 01/31/07
& 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
Wed01/31/07201.509680.99923161.0489 x11.155436.83  1.04890.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu02/01/07201.500000.99918171.1144 x11.089936.88  1.1144-0.05
Fri02/02/07201.510710.99924181.1800 x11.024336.82  1.18000.01
Mon02/05/07201.542860.99940211.3769 x10.827436.66  1.37690.17
Tue02/06/07201.553570.99945221.4426 x10.761736.61  1.44260.22
Wed02/07/07201.564290.99950231.5082 x10.696136.56  1.50820.27
Thu02/08/07201.575000.99956241.5739 x10.630436.50  1.57390.33
Fri02/09/07201.585710.99961251.6396 x10.564736.45  1.63960.38
Mon02/12/07201.617860.99977281.8366 x10.367736.29  1.83660.54
Tue02/13/07201.628570.99982291.9023 x10.302036.24  1.90230.59
Wed02/14/07201.639290.99987301.9680 x10.236336.19  1.96800.64
Thu02/15/07201.650000.99993312.0337 x10.170636.13  2.03370.70
Fri02/16/07201.660710.99998322.0994 x10.104936.08  2.09940.75
Mon02/19/07201.692861.00014352.2966 x9.907735.92  2.29660.91
Tue02/20/07201.703571.00019362.3623 x9.842035.87  2.36230.96
Wed02/21/07201.714291.00025372.4281 x9.776235.81  2.42811.02
Thu02/22/07201.725001.00030382.4938 x9.710535.76  2.49381.07
Fri02/23/07201.735711.00035392.5596 x9.644735.71  2.55961.12
Mon02/26/07201.767861.00051422.7569 x9.447435.55  2.75691.28
Tue02/27/07201.778571.00057432.8227 x9.381635.49  2.82271.34
Wed02/28/07201.789291.00062442.8885 x9.315835.44  2.88851.39
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu03/01/07201.800001.00067452.9543 x9.250035.39  2.95431.44
Fri03/02/07201.819871.00077463.0203 x9.184035.29  3.02031.54
Mon03/05/07201.879481.00107493.2182 x8.986134.99  3.21821.84
Tue03/06/07201.899351.00116503.2842 x8.920134.90  3.28421.93
Wed03/07/07201.919231.00126513.3502 x8.854134.80  3.35022.03
Thu03/08/07201.939101.00136523.4162 x8.788134.70  3.41622.13
Fri03/09/07201.958971.00146533.4823 x8.722034.60  3.48232.23
Mon03/12/07202.018581.00176563.6805 x8.523834.30  3.68052.53
Tue03/13/07202.038451.00185573.7466 x8.457734.21  3.74662.62
Wed03/14/07202.058321.00195583.8127 x8.391634.11  3.81272.72
Thu03/15/07202.078191.00205593.8788 x8.325534.01  3.87882.82
Fri03/16/07202.098061.00215603.9449 x8.259433.91  3.94492.92
Mon03/19/07202.157681.00245634.1434 x8.060933.61  4.14343.22
Tue03/20/07202.177551.00254644.2096 x7.994733.52  4.20963.31
Wed03/21/07202.197421.00264654.2758 x7.928533.42  4.27583.41
Thu03/22/07202.217291.00274664.3420 x7.862333.32  4.34203.51
Fri03/23/07202.237161.00284674.4082 x7.796133.22  4.40823.61
Mon03/26/07202.296771.00314704.6070 x7.597332.92  4.60703.91
Tue03/27/07202.316651.00323714.6732 x7.531132.83  4.67324.00
Wed03/28/07202.336521.00333724.7395 x7.464832.73  4.73954.10
Thu03/29/07202.356391.00343734.8058 x7.398532.63  4.80584.20
Fri03/30/07202.376261.00353744.8721 x7.332232.53  4.87214.30
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon04/02/07202.452101.00391775.0715 x7.132832.15  5.07154.68
Tue04/03/07202.488201.00408785.1383 x7.066031.98  5.13834.85
Wed04/04/07202.524301.00426795.2051 x6.999231.80  5.20515.03
Thu04/05/07202.560401.00444805.2719 x6.932431.62  5.27195.21
Fri04/06/07202.596501.00462815.3388 x6.865531.44  5.33885.39
Mon04/09/07202.704801.00516845.5395 x6.664830.90  5.53955.93
Tue04/10/07202.740901.00534855.6064 x6.597930.72  5.60646.11
Wed04/11/07202.777001.00552865.6734 x6.530930.54  5.67346.29
Thu04/12/07202.813101.00570875.7404 x6.463930.36  5.74046.47
Fri04/13/07202.849201.00587885.8074 x6.396930.19  5.80746.64
Mon04/16/07202.957501.00641916.0086 x6.195729.65  6.00867.18
Tue04/17/07202.993601.00659926.0757 x6.128629.47  6.07577.36
Wed04/18/07203.029701.00677936.1428 x6.061529.29  6.14287.54
Thu04/19/07203.065801.00695946.2100 x5.994329.11  6.21007.72
Fri04/20/07203.101901.00713956.2772 x5.927128.93  6.27727.90
Mon04/23/07203.210201.00766986.4788 x5.725528.40  6.47888.43
Tue04/24/07203.246301.00784996.5461 x5.658228.22  6.54618.61
Wed04/25/07203.282401.008021006.6134 x5.590928.04  6.61348.79
Thu04/26/07203.318501.008201016.6807 x5.523627.86  6.68078.97
Fri04/27/07203.354601.008381026.7481 x5.456227.68  6.74819.15
Mon04/30/07203.462901.008921056.9503 x5.254027.14  6.95039.69
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue05/01/07203.499001.009101067.0177 x5.186626.96  7.01779.87
Wed05/02/07203.558771.009391077.0859 x5.118426.67  7.085910.16
Thu05/03/07203.618551.009691087.1543 x5.050026.37  7.154310.46
Fri05/04/07203.678321.009991097.2227 x4.981626.07  7.222710.76
Mon05/07/07203.857651.010881127.4280 x4.776325.18  7.428011.65
Tue05/08/07203.917421.011171137.4965 x4.707824.89  7.496511.94
Wed05/09/07203.977191.011471147.5651 x4.639224.59  7.565112.24
Thu05/10/07204.036971.011761157.6336 x4.570724.30  7.633612.53
Fri05/11/07204.096741.012061167.7023 x4.502024.00  7.702312.83
Mon05/14/07204.276061.012951197.9084 x4.295923.11  7.908413.72
Tue05/15/07204.335841.013251207.9772 x4.227122.81  7.977214.02
Wed05/16/07204.395611.013541218.0460 x4.158322.52  8.046014.31
Thu05/17/07204.455391.013841228.1149 x4.089422.22  8.114914.61
Fri05/18/07204.515161.014141238.1839 x4.020421.92  8.183914.91
Mon05/21/07204.694481.015021268.3907 x3.813621.04  8.390715.79
Tue05/22/07204.754261.015321278.4598 x3.744520.74  8.459816.09
Wed05/23/07204.814031.015621288.5290 x3.675320.44  8.529016.39
Thu05/24/07204.873811.015911298.5981 x3.606220.15  8.598116.68
Fri05/25/07204.933581.016211308.6673 x3.537019.85  8.667316.98
Mon05/28/07205.112901.017101338.8750 x3.329318.96  8.875017.87
Tue05/29/07205.172681.017401348.9444 x3.259918.66  8.944418.17
Wed05/30/07205.232451.017691359.0137 x3.190618.37  9.013718.46
Thu05/31/07205.292231.017991369.0832 x3.121118.07  9.083218.76
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri06/01/07205.352001.018291379.1527 x3.051617.77  9.152719.06
Mon06/04/07205.485401.018951409.3591 x2.845217.11  9.359119.72
Tue06/05/07205.529871.019171419.4280 x2.776316.89  9.428019.94
Wed06/06/07205.574331.019391429.4969 x2.707416.67  9.496920.16
Thu06/07/07205.618801.019611439.5659 x2.638416.45  9.565920.38
Fri06/08/07205.663271.019831449.6349 x2.569416.23  9.634920.60
Mon06/11/07205.796671.020491479.8419 x2.362415.57  9.841921.26
Tue06/12/07205.841131.020711489.9110 x2.293315.35  9.911021.48
Wed06/13/07205.885601.020931499.9802 x2.224115.13  9.980221.70
Thu06/14/07205.930071.0211515010.0493 x2.155014.91  10.049321.92
Fri06/15/07205.974531.0213715110.1185 x2.085814.69  10.118522.14
Mon06/18/07206.107931.0220315410.3262 x1.878114.03  10.326222.80
Tue06/19/07206.152401.0222515510.3955 x1.808813.81  10.395523.02
Wed06/20/07206.196871.0224715610.4648 x1.739513.59  10.464823.24
Thu06/21/07206.241331.0227015710.5342 x1.670113.36  10.534223.47
Fri06/22/07206.285801.0229215810.6036 x1.600713.14  10.603623.69
Mon06/25/07206.419201.0235816110.8119 x1.392412.48  10.811924.35
Tue06/26/07206.463671.0238016210.8814 x1.322912.26  10.881424.57
Wed06/27/07206.508131.0240216310.9509 x1.253412.04  10.950924.79
Thu06/28/07206.552601.0242416411.0205 x1.183811.82  11.020525.01
Fri06/29/07206.597071.0244616511.0901 x1.114211.60  11.090125.23
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon07/02/07206.726741.0251016811.2988 x0.905510.96  11.298825.87
Tue07/03/07206.767481.0253016911.3682 x0.836110.76  11.368226.07
Wed07/04/07206.808231.0255117011.4378 x0.766510.55  11.437826.28
Thu07/05/07206.848971.0257117111.5074 x0.696910.35  11.507426.48
Fri07/06/07206.889711.0259117211.5769 x0.627410.15  11.576926.68
Mon07/09/07207.011941.0265217511.7858 x0.41859.54  11.785827.29
Tue07/10/07207.052681.0267217611.8555 x0.34889.34  11.855527.49
Wed07/11/07207.093421.0269217711.9252 x0.27919.14  11.925227.69
Thu07/12/07207.134161.0271217811.9949 x0.20948.94  11.994927.89
Fri07/13/07207.174901.0273217912.0646 x0.13978.74  12.064628.09
Sun07/15/07207.256391.0277300.0000  0.00008.33 x12.204328.50
Mon07/16/07207.297131.0279310.0663  -0.06638.13 x12.270628.70
Tue07/17/07207.337871.0281320.1327  -0.13277.93 x12.337028.90
Wed07/18/07207.378611.0283330.1991  -0.19917.73 x12.403429.10
Thu07/19/07207.419351.0285440.2655  -0.26557.52 x12.469829.31
Fri07/20/07207.460101.0287450.3320  -0.33207.32 x12.536329.51
Mon07/23/07207.582321.0293480.5315  -0.53156.72 x12.735830.11
Tue07/24/07207.623061.0295590.5980  -0.59806.51 x12.802330.32
Wed07/25/07207.663811.02975100.6646  -0.66466.31 x12.868930.52
Thu07/26/07207.704551.02995110.7312  -0.73126.11 x12.935530.72
Fri07/27/07207.745291.03015120.7978  -0.79785.91 x13.002130.92
Mon07/30/07207.867521.03076150.9978  -0.99785.30 x13.202131.53
Tue07/31/07207.908261.03096161.0646  -1.06465.10 x13.268931.73
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed08/01/07207.949001.03116171.1313  -1.13134.90 x13.335631.93
Thu08/02/07207.962001.03123181.1980  -1.19804.83 x13.402332.00
Fri08/03/07207.975001.03129191.2646  -1.26464.77 x13.468932.06
Mon08/06/07208.014001.03149221.4645  -1.46454.57 x13.668832.26
Tue08/07/07208.027001.03155231.5312  -1.53124.51 x13.735532.32
Wed08/08/07208.040001.03161241.5979  -1.59794.45 x13.802232.38
Thu08/09/07208.053001.03168251.6646  -1.66464.38 x13.868932.45
Fri08/10/07208.066001.03174261.7312  -1.73124.32 x13.935532.51
Mon08/13/07208.105001.03194291.9314  -1.93144.12 x14.135732.71
Tue08/14/07208.118001.03200301.9981  -1.99814.06 x14.202432.77
Wed08/15/07208.131001.03207312.0648  -2.06483.99 x14.269132.84
Thu08/16/07208.144001.03213322.1316  -2.13163.93 x14.335932.90
Fri08/17/07208.157001.03219332.1983  -2.19833.87 x14.402632.96
Mon08/20/07208.196001.03239362.3986  -2.39863.67 x14.602933.16
Tue08/21/07208.209001.03245372.4654  -2.46543.61 x14.669733.22
Wed08/22/07208.222001.03252382.5322  -2.53223.54 x14.736533.29
Thu08/23/07208.235001.03258392.5990  -2.59903.48 x14.803333.35
Fri08/24/07208.248001.03265402.6658  -2.66583.41 x14.870133.42
Mon08/27/07208.287001.03284432.8663  -2.86633.22 x15.070633.61
Tue08/28/07208.300001.03290442.9331  -2.93313.16 x15.137433.67
Wed08/29/07208.313001.03297453.0000  -3.00003.09 x15.204333.74
Thu08/30/07208.326001.03303463.0668  -3.06683.03 x15.271133.80
Fri08/31/07208.339001.03310473.1337  -3.13372.96 x15.338033.87
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon09/03/07208.348471.03314503.3338  -3.33382.92 x15.538133.91
Tue09/04/07208.346701.03314513.4005  -3.40052.92 x15.604833.91
Wed09/05/07208.344931.03313523.4672  -3.46722.93 x15.671533.90
Thu09/06/07208.343171.03312533.5338  -3.53382.94 x15.738133.89
Fri09/07/07208.341401.03311543.6004  -3.60042.95 x15.804733.88
Mon09/10/07208.336101.03308573.8004  -3.80042.98 x16.004733.85
Tue09/11/07208.334331.03307583.8670  -3.86702.99 x16.071333.84
Wed09/12/07208.332571.03307593.9337  -3.93372.99 x16.138033.84
Thu09/13/07208.330801.03306604.0003  -4.00033.00 x16.204633.83
Fri09/14/07208.329031.03305614.0669  -4.06693.01 x16.271233.82
Mon09/17/07208.323731.03302644.2668  -4.26683.04 x16.471133.79
Tue09/18/07208.321971.03301654.3334  -4.33343.05 x16.537733.78
Wed09/19/07208.320201.03300664.4001  -4.40013.06 x16.604433.77
Thu09/20/07208.318431.03299674.4667  -4.46673.07 x16.671033.76
Fri09/21/07208.316671.03299684.5334  -4.53343.07 x16.737733.76
Mon09/24/07208.311371.03296714.7332  -4.73323.10 x16.937533.73
Tue09/25/07208.309601.03295724.7998  -4.79983.11 x17.004133.72
Wed09/26/07208.307831.03294734.8665  -4.86653.12 x17.070833.71
Thu09/27/07208.306071.03293744.9331  -4.93313.13 x17.137433.70
Fri09/28/07208.304301.03292754.9997  -4.99973.14 x17.204033.69
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon10/01/07208.299001.03290785.1996  -5.19963.16 x17.403933.67
Tue10/02/07208.286681.03284795.2659  -5.26593.22 x17.470233.61
Wed10/03/07208.274351.03278805.3323  -5.33233.28 x17.536633.55
Thu10/04/07208.262031.03272815.3986  -5.39863.34 x17.602933.49
Fri10/05/07208.249711.03265825.4649  -5.46493.41 x17.669233.42
Mon10/08/07208.212741.03247855.6639  -5.66393.59 x17.868233.24
Tue10/09/07208.200421.03241865.7302  -5.73023.65 x17.934533.18
Wed10/10/07208.188101.03235875.7964  -5.79643.71 x18.000733.12
Thu10/11/07208.175771.03229885.8627  -5.86273.77 x18.067033.06
Fri10/12/07208.163451.03223895.9290  -5.92903.83 x18.133333.00
Mon10/15/07208.126481.03204926.1277  -6.12774.02 x18.332032.81
Tue10/16/07208.114161.03198936.1940  -6.19404.08 x18.398332.75
Wed10/17/07208.101841.03192946.2602  -6.26024.14 x18.464532.69
Thu10/18/07208.089521.03186956.3265  -6.32654.20 x18.530832.63
Fri10/19/07208.077191.03180966.3927  -6.39274.26 x18.597032.57
Mon10/22/07208.040231.03162996.5913  -6.59134.44 x18.795632.39
Tue10/23/07208.027901.031551006.6574  -6.65744.51 x18.861732.32
Wed10/24/07208.015581.031491016.7236  -6.72364.57 x18.927932.26
Thu10/25/07208.003261.031431026.7898  -6.78984.63 x18.994132.20
Fri10/26/07207.990941.031371036.8559  -6.85594.69 x19.060232.14
Mon10/29/07207.953971.031191067.0544  -7.05444.87 x19.258731.96
Tue10/30/07207.941651.031131077.1205  -7.12054.93 x19.324831.90
Wed10/31/07207.929321.031071087.1867  -7.18674.99 x19.391031.84
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu11/01/07207.917001.031001097.2527  -7.25275.06 x19.457031.77
Fri11/02/07207.936101.031101107.3200  -7.32004.96 x19.524331.87
Mon11/05/07207.993401.031381137.5216  -7.52164.68 x19.725932.15
Tue11/06/07208.012501.031481147.5889  -7.58894.58 x19.793232.25
Wed11/07/07208.031601.031571157.6562  -7.65624.49 x19.860532.34
Thu11/08/07208.050701.031671167.7235  -7.72354.39 x19.927832.44
Fri11/09/07208.069801.031761177.7908  -7.79084.30 x19.995132.53
Mon11/12/07208.127101.032051207.9928  -7.99284.01 x20.197132.82
Tue11/13/07208.146201.032141218.0601  -8.06013.92 x20.264432.91
Wed11/14/07208.165301.032241228.1275  -8.12753.82 x20.331833.01
Thu11/15/07208.184401.032331238.1948  -8.19483.73 x20.399133.10
Fri11/16/07208.203501.032431248.2622  -8.26223.63 x20.466533.20
Mon11/19/07208.260801.032711278.4644  -8.46443.35 x20.668733.48
Tue11/20/07208.279901.032801288.5318  -8.53183.26 x20.736133.57
Wed11/21/07208.299001.032901298.5993  -8.59933.16 x20.803633.67
Thu11/22/07208.318101.032991308.6667  -8.66673.07 x20.871033.76
Fri11/23/07208.337201.033091318.7342  -8.73422.97 x20.938533.86
Mon11/26/07208.394501.033371348.9367  -8.93672.69 x21.141034.14
Tue11/27/07208.413601.033471359.0042  -9.00422.59 x21.208534.24
Wed11/28/07208.432701.033561369.0717  -9.07172.50 x21.276034.33
Thu11/29/07208.451801.033661379.1393  -9.13932.40 x21.343634.43
Fri11/30/07208.470901.033751389.2068  -9.20682.31 x21.411134.52
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon12/03/07208.518771.033991419.4092  -9.40922.07 x21.613534.76
Tue12/04/07208.533161.034061429.4765  -9.47652.00 x21.680834.83
Wed12/05/07208.547551.034131439.5439  -9.54391.93 x21.748234.90
Thu12/06/07208.561941.034201449.6113  -9.61131.86 x21.815634.97
Fri12/07/07208.576321.034271459.6787  -9.67871.79 x21.883035.04
Mon12/10/07208.619481.034491489.8811  -9.88111.57 x22.085435.26
Tue12/11/07208.633871.034561499.9485  -9.94851.50 x22.152835.33
Wed12/12/07208.648261.0346315010.0159  -10.01591.43 x22.220235.40
Thu12/13/07208.662651.0347015110.0834  -10.08341.36 x22.287735.47
Fri12/14/07208.677031.0347715210.1509  -10.15091.29 x22.355235.54
Mon12/17/07208.720191.0349915510.3534  -10.35341.07 x22.557735.76
Tue12/18/07208.734581.0350615610.4209  -10.42091.00 x22.625235.83
Wed12/19/07208.748971.0351315710.4884  -10.48840.93 x22.692735.90
Thu12/20/07208.763351.0352015810.5559  -10.55590.86 x22.760235.97
Fri12/21/07208.777741.0352715910.6235  -10.62350.79 x22.827836.04
Mon12/24/07208.820901.0354916210.8262  -10.82620.57 x23.030536.26
Tue12/25/07208.835291.0355616310.8938  -10.89380.50 x23.098136.33
Wed12/26/07208.849681.0356316410.9614  -10.96140.43 x23.165736.40
Thu12/27/07208.864061.0357016511.0289  -11.02890.36 x23.233236.47
Fri12/28/07208.878451.0357716611.0965  -11.09650.29 x23.300836.54
Mon12/31/07208.921611.0359916911.2995  -11.29950.07 x23.503836.76
Tue01/01/08208.936001.03606

Generated  03/09/11  23:47