3% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2012

Interest and OID per $1,000 Face Value for 2011

CUSIP Number	912828AF7	Interest 01/15/11 (184 days)	$18.2496
Dated Date	July 15, 2002	Interest 07/15/11 (181 days)	$18.8030
Ref CPI on Dated Date	179.80000	Interest Total	$37.0526
Original Issue Date	July 15, 2002	Interest 01/15/12 (184 days)

						Purchased on Settelment Date & held to 01/01/12				Held on 01/01/11 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Sat	01/01/11	218.71100	1.21641	170	16.8579	x	x	20.1947	42.88			16.8579	0.00
Mon	01/03/11	218.71694	1.21645	172	17.0567	x	x	19.9959	42.84			17.0567	0.04
Tue	01/04/11	218.71990	1.21646	173	17.1561	x	x	19.8965	42.83			17.1561	0.05
Wed	01/05/11	218.72287	1.21648	174	17.2555	x	x	19.7971	42.81			17.2555	0.07
Thu	01/06/11	218.72584	1.21650	175	17.3550	x	x	19.6976	42.79			17.3550	0.09
Fri	01/07/11	218.72881	1.21651	176	17.4543	x	x	19.5983	42.78			17.4543	0.10
Mon	01/10/11	218.73771	1.21656	179	17.7525	x	x	19.3001	42.73			17.7525	0.15
Tue	01/11/11	218.74068	1.21658	180	17.8520	x	x	19.2006	42.71			17.8520	0.17
Wed	01/12/11	218.74365	1.21659	181	17.9513	x	x	19.1013	42.70			17.9513	0.18
Thu	01/13/11	218.74661	1.21661	182	18.0508	x	x	19.0018	42.68			18.0508	0.20
Fri	01/14/11	218.74958	1.21663	183	18.1503	x	x	18.9023	42.66			18.1503	0.22
Sat	01/15/11	218.75255	1.21664	0	0.0000		x	18.8030	42.65	x		18.2496	0.23
Mon	01/17/11	218.75848	1.21668	2	0.2017		x	18.6013	42.61	x		18.4513	0.27
Tue	01/18/11	218.76145	1.21669	3	0.3025		x	18.5005	42.60	x		18.5521	0.28
Wed	01/19/11	218.76442	1.21671	4	0.4033		x	18.3997	42.58	x		18.6529	0.30
Thu	01/20/11	218.76739	1.21673	5	0.5042		x	18.2988	42.56	x		18.7538	0.32
Fri	01/21/11	218.77035	1.21674	6	0.6050		x	18.1980	42.55	x		18.8546	0.33
Mon	01/24/11	218.77926	1.21679	9	0.9076		x	17.8954	42.50	x		19.1572	0.38
Tue	01/25/11	218.78223	1.21681	10	1.0084		x	17.7946	42.48	x		19.2580	0.40
Wed	01/26/11	218.78519	1.21683	11	1.1093		x	17.6937	42.46	x		19.3589	0.42
Thu	01/27/11	218.78816	1.21684	12	1.2101		x	17.5929	42.45	x		19.4597	0.43
Fri	01/28/11	218.79113	1.21686	13	1.3110		x	17.4920	42.43	x		19.5606	0.45
Mon	01/31/11	218.80003	1.21691	16	1.6136		x	17.1894	42.38	x		19.8632	0.50
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	02/01/11	218.80300	1.21692	17	1.7144		x	17.0886	42.37	x		19.9640	0.51
Wed	02/02/11	218.81643	1.21700	18	1.8154		x	16.9876	42.29	x		20.0650	0.59
Thu	02/03/11	218.82986	1.21707	19	1.9164		x	16.8866	42.22	x		20.1660	0.66
Fri	02/04/11	218.84329	1.21715	20	2.0174		x	16.7856	42.14	x		20.2670	0.74
Mon	02/07/11	218.88357	1.21737	23	2.3204		x	16.4826	41.92	x		20.5700	0.96
Tue	02/08/11	218.89700	1.21745	24	2.4214		x	16.3816	41.84	x		20.6710	1.04
Wed	02/09/11	218.91043	1.21752	25	2.5225		x	16.2805	41.77	x		20.7721	1.11
Thu	02/10/11	218.92386	1.21760	26	2.6236		x	16.1794	41.69	x		20.8732	1.19
Fri	02/11/11	218.93729	1.21767	27	2.7246		x	16.0784	41.62	x		20.9742	1.26
Mon	02/14/11	218.97757	1.21790	30	3.0279		x	15.7751	41.39	x		21.2775	1.49
Tue	02/15/11	218.99100	1.21797	31	3.1290		x	15.6740	41.32	x		21.3786	1.56
Wed	02/16/11	219.00443	1.21804	32	3.2302		x	15.5728	41.25	x		21.4798	1.63
Thu	02/17/11	219.01786	1.21812	33	3.3313		x	15.4717	41.17	x		21.5809	1.71
Fri	02/18/11	219.03129	1.21819	34	3.4325		x	15.3705	41.10	x		21.6821	1.78
Mon	02/21/11	219.07157	1.21842	37	3.7360		x	15.0670	40.87	x		21.9856	2.01
Tue	02/22/11	219.08500	1.21849	38	3.8372		x	14.9658	40.80	x		22.0868	2.08
Wed	02/23/11	219.09843	1.21857	39	3.9385		x	14.8645	40.72	x		22.1881	2.16
Thu	02/24/11	219.11186	1.21864	40	4.0397		x	14.7633	40.65	x		22.2893	2.23
Fri	02/25/11	219.12529	1.21872	41	4.1410		x	14.6620	40.57	x		22.3906	2.31
Mon	02/28/11	219.16557	1.21894	44	4.4448		x	14.3582	40.35	x		22.6944	2.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	03/01/11	219.17900	1.21902	45	4.5461		x	14.2569	40.27	x		22.7957	2.61
Wed	03/02/11	219.21268	1.21920	46	4.6478		x	14.1552	40.09	x		22.8974	2.79
Thu	03/03/11	219.24635	1.21939	47	4.7496		x	14.0534	39.90	x		22.9992	2.98
Fri	03/04/11	219.28003	1.21958	48	4.8514		x	13.9516	39.71	x		23.1010	3.17
Mon	03/07/11	219.38106	1.22014	51	5.1569		x	13.6461	39.15	x		23.4065	3.73
Tue	03/08/11	219.41474	1.22033	52	5.2589		x	13.5441	38.96	x		23.5085	3.92
Wed	03/09/11	219.44842	1.22051	53	5.3608		x	13.4422	38.78	x		23.6104	4.10
Thu	03/10/11	219.48210	1.22070	54	5.4628		x	13.3402	38.59	x		23.7124	4.29
Fri	03/11/11	219.51577	1.22089	55	5.5648		x	13.2382	38.40	x		23.8144	4.48
Mon	03/14/11	219.61681	1.22145	58	5.8711		x	12.9319	37.84	x		24.1207	5.04
Tue	03/15/11	219.65048	1.22164	59	5.9732		x	12.8298	37.65	x		24.2228	5.23
Wed	03/16/11	219.68416	1.22183	60	6.0754		x	12.7276	37.46	x		24.3250	5.42
Thu	03/17/11	219.71784	1.22201	61	6.1776		x	12.6254	37.28	x		24.4272	5.60
Fri	03/18/11	219.75152	1.22220	62	6.2798		x	12.5232	37.09	x		24.5294	5.79
Mon	03/21/11	219.85255	1.22276	65	6.5867		x	12.2163	36.53	x		24.8363	6.35
Tue	03/22/11	219.88623	1.22295	66	6.6891		x	12.1139	36.34	x		24.9387	6.54
Wed	03/23/11	219.91990	1.22314	67	6.7915		x	12.0115	36.15	x		25.0411	6.73
Thu	03/24/11	219.95358	1.22332	68	6.8938		x	11.9092	35.97	x		25.1434	6.91
Fri	03/25/11	219.98726	1.22351	69	6.9963		x	11.8067	35.78	x		25.2459	7.10
Mon	03/28/11	220.08829	1.22407	72	7.3038		x	11.4992	35.22	x		25.5534	7.66
Tue	03/29/11	220.12197	1.22426	73	7.4064		x	11.3966	35.03	x		25.6560	7.85
Wed	03/30/11	220.15565	1.22445	74	7.5091		x	11.2939	34.84	x		25.7587	8.04
Thu	03/31/11	220.18932	1.22463	75	7.6117		x	11.1913	34.66	x		25.8613	8.22
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/11	220.22300	1.22482	76	7.7143		x	11.0887	34.47	x		25.9639	8.41
Mon	04/04/11	220.33160	1.22543	79	8.0228		x	10.7802	33.86	x		26.2724	9.02
Tue	04/05/11	220.36780	1.22563	80	8.1257		x	10.6773	33.66	x		26.3753	9.22
Wed	04/06/11	220.40400	1.22583	81	8.2286		x	10.5744	33.46	x		26.4782	9.42
Thu	04/07/11	220.44020	1.22603	82	8.3316		x	10.4714	33.26	x		26.5812	9.62
Fri	04/08/11	220.47640	1.22623	83	8.4346		x	10.3684	33.06	x		26.6842	9.82
Mon	04/11/11	220.58500	1.22684	86	8.7438		x	10.0592	32.45	x		26.9934	10.43
Tue	04/12/11	220.62120	1.22704	87	8.8469		x	9.9561	32.25	x		27.0965	10.63
Wed	04/13/11	220.65740	1.22724	88	8.9500		x	9.8530	32.05	x		27.1996	10.83
Thu	04/14/11	220.69360	1.22744	89	9.0532		x	9.7498	31.85	x		27.3028	11.03
Fri	04/15/11	220.72980	1.22764	90	9.1564		x	9.6466	31.65	x		27.4060	11.23
Mon	04/18/11	220.83840	1.22824	93	9.4663		x	9.3367	31.05	x		27.7159	11.83
Tue	04/19/11	220.87460	1.22845	94	9.5697		x	9.2333	30.84	x		27.8193	12.04
Wed	04/20/11	220.91080	1.22865	95	9.6731		x	9.1299	30.64	x		27.9227	12.24
Thu	04/21/11	220.94700	1.22885	96	9.7765		x	9.0265	30.44	x		28.0261	12.44
Fri	04/22/11	220.98320	1.22905	97	9.8799		x	8.9231	30.24	x		28.1295	12.64
Mon	04/25/11	221.09180	1.22965	100	10.1905		x	8.6125	29.64	x		28.4401	13.24
Tue	04/26/11	221.12800	1.22986	101	10.2941		x	8.5089	29.43	x		28.5437	13.45
Wed	04/27/11	221.16420	1.23006	102	10.3977		x	8.4053	29.23	x		28.6473	13.65
Thu	04/28/11	221.20040	1.23026	103	10.5014		x	8.3016	29.03	x		28.7510	13.85
Fri	04/29/11	221.23660	1.23046	104	10.6051		x	8.1979	28.83	x		28.8547	14.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/02/11	221.37861	1.23125	107	10.9180		x	7.8850	28.04	x		29.1676	14.84
Tue	05/03/11	221.44823	1.23164	108	11.0235		x	7.7795	27.65	x		29.2731	15.23
Wed	05/04/11	221.51784	1.23202	109	11.1290		x	7.6740	27.27	x		29.3786	15.61
Thu	05/05/11	221.58745	1.23241	110	11.2347		x	7.5683	26.88	x		29.4843	16.00
Fri	05/06/11	221.65706	1.23280	111	11.3404		x	7.4626	26.49	x		29.5900	16.39
Mon	05/09/11	221.86590	1.23396	114	11.6579		x	7.1451	25.33	x		29.9075	17.55
Tue	05/10/11	221.93552	1.23435	115	11.7638		x	7.0392	24.94	x		30.0134	17.94
Wed	05/11/11	222.00513	1.23473	116	11.8698		x	6.9332	24.56	x		30.1194	18.32
Thu	05/12/11	222.07474	1.23512	117	11.9759		x	6.8271	24.17	x		30.2255	18.71
Fri	05/13/11	222.14435	1.23551	118	12.0821		x	6.7209	23.78	x		30.3317	19.10
Mon	05/16/11	222.35319	1.23667	121	12.4009		x	6.4021	22.62	x		30.6505	20.26
Tue	05/17/11	222.42281	1.23706	122	12.5073		x	6.2957	22.23	x		30.7569	20.65
Wed	05/18/11	222.49242	1.23744	123	12.6137		x	6.1893	21.85	x		30.8633	21.03
Thu	05/19/11	222.56203	1.23783	124	12.7202		x	6.0828	21.46	x		30.9698	21.42
Fri	05/20/11	222.63165	1.23822	125	12.8269		x	5.9761	21.07	x		31.0765	21.81
Mon	05/23/11	222.84048	1.23938	128	13.1470		x	5.6560	19.91	x		31.3966	22.97
Tue	05/24/11	222.91010	1.23977	129	13.2539		x	5.5491	19.52	x		31.5035	23.36
Wed	05/25/11	222.97971	1.24015	130	13.3607		x	5.4423	19.14	x		31.6103	23.74
Thu	05/26/11	223.04932	1.24054	131	13.4677		x	5.3353	18.75	x		31.7173	24.13
Fri	05/27/11	223.11894	1.24093	132	13.5748		x	5.2282	18.36	x		31.8244	24.52
Mon	05/30/11	223.32777	1.24209	135	13.8963		x	4.9067	17.20	x		32.1459	25.68
Tue	05/31/11	223.39739	1.24248	136	14.0036		x	4.7994	16.81	x		32.2532	26.07
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/11	223.46700	1.24286	137	14.1109		x	4.6921	16.43	x		32.3605	26.45
Thu	06/02/11	223.51497	1.24313	138	14.2170		x	4.5860	16.16	x		32.4666	26.72
Fri	06/03/11	223.56293	1.24340	139	14.3231		x	4.4799	15.89	x		32.5727	26.99
Mon	06/06/11	223.70683	1.24420	142	14.6417		x	4.1613	15.09	x		32.8913	27.79
Tue	06/07/11	223.75480	1.24446	143	14.7479		x	4.0551	14.83	x		32.9975	28.05
Wed	06/08/11	223.80277	1.24473	144	14.8542		x	3.9488	14.56	x		33.1038	28.32
Thu	06/09/11	223.85073	1.24500	145	14.9606		x	3.8424	14.29	x		33.2102	28.59
Fri	06/10/11	223.89870	1.24527	146	15.0671		x	3.7359	14.02	x		33.3167	28.86
Mon	06/13/11	224.04260	1.24607	149	15.3866		x	3.4164	13.22	x		33.6362	29.66
Tue	06/14/11	224.09057	1.24633	150	15.4931		x	3.3099	12.96	x		33.7427	29.92
Wed	06/15/11	224.13853	1.24660	151	15.5997		x	3.2033	12.69	x		33.8493	30.19
Thu	06/16/11	224.18650	1.24687	152	15.7064		x	3.0966	12.42	x		33.9560	30.46
Fri	06/17/11	224.23447	1.24713	153	15.8131		x	2.9899	12.16	x		34.0627	30.72
Mon	06/20/11	224.37837	1.24793	156	16.1335		x	2.6695	11.36	x		34.3831	31.52
Tue	06/21/11	224.42633	1.24820	157	16.2404		x	2.5626	11.09	x		34.4900	31.79
Wed	06/22/11	224.47430	1.24847	158	16.3474		x	2.4556	10.82	x		34.5970	32.06
Thu	06/23/11	224.52227	1.24873	159	16.4543		x	2.3487	10.56	x		34.7039	32.32
Fri	06/24/11	224.57023	1.24900	160	16.5613		x	2.2417	10.29	x		34.8109	32.59
Mon	06/27/11	224.71413	1.24980	163	16.8827		x	1.9203	9.49	x		35.1323	33.39
Tue	06/28/11	224.76210	1.25007	164	16.9899		x	1.8131	9.22	x		35.2395	33.66
Wed	06/29/11	224.81007	1.25033	165	17.0971		x	1.7059	8.96	x		35.3467	33.92
Thu	06/30/11	224.85803	1.25060	166	17.2044		x	1.5986	8.69	x		35.4540	34.19
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/11	224.90600	1.25087	167	17.3118		x	1.4912	8.42	x		35.5614	34.46
Mon	07/04/11	225.00839	1.25144	170	17.6308		x	1.1722	7.85	x		35.8804	35.03
Tue	07/05/11	225.04252	1.25163	171	17.7372		x	1.0658	7.66	x		35.9868	35.22
Wed	07/06/11	225.07665	1.25182	172	17.8436		x	0.9594	7.47	x		36.0932	35.41
Thu	07/07/11	225.11077	1.25201	173	17.9501		x	0.8529	7.28	x		36.1997	35.60
Fri	07/08/11	225.14490	1.25220	174	18.0566		x	0.7464	7.09	x		36.3062	35.79
Mon	07/11/11	225.24729	1.25277	177	18.3763		x	0.4267	6.52	x		36.6259	36.36
Tue	07/12/11	225.28142	1.25296	178	18.4829		x	0.3201	6.33	x		36.7325	36.55
Wed	07/13/11	225.31555	1.25315	179	18.5895		x	0.2135	6.14	x		36.8391	36.74
Thu	07/14/11	225.34968	1.25334	180	18.6962		x	0.1068	5.95	x		36.9458	36.93
Fri	07/15/11	225.38381	1.25353	0	0.0000			0.0000	5.76	x	x	37.0526	37.12
Mon	07/18/11	225.48619	1.25409	3	0.3067			-0.3067	5.20	x	x	37.3593	37.68
Tue	07/19/11	225.52032	1.25428	4	0.4090			-0.4090	5.01	x	x	37.4616	37.87
Wed	07/20/11	225.55445	1.25447	5	0.5113			-0.5113	4.82	x	x	37.5639	38.06
Thu	07/21/11	225.58858	1.25466	6	0.6137			-0.6137	4.63	x	x	37.6663	38.25
Fri	07/22/11	225.62271	1.25485	7	0.7161			-0.7161	4.44	x	x	37.7687	38.44
Mon	07/25/11	225.72510	1.25542	10	1.0234			-1.0234	3.87	x	x	38.0760	39.01
Tue	07/26/11	225.75923	1.25561	11	1.1260			-1.1260	3.68	x	x	38.1786	39.20
Wed	07/27/11	225.79335	1.25580	12	1.2285			-1.2285	3.49	x	x	38.2811	39.39
Thu	07/28/11	225.82748	1.25599	13	1.3311			-1.3311	3.30	x	x	38.3837	39.58
Fri	07/29/11	225.86161	1.25618	14	1.4337			-1.4337	3.11	x	x	38.4863	39.77
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/01/11	225.96400	1.25675	17	1.7417			-1.7417	2.54	x	x	38.7943	40.34
Tue	08/02/11	225.95619	1.25671	18	1.8441			-1.8441	2.58	x	x	38.8967	40.30
Wed	08/03/11	225.94839	1.25667	19	1.9465			-1.9465	2.62	x	x	38.9991	40.26
Thu	08/04/11	225.94058	1.25662	20	2.0488			-2.0488	2.67	x	x	39.1014	40.21
Fri	08/05/11	225.93277	1.25658	21	2.1512			-2.1512	2.71	x	x	39.2038	40.17
Mon	08/08/11	225.90935	1.25645	24	2.4583			-2.4583	2.84	x	x	39.5109	40.04
Tue	08/09/11	225.90155	1.25640	25	2.5606			-2.5606	2.89	x	x	39.6132	39.99
Wed	08/10/11	225.89374	1.25636	26	2.6629			-2.6629	2.93	x	x	39.7155	39.95
Thu	08/11/11	225.88594	1.25632	27	2.7653			-2.7653	2.97	x	x	39.8179	39.91
Fri	08/12/11	225.87813	1.25627	28	2.8676			-2.8676	3.02	x	x	39.9202	39.86
Mon	08/15/11	225.85471	1.25614	31	3.1745			-3.1745	3.15	x	x	40.2271	39.73
Tue	08/16/11	225.84690	1.25610	32	3.2768			-3.2768	3.19	x	x	40.3294	39.69
Wed	08/17/11	225.83910	1.25606	33	3.3791			-3.3791	3.23	x	x	40.4317	39.65
Thu	08/18/11	225.83129	1.25601	34	3.4813			-3.4813	3.28	x	x	40.5339	39.60
Fri	08/19/11	225.82348	1.25597	35	3.5836			-3.5836	3.32	x	x	40.6362	39.56
Mon	08/22/11	225.80006	1.25584	38	3.8904			-3.8904	3.45	x	x	40.9430	39.43
Tue	08/23/11	225.79226	1.25580	39	3.9926			-3.9926	3.49	x	x	41.0452	39.39
Wed	08/24/11	225.78445	1.25575	40	4.0948			-4.0948	3.54	x	x	41.1474	39.34
Thu	08/25/11	225.77665	1.25571	41	4.1971			-4.1971	3.58	x	x	41.2497	39.30
Fri	08/26/11	225.76884	1.25567	42	4.2993			-4.2993	3.62	x	x	41.3519	39.26
Mon	08/29/11	225.74542	1.25554	45	4.6059			-4.6059	3.75	x	x	41.6585	39.13
Tue	08/30/11	225.73761	1.25549	46	4.7081			-4.7081	3.80	x	x	41.7607	39.08
Wed	08/31/11	225.72981	1.25545	47	4.8103			-4.8103	3.84	x	x	41.8629	39.04
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/11	225.72200	1.25541	48	4.9125			-4.9125	3.88	x	x	41.9651	39.00
Fri	09/02/11	225.72867	1.25544	49	5.0149			-5.0149	3.85	x	x	42.0675	39.03
Mon	09/05/11	225.74867	1.25555	52	5.3224			-5.3224	3.74	x	x	42.3750	39.14
Tue	09/06/11	225.75533	1.25559	53	5.4250			-5.4250	3.70	x	x	42.4776	39.18
Wed	09/07/11	225.76200	1.25563	54	5.5275			-5.5275	3.66	x	x	42.5801	39.22
Thu	09/08/11	225.76867	1.25567	55	5.6300			-5.6300	3.62	x	x	42.6826	39.26
Fri	09/09/11	225.77533	1.25570	56	5.7325			-5.7325	3.59	x	x	42.7851	39.29
Mon	09/12/11	225.79533	1.25581	59	6.0402			-6.0402	3.48	x	x	43.0928	39.40
Tue	09/13/11	225.80200	1.25585	60	6.1427			-6.1427	3.44	x	x	43.1953	39.44
Wed	09/14/11	225.80867	1.25589	61	6.2453			-6.2453	3.40	x	x	43.2979	39.48
Thu	09/15/11	225.81533	1.25593	62	6.3479			-6.3479	3.36	x	x	43.4005	39.52
Fri	09/16/11	225.82200	1.25596	63	6.4504			-6.4504	3.33	x	x	43.5030	39.55
Mon	09/19/11	225.84200	1.25607	66	6.7582			-6.7582	3.22	x	x	43.8108	39.66
Tue	09/20/11	225.84867	1.25611	67	6.8608			-6.8608	3.18	x	x	43.9134	39.70
Wed	09/21/11	225.85533	1.25615	68	6.9634			-6.9634	3.14	x	x	44.0160	39.74
Thu	09/22/11	225.86200	1.25618	69	7.0660			-7.0660	3.11	x	x	44.1186	39.77
Fri	09/23/11	225.86867	1.25622	70	7.1686			-7.1686	3.07	x	x	44.2212	39.81
Mon	09/26/11	225.88867	1.25633	73	7.4765			-7.4765	2.96	x	x	44.5291	39.92
Tue	09/27/11	225.89533	1.25637	74	7.5792			-7.5792	2.92	x	x	44.6318	39.96
Wed	09/28/11	225.90200	1.25641	75	7.6819			-7.6819	2.88	x	x	44.7345	40.00
Thu	09/29/11	225.90867	1.25644	76	7.7845			-7.7845	2.85	x	x	44.8371	40.03
Fri	09/30/11	225.91533	1.25648	77	7.8871			-7.8871	2.81	x	x	44.9397	40.07
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/03/11	225.96219	1.25674	80	8.1961			-8.1961	2.55	x	x	45.2487	40.33
Tue	10/04/11	225.98229	1.25685	81	8.2993			-8.2993	2.44	x	x	45.3519	40.44
Wed	10/05/11	226.00239	1.25697	82	8.4026			-8.4026	2.32	x	x	45.4552	40.56
Thu	10/06/11	226.02248	1.25708	83	8.5058			-8.5058	2.21	x	x	45.5584	40.67
Fri	10/07/11	226.04258	1.25719	84	8.6090			-8.6090	2.10	x	x	45.6616	40.78
Mon	10/10/11	226.10287	1.25752	87	8.9188			-8.9188	1.77	x	x	45.9714	41.11
Tue	10/11/11	226.12297	1.25764	88	9.0222			-9.0222	1.65	x	x	46.0748	41.23
Wed	10/12/11	226.14306	1.25775	89	9.1255			-9.1255	1.54	x	x	46.1781	41.34
Thu	10/13/11	226.16316	1.25786	90	9.2289			-9.2289	1.43	x	x	46.2815	41.45
Fri	10/14/11	226.18326	1.25797	91	9.3322			-9.3322	1.32	x	x	46.3848	41.56
Mon	10/17/11	226.24355	1.25831	94	9.6425			-9.6425	0.98	x	x	46.6951	41.90
Tue	10/18/11	226.26365	1.25842	95	9.7459			-9.7459	0.87	x	x	46.7985	42.01
Wed	10/19/11	226.28374	1.25853	96	9.8494			-9.8494	0.76	x	x	46.9020	42.12
Thu	10/20/11	226.30384	1.25864	97	9.9528			-9.9528	0.65	x	x	47.0054	42.23
Fri	10/21/11	226.32394	1.25875	98	10.0563			-10.0563	0.54	x	x	47.1089	42.34
Mon	10/24/11	226.38423	1.25909	101	10.3670			-10.3670	0.20	x	x	47.4196	42.68
Tue	10/25/11	226.40432	1.25920	102	10.4705			-10.4705	0.09	x	x	47.5231	42.79
Wed	10/26/11	226.42442	1.25931	103	10.5741			-10.5741	-0.02	x	x	47.6267	42.90
Thu	10/27/11	226.44452	1.25942	104	10.6777			-10.6777	-0.13	x	x	47.7303	43.01
Fri	10/28/11	226.46461	1.25954	105	10.7814			-10.7814	-0.25	x	x	47.8340	43.13
Mon	10/31/11	226.52490	1.25987	108	11.0923			-11.0923	-0.58	x	x	48.1449	43.46
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/11	226.54500	1.25998	109	11.1960			-11.1960	-0.69	x	x	48.2486	43.57
Wed	11/02/11	226.55647	1.26005	110	11.2994			-11.2994	-0.76	x	x	48.3520	43.64
Thu	11/03/11	226.56793	1.26011	111	11.4026			-11.4026	-0.82	x	x	48.4552	43.70
Fri	11/04/11	226.57940	1.26017	112	11.5059			-11.5059	-0.88	x	x	48.5585	43.76
Mon	11/07/11	226.61380	1.26037	115	11.8160			-11.8160	-1.08	x	x	48.8686	43.96
Tue	11/08/11	226.62527	1.26043	116	11.9193			-11.9193	-1.14	x	x	48.9719	44.02
Wed	11/09/11	226.63673	1.26049	117	12.0226			-12.0226	-1.20	x	x	49.0752	44.08
Thu	11/10/11	226.64820	1.26056	118	12.1260			-12.1260	-1.27	x	x	49.1786	44.15
Fri	11/11/11	226.65967	1.26062	119	12.2294			-12.2294	-1.33	x	x	49.2820	44.21
Mon	11/14/11	226.69407	1.26081	122	12.5396			-12.5396	-1.52	x	x	49.5922	44.40
Tue	11/15/11	226.70553	1.26088	123	12.6431			-12.6431	-1.59	x	x	49.6957	44.47
Wed	11/16/11	226.71700	1.26094	124	12.7465			-12.7465	-1.65	x	x	49.7991	44.53
Thu	11/17/11	226.72847	1.26100	125	12.8499			-12.8499	-1.71	x	x	49.9025	44.59
Fri	11/18/11	226.73993	1.26107	126	12.9534			-12.9534	-1.78	x	x	50.0060	44.66
Mon	11/21/11	226.77433	1.26126	129	13.2638			-13.2638	-1.97	x	x	50.3164	44.85
Tue	11/22/11	226.78580	1.26132	130	13.3673			-13.3673	-2.03	x	x	50.4199	44.91
Wed	11/23/11	226.79727	1.26139	131	13.4708			-13.4708	-2.10	x	x	50.5234	44.98
Thu	11/24/11	226.80873	1.26145	132	13.5743			-13.5743	-2.16	x	x	50.6269	45.04
Fri	11/25/11	226.82020	1.26151	133	13.6778			-13.6778	-2.22	x	x	50.7304	45.10
Mon	11/28/11	226.85460	1.26171	136	13.9885			-13.9885	-2.42	x	x	51.0411	45.30
Tue	11/29/11	226.86607	1.26177	137	14.0921			-14.0921	-2.48	x	x	51.1447	45.36
Wed	11/30/11	226.87753	1.26183	138	14.1956			-14.1956	-2.54	x	x	51.2482	45.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/11	226.88900	1.26190	139	14.2992			-14.2992	-2.61	x	x	51.3518	45.49
Fri	12/02/11	226.87390	1.26181	140	14.4011			-14.4011	-2.52	x	x	51.4537	45.40
Mon	12/05/11	226.82861	1.26156	143	14.7068			-14.7068	-2.27	x	x	51.7594	45.15
Tue	12/06/11	226.81352	1.26148	144	14.8087			-14.8087	-2.19	x	x	51.8613	45.07
Wed	12/07/11	226.79842	1.26139	145	14.9105			-14.9105	-2.10	x	x	51.9631	44.98
Thu	12/08/11	226.78332	1.26131	146	15.0123			-15.0123	-2.02	x	x	52.0649	44.90
Fri	12/09/11	226.76823	1.26122	147	15.1141			-15.1141	-1.93	x	x	52.1667	44.81
Mon	12/12/11	226.72294	1.26097	150	15.4195			-15.4195	-1.68	x	x	52.4721	44.56
Tue	12/13/11	226.70784	1.26089	151	15.5213			-15.5213	-1.60	x	x	52.5739	44.48
Wed	12/14/11	226.69274	1.26081	152	15.6231			-15.6231	-1.52	x	x	52.6757	44.40
Thu	12/15/11	226.67765	1.26072	153	15.7247			-15.7247	-1.43	x	x	52.7773	44.31
Fri	12/16/11	226.66255	1.26064	154	15.8265			-15.8265	-1.35	x	x	52.8791	44.23
Mon	12/19/11	226.61726	1.26039	157	16.1316			-16.1316	-1.10	x	x	53.1842	43.98
Tue	12/20/11	226.60216	1.26030	158	16.2332			-16.2332	-1.01	x	x	53.2858	43.89
Wed	12/21/11	226.58706	1.26022	159	16.3349			-16.3349	-0.93	x	x	53.3875	43.81
Thu	12/22/11	226.57197	1.26013	160	16.4365			-16.4365	-0.84	x	x	53.4891	43.72
Fri	12/23/11	226.55687	1.26005	161	16.5382			-16.5382	-0.76	x	x	53.5908	43.64
Mon	12/26/11	226.51158	1.25980	164	16.8430			-16.8430	-0.51	x	x	53.8956	43.39
Tue	12/27/11	226.49648	1.25971	165	16.9445			-16.9445	-0.42	x	x	53.9971	43.30
Wed	12/28/11	226.48139	1.25963	166	17.0461			-17.0461	-0.34	x	x	54.0987	43.22
Thu	12/29/11	226.46629	1.25955	167	17.1477			-17.1477	-0.26	x	x	54.2003	43.14
Fri	12/30/11	226.45119	1.25946	168	17.2491			-17.2491	-0.17	x	x	54.3017	43.05
Sun	01/01/12	226.42100	1.25929

Generated 12/16/11 09:15