1.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2020

Interest and OID per $1,000 Face Value for 2010

CUSIP Number912828MF4  
Dated DateJanuary 15, 2010Interest 07/15/10 (181 days)$6.9335
Ref CPI on Dated Date216.24610  
Original Issue DateJanuary 15, 2010Interest 01/15/11 (184 days)  
 Purchased on Settelment Date
& held to 01/01/11
Held on 01/15/10
& 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
Fri01/15/10216.246101.0000000.0000 x6.933511.40  0.00000.00
Mon01/18/10216.260901.0000730.1140 x6.819511.33  0.11400.07
Tue01/19/10216.265841.0000940.1519 x6.781611.31  0.15190.09
Wed01/20/10216.270771.0001150.1899 x6.743611.29  0.18990.11
Thu01/21/10216.275711.0001460.2279 x6.705611.26  0.22790.14
Fri01/22/10216.280651.0001670.2659 x6.667611.24  0.26590.16
Mon01/25/10216.295451.00023100.3799 x6.553611.17  0.37990.23
Tue01/26/10216.300391.00025110.4179 x6.515611.15  0.41790.25
Wed01/27/10216.305321.00027120.4559 x6.477611.13  0.45590.27
Thu01/28/10216.310261.00030130.4939 x6.439611.10  0.49390.30
Fri01/29/10216.315191.00032140.5319 x6.401611.08  0.53190.32
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon02/01/10216.330001.00039170.6460 x6.287511.01  0.64600.39
Tue02/02/10216.316391.00033180.6839 x6.249611.07  0.68390.33
Wed02/03/10216.302791.00026190.7219 x6.211611.14  0.72190.26
Thu02/04/10216.289181.00020200.7598 x6.173711.20  0.75980.20
Fri02/05/10216.275571.00014210.7978 x6.135711.26  0.79780.14
Mon02/08/10216.234750.99995240.9116 x6.021911.45  0.9116-0.05
Tue02/09/10216.221140.99988250.9495 x5.984011.52  0.9495-0.12
Wed02/10/10216.207540.99982260.9874 x5.946111.58  0.9874-0.18
Thu02/11/10216.193930.99976271.0253 x5.908211.64  1.0253-0.24
Fri02/12/10216.180320.99970281.0632 x5.870311.70  1.0632-0.30
Mon02/15/10216.139500.99951311.1769 x5.756611.89  1.1769-0.49
Tue02/16/10216.125890.99944321.2148 x5.718711.96  1.2148-0.56
Wed02/17/10216.112290.99938331.2527 x5.680812.02  1.2527-0.62
Thu02/18/10216.098680.99932341.2906 x5.642912.08  1.2906-0.68
Fri02/19/10216.085070.99926351.3284 x5.605112.14  1.3284-0.74
Mon02/22/10216.044250.99907381.4420 x5.491512.33  1.4420-0.93
Tue02/23/10216.030640.99900391.4799 x5.453612.40  1.4799-1.00
Wed02/24/10216.017040.99894401.5177 x5.415812.46  1.5177-1.06
Thu02/25/10216.003430.99888411.5556 x5.377912.52  1.5556-1.12
Fri02/26/10215.989820.99881421.5934 x5.340112.59  1.5934-1.19
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon03/01/10215.949000.99863451.7069 x5.226612.77  1.7069-1.37
Tue03/02/10215.972810.99874461.7450 x5.188512.66  1.7450-1.26
Wed03/03/10215.996610.99885471.7832 x5.150312.55  1.7832-1.15
Thu03/04/10216.020420.99896481.8213 x5.112212.44  1.8213-1.04
Fri03/05/10216.044230.99907491.8595 x5.074012.33  1.8595-0.93
Mon03/08/10216.115650.99940521.9740 x4.959512.00  1.9740-0.60
Tue03/09/10216.139450.99951532.0121 x4.921411.89  2.0121-0.49
Wed03/10/10216.163260.99962542.0503 x4.883211.78  2.0503-0.38
Thu03/11/10216.187060.99973552.0885 x4.845011.67  2.0885-0.27
Fri03/12/10216.210870.99984562.1267 x4.806811.56  2.1267-0.16
Mon03/15/10216.282291.00017592.2414 x4.692111.23  2.24140.17
Tue03/16/10216.306101.00028602.2796 x4.653911.12  2.27960.28
Wed03/17/10216.329901.00039612.3179 x4.615611.01  2.31790.39
Thu03/18/10216.353711.00050622.3561 x4.577410.90  2.35610.50
Fri03/19/10216.377521.00061632.3944 x4.539110.79  2.39440.61
Mon03/22/10216.448941.00094662.5093 x4.424210.46  2.50930.94
Tue03/23/10216.472741.00105672.5476 x4.385910.35  2.54761.05
Wed03/24/10216.496551.00116682.5859 x4.347610.24  2.58591.16
Thu03/25/10216.520351.00127692.6242 x4.309310.13  2.62421.27
Fri03/26/10216.544161.00138702.6625 x4.271010.02  2.66251.38
Mon03/29/10216.615581.00171732.7775 x4.15609.69  2.77751.71
Tue03/30/10216.639391.00182742.8159 x4.11769.58  2.81591.82
Wed03/31/10216.663191.00193752.8543 x4.07929.47  2.85431.93
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu04/01/10216.687001.00204762.8926 x4.04099.36  2.89262.04
Fri04/02/10216.688801.00205772.9307 x4.00289.35  2.93072.05
Mon04/05/10216.694201.00207803.0450 x3.88859.33  3.04502.07
Tue04/06/10216.696001.00208813.0831 x3.85049.32  3.08312.08
Wed04/07/10216.697801.00209823.1212 x3.81239.31  3.12122.09
Thu04/08/10216.699601.00210833.1592 x3.77439.30  3.15922.10
Fri04/09/10216.701401.00211843.1973 x3.73629.29  3.19732.11
Mon04/12/10216.706801.00213873.3116 x3.62199.27  3.31162.13
Tue04/13/10216.708601.00214883.3497 x3.58389.26  3.34972.14
Wed04/14/10216.710401.00215893.3878 x3.54579.25  3.38782.15
Thu04/15/10216.712201.00216903.4259 x3.50769.24  3.42592.16
Fri04/16/10216.714001.00216913.4640 x3.46959.24  3.46402.16
Mon04/19/10216.719401.00219943.5783 x3.35529.21  3.57832.19
Tue04/20/10216.721201.00220953.6164 x3.31719.20  3.61642.20
Wed04/21/10216.723001.00221963.6545 x3.27909.19  3.65452.21
Thu04/22/10216.724801.00221973.6925 x3.24109.19  3.69252.21
Fri04/23/10216.726601.00222983.7306 x3.20299.18  3.73062.22
Mon04/26/10216.732001.002251013.8450 x3.08859.15  3.84502.25
Tue04/27/10216.733801.002261023.8831 x3.05049.14  3.88312.26
Wed04/28/10216.735601.002261033.9211 x3.01249.14  3.92112.26
Thu04/29/10216.737401.002271043.9592 x2.97439.13  3.95922.27
Fri04/30/10216.739201.002281053.9974 x2.93619.12  3.99742.28
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon05/03/10216.798421.002551084.1127 x2.82088.85  4.11272.55
Tue05/04/10216.827131.002691094.1513 x2.78228.71  4.15132.69
Wed05/05/10216.855841.002821104.1900 x2.74358.58  4.19002.82
Thu05/06/10216.884551.002951114.2286 x2.70498.45  4.22862.95
Fri05/07/10216.913261.003091124.2673 x2.66628.31  4.26733.09
Mon05/10/10216.999391.003481154.3833 x2.55027.92  4.38333.48
Tue05/11/10217.028101.003621164.4220 x2.51157.78  4.42203.62
Wed05/12/10217.056811.003751174.4607 x2.47287.65  4.46073.75
Thu05/13/10217.085521.003881184.4994 x2.43417.52  4.49943.88
Fri05/14/10217.114231.004011194.5382 x2.39537.39  4.53824.01
Mon05/17/10217.200351.004411224.6544 x2.27916.99  4.65444.41
Tue05/18/10217.229061.004551234.6932 x2.24036.85  4.69324.55
Wed05/19/10217.257771.004681244.7320 x2.20156.72  4.73204.68
Thu05/20/10217.286481.004811254.7708 x2.16276.59  4.77084.81
Fri05/21/10217.315191.004941264.8096 x2.12396.46  4.80964.94
Mon05/24/10217.401321.005341294.9260 x2.00756.06  4.92605.34
Tue05/25/10217.430031.005471304.9649 x1.96865.93  4.96495.47
Wed05/26/10217.458741.005611315.0037 x1.92985.79  5.00375.61
Thu05/27/10217.487451.005741325.0426 x1.89095.66  5.04265.74
Fri05/28/10217.516161.005871335.0814 x1.85215.53  5.08145.87
Mon05/31/10217.602291.006271365.1981 x1.73545.13  5.19816.27
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue06/01/10217.631001.006401375.2370 x1.69655.00  5.23706.40
Wed06/02/10217.643601.006461385.2756 x1.65794.94  5.27566.46
Thu06/03/10217.656201.006521395.3141 x1.61944.88  5.31416.52
Fri06/04/10217.668801.006581405.3527 x1.58084.82  5.35276.58
Mon06/07/10217.706601.006751435.4683 x1.46524.65  5.46836.75
Tue06/08/10217.719201.006811445.5069 x1.42664.59  5.50696.81
Wed06/09/10217.731801.006871455.5454 x1.38814.53  5.54546.87
Thu06/10/10217.744401.006931465.5840 x1.34954.47  5.58406.93
Fri06/11/10217.757001.006991475.6226 x1.31094.41  5.62266.99
Mon06/14/10217.794801.007161505.7383 x1.19524.24  5.73837.16
Tue06/15/10217.807401.007221515.7769 x1.15664.18  5.77697.22
Wed06/16/10217.820001.007281525.8155 x1.11804.12  5.81557.28
Thu06/17/10217.832601.007341535.8541 x1.07944.06  5.85417.34
Fri06/18/10217.845201.007391545.8927 x1.04084.01  5.89277.39
Mon06/21/10217.883001.007571576.0085 x0.92503.83  6.00857.57
Tue06/22/10217.895601.007631586.0472 x0.88633.77  6.04727.63
Wed06/23/10217.908201.007691596.0858 x0.84773.71  6.08587.69
Thu06/24/10217.920801.007741606.1244 x0.80913.66  6.12447.74
Fri06/25/10217.933401.007801616.1630 x0.77053.60  6.16307.80
Mon06/28/10217.971201.007981646.2790 x0.65453.42  6.27907.98
Tue06/29/10217.983801.008041656.3177 x0.61583.36  6.31778.04
Wed06/30/10217.996401.008091666.3563 x0.57723.31  6.35638.09
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu07/01/10218.009001.008151676.3949 x0.53863.25  6.39498.15
Fri07/02/10218.014451.008181686.4334 x0.50013.22  6.43348.18
Mon07/05/10218.030811.008251716.5488 x0.38473.15  6.54888.25
Tue07/06/10218.036261.008281726.5872 x0.34633.12  6.58728.28
Wed07/07/10218.041711.008301736.6257 x0.30783.10  6.62578.30
Thu07/08/10218.047161.008331746.6642 x0.26933.07  6.66428.33
Fri07/09/10218.052611.008351756.7026 x0.23093.05  6.70268.35
Mon07/12/10218.068971.008431786.8180 x0.11552.97  6.81808.43
Tue07/13/10218.074421.008451796.8565 x0.07702.95  6.85658.45
Wed07/14/10218.079871.008481806.8950 x0.03852.92  6.89508.48
Thu07/15/10218.085321.0085100.0000  0.00002.89 x6.93358.51
Fri07/16/10218.090771.0085310.0377  -0.03772.87 x6.97128.53
Mon07/19/10218.107131.0086140.1507  -0.15072.79 x7.08428.61
Tue07/20/10218.112581.0086350.1884  -0.18842.77 x7.12198.63
Wed07/21/10218.118031.0086660.2261  -0.22612.74 x7.15968.66
Thu07/22/10218.123481.0086870.2638  -0.26382.72 x7.19738.68
Fri07/23/10218.128941.0087180.3015  -0.30152.69 x7.23508.71
Mon07/26/10218.145291.00878110.4146  -0.41462.62 x7.34818.78
Tue07/27/10218.150741.00881120.4523  -0.45232.59 x7.38588.81
Wed07/28/10218.156191.00883130.4900  -0.49002.57 x7.42358.83
Thu07/29/10218.161651.00886140.5277  -0.52772.54 x7.46128.86
Fri07/30/10218.167101.00888150.5654  -0.56542.52 x7.49898.88
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon08/02/10218.171131.00890180.6785  -0.67852.50 x7.61208.90
Tue08/03/10218.164261.00887190.7162  -0.71622.53 x7.64978.87
Wed08/04/10218.157391.00884200.7539  -0.75392.56 x7.68748.84
Thu08/05/10218.150521.00881210.7916  -0.79162.59 x7.72518.81
Fri08/06/10218.143651.00877220.8292  -0.82922.63 x7.76278.77
Mon08/09/10218.123031.00868250.9422  -0.94222.72 x7.87578.68
Tue08/10/10218.116161.00865260.9799  -0.97992.75 x7.91348.65
Wed08/11/10218.109291.00862271.0175  -1.01752.78 x7.95108.62
Thu08/12/10218.102421.00858281.0552  -1.05522.82 x7.98878.58
Fri08/13/10218.095551.00855291.0928  -1.09282.85 x8.02638.55
Mon08/16/10218.074941.00846321.2058  -1.20582.94 x8.13938.46
Tue08/17/10218.068061.00843331.2434  -1.24342.97 x8.17698.43
Wed08/18/10218.061191.00839341.2810  -1.28103.01 x8.21458.39
Thu08/19/10218.054321.00836351.3187  -1.31873.04 x8.25228.36
Fri08/20/10218.047451.00833361.3563  -1.35633.07 x8.28988.33
Mon08/23/10218.026841.00823391.4692  -1.46923.17 x8.40278.23
Tue08/24/10218.019971.00820401.5068  -1.50683.20 x8.44038.20
Wed08/25/10218.013101.00817411.5444  -1.54443.23 x8.47798.17
Thu08/26/10218.006231.00814421.5821  -1.58213.26 x8.51568.14
Fri08/27/10217.999351.00811431.6197  -1.61973.29 x8.55328.11
Mon08/30/10217.978741.00801461.7325  -1.73253.39 x8.66608.01
Tue08/31/10217.971871.00798471.7701  -1.77013.42 x8.70367.98
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed09/01/10217.965001.00795481.8077  -1.80773.45 x8.74127.95
Thu09/02/10217.966531.00796491.8454  -1.84543.44 x8.77897.96
Fri09/03/10217.968071.00796501.8831  -1.88313.44 x8.81667.96
Mon09/06/10217.972671.00798531.9961  -1.99613.42 x8.92967.98
Tue09/07/10217.974201.00799542.0338  -2.03383.41 x8.96737.99
Wed09/08/10217.975731.00800552.0715  -2.07153.40 x9.00508.00
Thu09/09/10217.977271.00801562.1092  -2.10923.39 x9.04278.01
Fri09/10/10217.978801.00801572.1468  -2.14683.39 x9.08038.01
Mon09/13/10217.983401.00803602.2598  -2.25983.37 x9.19338.03
Tue09/14/10217.984931.00804612.2975  -2.29753.36 x9.23108.04
Wed09/15/10217.986471.00805622.3352  -2.33523.35 x9.26878.05
Thu09/16/10217.988001.00806632.3729  -2.37293.34 x9.30648.06
Fri09/17/10217.989531.00806642.4106  -2.41063.34 x9.34418.06
Mon09/20/10217.994131.00808672.5236  -2.52363.32 x9.45718.08
Tue09/21/10217.995671.00809682.5613  -2.56133.31 x9.49488.09
Wed09/22/10217.997201.00810692.5990  -2.59903.30 x9.53258.10
Thu09/23/10217.998731.00810702.6367  -2.63673.30 x9.57028.10
Fri09/24/10218.000271.00811712.6744  -2.67443.29 x9.60798.11
Mon09/27/10218.004871.00813742.7874  -2.78743.27 x9.72098.13
Tue09/28/10218.006401.00814752.8251  -2.82513.26 x9.75868.14
Wed09/29/10218.007931.00815762.8628  -2.86283.25 x9.79638.15
Thu09/30/10218.009471.00815772.9005  -2.90053.25 x9.83408.15
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri10/01/10218.011001.00816782.9382  -2.93823.24 x9.87178.16
Mon10/04/10218.040131.00830813.0516  -3.05163.10 x9.98518.30
Tue10/05/10218.049841.00834823.0894  -3.08943.06 x10.02298.34
Wed10/06/10218.059551.00839833.1272  -3.12723.01 x10.06078.39
Thu10/07/10218.069261.00843843.1650  -3.16502.97 x10.09858.43
Fri10/08/10218.078971.00848853.2029  -3.20292.92 x10.13648.48
Mon10/11/10218.108101.00861883.3164  -3.31642.79 x10.24998.61
Tue10/12/10218.117811.00866893.3542  -3.35422.74 x10.28778.66
Wed10/13/10218.127521.00870903.3920  -3.39202.70 x10.32558.70
Thu10/14/10218.137231.00875913.4299  -3.42992.65 x10.36348.75
Fri10/15/10218.146941.00879923.4677  -3.46772.61 x10.40128.79
Mon10/18/10218.176061.00892953.5813  -3.58132.48 x10.51488.92
Tue10/19/10218.185771.00897963.6191  -3.61912.43 x10.55268.97
Wed10/20/10218.195481.00901973.6570  -3.65702.39 x10.59059.01
Thu10/21/10218.205191.00906983.6949  -3.69492.34 x10.62849.06
Fri10/22/10218.214901.00910993.7327  -3.73272.30 x10.66629.10
Mon10/25/10218.244031.009241023.8464  -3.84642.16 x10.77999.24
Tue10/26/10218.253741.009281033.8842  -3.88422.12 x10.81779.28
Wed10/27/10218.263451.009331043.9221  -3.92212.07 x10.85569.33
Thu10/28/10218.273161.009371053.9600  -3.96002.03 x10.89359.37
Fri10/29/10218.282871.009421063.9979  -3.99791.98 x10.93149.42
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon11/01/10218.312001.009551094.1116  -4.11161.85 x11.04519.55
Tue11/02/10218.316231.009571104.1494  -4.14941.83 x11.08299.57
Wed11/03/10218.320471.009591114.1872  -4.18721.81 x11.12079.59
Thu11/04/10218.324701.009611124.2250  -4.22501.79 x11.15859.61
Fri11/05/10218.328931.009631134.2628  -4.26281.77 x11.19639.63
Mon11/08/10218.341631.009691164.3762  -4.37621.71 x11.30979.69
Tue11/09/10218.345871.009711174.4141  -4.41411.69 x11.34769.71
Wed11/10/10218.350101.009731184.4519  -4.45191.67 x11.38549.73
Thu11/11/10218.354331.009751194.4897  -4.48971.65 x11.42329.75
Fri11/12/10218.358571.009771204.5275  -4.52751.63 x11.46109.77
Mon11/15/10218.371271.009831234.6410  -4.64101.57 x11.57459.83
Tue11/16/10218.375501.009851244.6788  -4.67881.55 x11.61239.85
Wed11/17/10218.379731.009871254.7166  -4.71661.53 x11.65019.87
Thu11/18/10218.383971.009891264.7544  -4.75441.51 x11.68799.89
Fri11/19/10218.388201.009911274.7923  -4.79231.49 x11.72589.91
Mon11/22/10218.400901.009961304.9057  -4.90571.44 x11.83929.96
Tue11/23/10218.405131.009981314.9436  -4.94361.42 x11.87719.98
Wed11/24/10218.409371.010001324.9814  -4.98141.40 x11.914910.00
Thu11/25/10218.413601.010021335.0192  -5.01921.38 x11.952710.02
Fri11/26/10218.417831.010041345.0571  -5.05711.36 x11.990610.04
Mon11/29/10218.430531.010101375.1706  -5.17061.30 x12.104110.10
Tue11/30/10218.434771.010121385.2084  -5.20841.28 x12.141910.12
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed12/01/10218.439001.010141395.2463  -5.24631.26 x12.179810.14
Thu12/02/10218.447771.010181405.2842  -5.28421.22 x12.217710.18
Fri12/03/10218.456551.010221415.3222  -5.32221.18 x12.255710.22
Mon12/06/10218.482871.010341445.4361  -5.43611.06 x12.369610.34
Tue12/07/10218.491651.010381455.4740  -5.47401.02 x12.407510.38
Wed12/08/10218.500421.010421465.5120  -5.51200.98 x12.445510.42
Thu12/09/10218.509191.010471475.5500  -5.55000.93 x12.483510.47
Fri12/10/10218.517971.010511485.5880  -5.58800.89 x12.521510.51
Mon12/13/10218.544291.010631515.7020  -5.70200.77 x12.635510.63
Tue12/14/10218.553061.010671525.7399  -5.73990.73 x12.673410.67
Wed12/15/10218.561841.010711535.7779  -5.77790.69 x12.711410.71
Thu12/16/10218.570611.010751545.8159  -5.81590.65 x12.749410.75
Fri12/17/10218.579391.010791555.8539  -5.85390.61 x12.787410.79
Mon12/20/10218.605711.010911585.9679  -5.96790.49 x12.901410.91
Tue12/21/10218.614481.010951596.0059  -6.00590.45 x12.939410.95
Wed12/22/10218.623261.010991606.0440  -6.04400.41 x12.977510.99
Thu12/23/10218.632031.011031616.0820  -6.08200.37 x13.015511.03
Fri12/24/10218.640811.011071626.1200  -6.12000.33 x13.053511.07
Mon12/27/10218.667131.011201656.2341  -6.23410.20 x13.167611.20
Tue12/28/10218.675901.011241666.2722  -6.27220.16 x13.205711.24
Wed12/29/10218.684681.011281676.3102  -6.31020.12 x13.243711.28
Thu12/30/10218.693451.011321686.3482  -6.34820.08 x13.281711.32
Fri12/31/10218.702231.011361696.3863  -6.38630.04 x13.319811.36
Sat01/01/11218.711001.01140

Generated  03/09/11  23:48