2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017

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

CUSIP Number912828GX2  
Dated DateJuly 15, 2007  
Ref CPI on Dated Date207.25639  
Original Issue DateJuly 16, 2007Interest 01/15/08 (184 days)  
 Purchased on Settelment Date
& held to 01/01/08
Held on 07/16/07
& 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
Mon07/16/07207.297131.0002010.0713  -0.07137.90  0.07130.00
Tue07/17/07207.337871.0003920.1427  -0.14277.71  0.14270.19
Wed07/18/07207.378611.0005930.2141  -0.21417.51  0.21410.39
Thu07/19/07207.419351.0007940.2856  -0.28567.31  0.28560.59
Fri07/20/07207.460101.0009850.3570  -0.35707.12  0.35700.78
Mon07/23/07207.582321.0015780.5715  -0.57156.53  0.57151.37
Tue07/24/07207.623061.0017790.6431  -0.64316.33  0.64311.57
Wed07/25/07207.663811.00197100.7147  -0.71476.13  0.71471.77
Thu07/26/07207.704551.00216110.7863  -0.78635.94  0.78631.96
Fri07/27/07207.745291.00236120.8580  -0.85805.74  0.85802.16
Mon07/30/07207.867521.00295151.0731  -1.07315.15  1.07312.75
Tue07/31/07207.908261.00315161.1449  -1.14494.95  1.14492.95
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed08/01/07207.949001.00334171.2167  -1.21674.76  1.21673.14
Thu08/02/07207.962001.00340181.2883  -1.28834.70  1.28833.20
Fri08/03/07207.975001.00347191.3600  -1.36004.63  1.36003.27
Mon08/06/07208.014001.00366221.5750  -1.57504.44  1.57503.46
Tue08/07/07208.027001.00372231.6467  -1.64674.38  1.64673.52
Wed08/08/07208.040001.00378241.7184  -1.71844.32  1.71843.58
Thu08/09/07208.053001.00384251.7901  -1.79014.26  1.79013.64
Fri08/10/07208.066001.00391261.8619  -1.86194.19  1.86193.71
Mon08/13/07208.105001.00409292.0771  -2.07714.01  2.07713.89
Tue08/14/07208.118001.00416302.1488  -2.14883.94  2.14883.96
Wed08/15/07208.131001.00422312.2206  -2.22063.88  2.22064.02
Thu08/16/07208.144001.00428322.2924  -2.29243.82  2.29244.08
Fri08/17/07208.157001.00435332.3642  -2.36423.75  2.36424.15
Mon08/20/07208.196001.00453362.5796  -2.57963.57  2.57964.33
Tue08/21/07208.209001.00460372.6514  -2.65143.50  2.65144.40
Wed08/22/07208.222001.00466382.7232  -2.72323.44  2.72324.46
Thu08/23/07208.235001.00472392.7951  -2.79513.38  2.79514.52
Fri08/24/07208.248001.00478402.8669  -2.86693.32  2.86694.58
Mon08/27/07208.287001.00497433.0825  -3.08253.13  3.08254.77
Tue08/28/07208.300001.00504443.1544  -3.15443.06  3.15444.84
Wed08/29/07208.313001.00510453.2263  -3.22633.00  3.22634.90
Thu08/30/07208.326001.00516463.2982  -3.29822.94  3.29824.96
Fri08/31/07208.339001.00522473.3701  -3.37012.88  3.37015.02
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon09/03/07208.348471.00527503.5854  -3.58542.83  3.58545.07
Tue09/04/07208.346701.00526513.6570  -3.65702.84  3.65705.06
Wed09/05/07208.344931.00525523.7287  -3.72872.85  3.72875.05
Thu09/06/07208.343171.00524533.8004  -3.80042.86  3.80045.04
Fri09/07/07208.341401.00524543.8721  -3.87212.86  3.87215.04
Mon09/10/07208.336101.00521574.0871  -4.08712.89  4.08715.01
Tue09/11/07208.334331.00520584.1587  -4.15872.90  4.15875.00
Wed09/12/07208.332571.00519594.2304  -4.23042.91  4.23044.99
Thu09/13/07208.330801.00518604.3021  -4.30212.92  4.30214.98
Fri09/14/07208.329031.00518614.3738  -4.37382.92  4.37384.98
Mon09/17/07208.323731.00515644.5887  -4.58872.95  4.58874.95
Tue09/18/07208.321971.00514654.6604  -4.66042.96  4.66044.94
Wed09/19/07208.320201.00513664.7320  -4.73202.97  4.73204.93
Thu09/20/07208.318431.00512674.8037  -4.80372.98  4.80374.92
Fri09/21/07208.316671.00512684.8754  -4.87542.98  4.87544.92
Mon09/24/07208.311371.00509715.0903  -5.09033.01  5.09034.89
Tue09/25/07208.309601.00508725.1620  -5.16203.02  5.16204.88
Wed09/26/07208.307831.00507735.2336  -5.23363.03  5.23364.87
Thu09/27/07208.306071.00506745.3052  -5.30523.04  5.30524.86
Fri09/28/07208.304301.00506755.3769  -5.37693.04  5.37694.86
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon10/01/07208.299001.00503785.5918  -5.59183.07  5.59184.83
Tue10/02/07208.286681.00497795.6632  -5.66323.13  5.66324.77
Wed10/03/07208.274351.00491805.7345  -5.73453.19  5.73454.71
Thu10/04/07208.262031.00485815.8059  -5.80593.25  5.80594.65
Fri10/05/07208.249711.00479825.8772  -5.87723.31  5.87724.59
Mon10/08/07208.212741.00461856.0911  -6.09113.49  6.09114.41
Tue10/09/07208.200421.00455866.1624  -6.16243.55  6.16244.35
Wed10/10/07208.188101.00450876.2338  -6.23383.60  6.23384.30
Thu10/11/07208.175771.00444886.3050  -6.30503.66  6.30504.24
Fri10/12/07208.163451.00438896.3763  -6.37633.72  6.37634.18
Mon10/15/07208.126481.00420926.5901  -6.59013.90  6.59014.00
Tue10/16/07208.114161.00414936.6613  -6.66133.96  6.66133.94
Wed10/17/07208.101841.00408946.7325  -6.73254.02  6.73253.88
Thu10/18/07208.089521.00402956.8037  -6.80374.08  6.80373.82
Fri10/19/07208.077191.00396966.8749  -6.87494.14  6.87493.76
Mon10/22/07208.040231.00378997.0885  -7.08854.32  7.08853.58
Tue10/23/07208.027901.003721007.1597  -7.15974.38  7.15973.52
Wed10/24/07208.015581.003661017.2309  -7.23094.44  7.23093.46
Thu10/25/07208.003261.003601027.3020  -7.30204.50  7.30203.40
Fri10/26/07207.990941.003541037.3732  -7.37324.56  7.37323.34
Mon10/29/07207.953971.003371067.5866  -7.58664.73  7.58663.17
Tue10/30/07207.941651.003311077.6577  -7.65774.79  7.65773.11
Wed10/31/07207.929321.003251087.7288  -7.72884.85  7.72883.05
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu11/01/07207.917001.003191097.7999  -7.79994.91  7.79992.99
Fri11/02/07207.936101.003281107.8722  -7.87224.82  7.87223.08
Mon11/05/07207.993401.003561138.0892  -8.08924.54  8.08923.36
Tue11/06/07208.012501.003651148.1615  -8.16154.45  8.16153.45
Wed11/07/07208.031601.003741158.2338  -8.23384.36  8.23383.54
Thu11/08/07208.050701.003831168.3061  -8.30614.27  8.30613.63
Fri11/09/07208.069801.003921178.3785  -8.37854.18  8.37853.72
Mon11/12/07208.127101.004201208.5957  -8.59573.90  8.59574.00
Tue11/13/07208.146201.004291218.6681  -8.66813.81  8.66814.09
Wed11/14/07208.165301.004391228.7406  -8.74063.71  8.74064.19
Thu11/15/07208.184401.004481238.8131  -8.81313.62  8.81314.28
Fri11/16/07208.203501.004571248.8855  -8.88553.53  8.88554.37
Mon11/19/07208.260801.004851279.1030  -9.10303.25  9.10304.65
Tue11/20/07208.279901.004941289.1755  -9.17553.16  9.17554.74
Wed11/21/07208.299001.005031299.2481  -9.24813.07  9.24814.83
Thu11/22/07208.318101.005121309.3206  -9.32062.98  9.32064.92
Fri11/23/07208.337201.005211319.3931  -9.39312.89  9.39315.01
Mon11/26/07208.394501.005491349.6109  -9.61092.61  9.61095.29
Tue11/27/07208.413601.005581359.6835  -9.68352.52  9.68355.38
Wed11/28/07208.432701.005681369.7562  -9.75622.42  9.75625.48
Thu11/29/07208.451801.005771379.8288  -9.82882.33  9.82885.57
Fri11/30/07208.470901.005861389.9014  -9.90142.24  9.90145.66
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon12/03/07208.518771.0060914110.1190  -10.11902.01  10.11905.89
Tue12/04/07208.533161.0061614210.1915  -10.19151.94  10.19155.96
Wed12/05/07208.547551.0062314310.2640  -10.26401.87  10.26406.03
Thu12/06/07208.561941.0063014410.3365  -10.33651.80  10.33656.10
Fri12/07/07208.576321.0063714510.4090  -10.40901.73  10.40906.17
Mon12/10/07208.619481.0065814810.6265  -10.62651.52  10.62656.38
Tue12/11/07208.633871.0066514910.6991  -10.69911.45  10.69916.45
Wed12/12/07208.648261.0067215010.7716  -10.77161.38  10.77166.52
Thu12/13/07208.662651.0067915110.8442  -10.84421.31  10.84426.59
Fri12/14/07208.677031.0068515210.9167  -10.91671.25  10.91676.65
Mon12/17/07208.720191.0070615511.1344  -11.13441.04  11.13446.86
Tue12/18/07208.734581.0071315611.2071  -11.20710.97  11.20716.93
Wed12/19/07208.748971.0072015711.2797  -11.27970.90  11.27977.00
Thu12/20/07208.763351.0072715811.3523  -11.35230.83  11.35237.07
Fri12/21/07208.777741.0073415911.4250  -11.42500.76  11.42507.14
Mon12/24/07208.820901.0075516211.6430  -11.64300.55  11.64307.35
Tue12/25/07208.835291.0076216311.7156  -11.71560.48  11.71567.42
Wed12/26/07208.849681.0076916411.7883  -11.78830.41  11.78837.49
Thu12/27/07208.864061.0077616511.8610  -11.86100.34  11.86107.56
Fri12/28/07208.878451.0078316611.9337  -11.93370.27  11.93377.63
Mon12/31/07208.921611.0080316912.1518  -12.15180.07  12.15187.83
Tue01/01/08208.936001.00810

Generated  03/09/11  23:47