1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2013

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

CUSIP Number	912828BD1	Interest 01/15/11 (184 days)	$11.1660
Dated Date	July 15, 2003	Interest 07/15/11 (181 days)	$11.5045
Ref CPI on Dated Date	183.66452	Interest Total	$22.6705
Original Issue Date	July 15, 2003	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	1.19082	170	10.3145	x	x	12.3560	41.98			10.3145	0.00
Mon	01/03/11	218.71694	1.19085	172	10.4361	x	x	12.2344	41.95			10.4361	0.03
Tue	01/04/11	218.71990	1.19087	173	10.4970	x	x	12.1735	41.93			10.4970	0.05
Wed	01/05/11	218.72287	1.19088	174	10.5577	x	x	12.1128	41.92			10.5577	0.06
Thu	01/06/11	218.72584	1.19090	175	10.6186	x	x	12.0519	41.90			10.6186	0.08
Fri	01/07/11	218.72881	1.19091	176	10.6794	x	x	11.9911	41.89			10.6794	0.09
Mon	01/10/11	218.73771	1.19096	179	10.8618	x	x	11.8087	41.84			10.8618	0.14
Tue	01/11/11	218.74068	1.19098	180	10.9227	x	x	11.7478	41.82			10.9227	0.16
Wed	01/12/11	218.74365	1.19100	181	10.9836	x	x	11.6869	41.80			10.9836	0.18
Thu	01/13/11	218.74661	1.19101	182	11.0444	x	x	11.6261	41.79			11.0444	0.19
Fri	01/14/11	218.74958	1.19103	183	11.1052	x	x	11.5653	41.77			11.1052	0.21
Sat	01/15/11	218.75255	1.19104	0	0.0000		x	11.5045	41.76	x		11.1660	0.22
Mon	01/17/11	218.75848	1.19108	2	0.1234		x	11.3811	41.72	x		11.2894	0.26
Tue	01/18/11	218.76145	1.19109	3	0.1851		x	11.3194	41.71	x		11.3511	0.27
Wed	01/19/11	218.76442	1.19111	4	0.2468		x	11.2577	41.69	x		11.4128	0.29
Thu	01/20/11	218.76739	1.19112	5	0.3085		x	11.1960	41.68	x		11.4745	0.30
Fri	01/21/11	218.77035	1.19114	6	0.3702		x	11.1343	41.66	x		11.5362	0.32
Mon	01/24/11	218.77926	1.19119	9	0.5553		x	10.9492	41.61	x		11.7213	0.37
Tue	01/25/11	218.78223	1.19121	10	0.6170		x	10.8875	41.59	x		11.7830	0.39
Wed	01/26/11	218.78519	1.19122	11	0.6787		x	10.8258	41.58	x		11.8447	0.40
Thu	01/27/11	218.78816	1.19124	12	0.7404		x	10.7641	41.56	x		11.9064	0.42
Fri	01/28/11	218.79113	1.19125	13	0.8021		x	10.7024	41.55	x		11.9681	0.43
Mon	01/31/11	218.80003	1.19130	16	0.9873		x	10.5172	41.50	x		12.1533	0.48
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	1.19132	17	1.0490		x	10.4555	41.48	x		12.2150	0.50
Wed	02/02/11	218.81643	1.19139	18	1.1108		x	10.3937	41.41	x		12.2768	0.57
Thu	02/03/11	218.82986	1.19147	19	1.1725		x	10.3320	41.33	x		12.3385	0.65
Fri	02/04/11	218.84329	1.19154	20	1.2343		x	10.2702	41.26	x		12.4003	0.72
Mon	02/07/11	218.88357	1.19176	23	1.4197		x	10.0848	41.04	x		12.5857	0.94
Tue	02/08/11	218.89700	1.19183	24	1.4816		x	10.0229	40.97	x		12.6476	1.01
Wed	02/09/11	218.91043	1.19190	25	1.5434		x	9.9611	40.90	x		12.7094	1.08
Thu	02/10/11	218.92386	1.19198	26	1.6052		x	9.8993	40.82	x		12.7712	1.16
Fri	02/11/11	218.93729	1.19205	27	1.6671		x	9.8374	40.75	x		12.8331	1.23
Mon	02/14/11	218.97757	1.19227	30	1.8526		x	9.6519	40.53	x		13.0186	1.45
Tue	02/15/11	218.99100	1.19234	31	1.9145		x	9.5900	40.46	x		13.0805	1.52
Wed	02/16/11	219.00443	1.19242	32	1.9764		x	9.5281	40.38	x		13.1424	1.60
Thu	02/17/11	219.01786	1.19249	33	2.0383		x	9.4662	40.31	x		13.2043	1.67
Fri	02/18/11	219.03129	1.19256	34	2.1002		x	9.4043	40.24	x		13.2662	1.74
Mon	02/21/11	219.07157	1.19278	37	2.2859		x	9.2186	40.02	x		13.4519	1.96
Tue	02/22/11	219.08500	1.19285	38	2.3478		x	9.1567	39.95	x		13.5138	2.03
Wed	02/23/11	219.09843	1.19293	39	2.4098		x	9.0947	39.87	x		13.5758	2.11
Thu	02/24/11	219.11186	1.19300	40	2.4717		x	9.0328	39.80	x		13.6377	2.18
Fri	02/25/11	219.12529	1.19307	41	2.5336		x	8.9709	39.73	x		13.6996	2.25
Mon	02/28/11	219.16557	1.19329	44	2.7195		x	8.7850	39.51	x		13.8855	2.47
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	1.19337	45	2.7815		x	8.7230	39.43	x		13.9475	2.55
Wed	03/02/11	219.21268	1.19355	46	2.8437		x	8.6608	39.25	x		14.0097	2.73
Thu	03/03/11	219.24635	1.19373	47	2.9060		x	8.5985	39.07	x		14.0720	2.91
Fri	03/04/11	219.28003	1.19392	48	2.9683		x	8.5362	38.88	x		14.1343	3.10
Mon	03/07/11	219.38106	1.19447	51	3.1553		x	8.3492	38.33	x		14.3213	3.65
Tue	03/08/11	219.41474	1.19465	52	3.2176		x	8.2869	38.15	x		14.3836	3.83
Wed	03/09/11	219.44842	1.19483	53	3.2800		x	8.2245	37.97	x		14.4460	4.01
Thu	03/10/11	219.48210	1.19502	54	3.3424		x	8.1621	37.78	x		14.5084	4.20
Fri	03/11/11	219.51577	1.19520	55	3.4048		x	8.0997	37.60	x		14.5708	4.38
Mon	03/14/11	219.61681	1.19575	58	3.5922		x	7.9123	37.05	x		14.7582	4.93
Tue	03/15/11	219.65048	1.19593	59	3.6547		x	7.8498	36.87	x		14.8207	5.11
Wed	03/16/11	219.68416	1.19612	60	3.7172		x	7.7873	36.68	x		14.8832	5.30
Thu	03/17/11	219.71784	1.19630	61	3.7797		x	7.7248	36.50	x		14.9457	5.48
Fri	03/18/11	219.75152	1.19648	62	3.8423		x	7.6622	36.32	x		15.0083	5.66
Mon	03/21/11	219.85255	1.19703	65	4.0301		x	7.4744	35.77	x		15.1961	6.21
Tue	03/22/11	219.88623	1.19722	66	4.0927		x	7.4118	35.58	x		15.2587	6.40
Wed	03/23/11	219.91990	1.19740	67	4.1553		x	7.3492	35.40	x		15.3213	6.58
Thu	03/24/11	219.95358	1.19758	68	4.2180		x	7.2865	35.22	x		15.3840	6.76
Fri	03/25/11	219.98726	1.19777	69	4.2807		x	7.2238	35.03	x		15.4467	6.95
Mon	03/28/11	220.08829	1.19832	72	4.4689		x	7.0356	34.48	x		15.6349	7.50
Tue	03/29/11	220.12197	1.19850	73	4.5316		x	6.9729	34.30	x		15.6976	7.68
Wed	03/30/11	220.15565	1.19868	74	4.5944		x	6.9101	34.12	x		15.7604	7.86
Thu	03/31/11	220.18932	1.19887	75	4.6572		x	6.8473	33.93	x		15.8232	8.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/11	220.22300	1.19905	76	4.7200		x	6.7845	33.75	x		15.8860	8.23
Mon	04/04/11	220.33160	1.19964	79	4.9087		x	6.5958	33.16	x		16.0747	8.82
Tue	04/05/11	220.36780	1.19984	80	4.9717		x	6.5328	32.96	x		16.1377	9.02
Wed	04/06/11	220.40400	1.20004	81	5.0347		x	6.4698	32.76	x		16.2007	9.22
Thu	04/07/11	220.44020	1.20023	82	5.0977		x	6.4068	32.57	x		16.2637	9.41
Fri	04/08/11	220.47640	1.20043	83	5.1607		x	6.3438	32.37	x		16.3267	9.61
Mon	04/11/11	220.58500	1.20102	86	5.3498		x	6.1547	31.78	x		16.5158	10.20
Tue	04/12/11	220.62120	1.20122	87	5.4130		x	6.0915	31.58	x		16.5790	10.40
Wed	04/13/11	220.65740	1.20142	88	5.4761		x	6.0284	31.38	x		16.6421	10.60
Thu	04/14/11	220.69360	1.20161	89	5.5392		x	5.9653	31.19	x		16.7052	10.79
Fri	04/15/11	220.72980	1.20181	90	5.6024		x	5.9021	30.99	x		16.7684	10.99
Mon	04/18/11	220.83840	1.20240	93	5.7919		x	5.7126	30.40	x		16.9579	11.58
Tue	04/19/11	220.87460	1.20260	94	5.8552		x	5.6493	30.20	x		17.0212	11.78
Wed	04/20/11	220.91080	1.20280	95	5.9185		x	5.5860	30.00	x		17.0845	11.98
Thu	04/21/11	220.94700	1.20299	96	5.9817		x	5.5228	29.81	x		17.1477	12.17
Fri	04/22/11	220.98320	1.20319	97	6.0450		x	5.4595	29.61	x		17.2110	12.37
Mon	04/25/11	221.09180	1.20378	100	6.2350		x	5.2695	29.02	x		17.4010	12.96
Tue	04/26/11	221.12800	1.20398	101	6.2984		x	5.2061	28.82	x		17.4644	13.16
Wed	04/27/11	221.16420	1.20417	102	6.3618		x	5.1427	28.63	x		17.5278	13.35
Thu	04/28/11	221.20040	1.20437	103	6.4252		x	5.0793	28.43	x		17.5912	13.55
Fri	04/29/11	221.23660	1.20457	104	6.4887		x	5.0158	28.23	x		17.6547	13.75
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	1.20534	107	6.6801		x	4.8244	27.46	x		17.8461	14.52
Tue	05/03/11	221.44823	1.20572	108	6.7447		x	4.7598	27.08	x		17.9107	14.90
Wed	05/04/11	221.51784	1.20610	109	6.8093		x	4.6952	26.70	x		17.9753	15.28
Thu	05/05/11	221.58745	1.20648	110	6.8739		x	4.6306	26.32	x		18.0399	15.66
Fri	05/06/11	221.65706	1.20686	111	6.9386		x	4.5659	25.94	x		18.1046	16.04
Mon	05/09/11	221.86590	1.20800	114	7.1329		x	4.3716	24.80	x		18.2989	17.18
Tue	05/10/11	221.93552	1.20837	115	7.1976		x	4.3069	24.43	x		18.3636	17.55
Wed	05/11/11	222.00513	1.20875	116	7.2625		x	4.2420	24.05	x		18.4285	17.93
Thu	05/12/11	222.07474	1.20913	117	7.3274		x	4.1771	23.67	x		18.4934	18.31
Fri	05/13/11	222.14435	1.20951	118	7.3924		x	4.1121	23.29	x		18.5584	18.69
Mon	05/16/11	222.35319	1.21065	121	7.5875		x	3.9170	22.15	x		18.7535	19.83
Tue	05/17/11	222.42281	1.21103	122	7.6526		x	3.8519	21.77	x		18.8186	20.21
Wed	05/18/11	222.49242	1.21141	123	7.7177		x	3.7868	21.39	x		18.8837	20.59
Thu	05/19/11	222.56203	1.21179	124	7.7829		x	3.7216	21.01	x		18.9489	20.97
Fri	05/20/11	222.63165	1.21216	125	7.8481		x	3.6564	20.64	x		19.0141	21.34
Mon	05/23/11	222.84048	1.21330	128	8.0440		x	3.4605	19.50	x		19.2100	22.48
Tue	05/24/11	222.91010	1.21368	129	8.1094		x	3.3951	19.12	x		19.2754	22.86
Wed	05/25/11	222.97971	1.21406	130	8.1748		x	3.3297	18.74	x		19.3408	23.24
Thu	05/26/11	223.04932	1.21444	131	8.2402		x	3.2643	18.36	x		19.4062	23.62
Fri	05/27/11	223.11894	1.21482	132	8.3057		x	3.1988	17.98	x		19.4717	24.00
Mon	05/30/11	223.32777	1.21595	135	8.5024		x	3.0021	16.85	x		19.6684	25.13
Tue	05/31/11	223.39739	1.21633	136	8.5681		x	2.9364	16.47	x		19.7341	25.51
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	1.21671	137	8.6338		x	2.8707	16.09	x		19.7998	25.89
Thu	06/02/11	223.51497	1.21697	138	8.6986		x	2.8059	15.83	x		19.8646	26.15
Fri	06/03/11	223.56293	1.21724	139	8.7636		x	2.7409	15.56	x		19.9296	26.42
Mon	06/06/11	223.70683	1.21802	142	8.9585		x	2.5460	14.78	x		20.1245	27.20
Tue	06/07/11	223.75480	1.21828	143	9.0235		x	2.4810	14.52	x		20.1895	27.46
Wed	06/08/11	223.80277	1.21854	144	9.0886		x	2.4159	14.26	x		20.2546	27.72
Thu	06/09/11	223.85073	1.21880	145	9.1536		x	2.3509	14.00	x		20.3196	27.98
Fri	06/10/11	223.89870	1.21906	146	9.2187		x	2.2858	13.74	x		20.3847	28.24
Mon	06/13/11	224.04260	1.21985	149	9.4142		x	2.0903	12.95	x		20.5802	29.03
Tue	06/14/11	224.09057	1.22011	150	9.4794		x	2.0251	12.69	x		20.6454	29.29
Wed	06/15/11	224.13853	1.22037	151	9.5447		x	1.9598	12.43	x		20.7107	29.55
Thu	06/16/11	224.18650	1.22063	152	9.6099		x	1.8946	12.17	x		20.7759	29.81
Fri	06/17/11	224.23447	1.22089	153	9.6752		x	1.8293	11.91	x		20.8412	30.07
Mon	06/20/11	224.37837	1.22168	156	9.8713		x	1.6332	11.12	x		21.0373	30.86
Tue	06/21/11	224.42633	1.22194	157	9.9367		x	1.5678	10.86	x		21.1027	31.12
Wed	06/22/11	224.47430	1.22220	158	10.0021		x	1.5024	10.60	x		21.1681	31.38
Thu	06/23/11	224.52227	1.22246	159	10.0676		x	1.4369	10.34	x		21.2336	31.64
Fri	06/24/11	224.57023	1.22272	160	10.1330		x	1.3715	10.08	x		21.2990	31.90
Mon	06/27/11	224.71413	1.22350	163	10.3296		x	1.1749	9.30	x		21.4956	32.68
Tue	06/28/11	224.76210	1.22376	164	10.3952		x	1.1093	9.04	x		21.5612	32.94
Wed	06/29/11	224.81007	1.22403	165	10.4609		x	1.0436	8.77	x		21.6269	33.21
Thu	06/30/11	224.85803	1.22429	166	10.5265		x	0.9780	8.51	x		21.6925	33.47
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	1.22455	167	10.5922		x	0.9123	8.25	x		21.7582	33.73
Mon	07/04/11	225.00839	1.22511	170	10.7874		x	0.7171	7.69	x		21.9534	34.29
Tue	07/05/11	225.04252	1.22529	171	10.8524		x	0.6521	7.51	x		22.0184	34.47
Wed	07/06/11	225.07665	1.22548	172	10.9176		x	0.5869	7.32	x		22.0836	34.66
Thu	07/07/11	225.11077	1.22566	173	10.9827		x	0.5218	7.14	x		22.1487	34.84
Fri	07/08/11	225.14490	1.22585	174	11.0479		x	0.4566	6.95	x		22.2139	35.03
Mon	07/11/11	225.24729	1.22641	177	11.2435		x	0.2610	6.39	x		22.4095	35.59
Tue	07/12/11	225.28142	1.22659	178	11.3087		x	0.1958	6.21	x		22.4747	35.77
Wed	07/13/11	225.31555	1.22678	179	11.3740		x	0.1305	6.02	x		22.5400	35.96
Thu	07/14/11	225.34968	1.22696	180	11.4392		x	0.0653	5.84	x		22.6052	36.14
Fri	07/15/11	225.38381	1.22715	0	0.0000			0.0000	5.65	x	x	22.6705	36.33
Mon	07/18/11	225.48619	1.22771	3	0.1877			-0.1877	5.09	x	x	22.8582	36.89
Tue	07/19/11	225.52032	1.22789	4	0.2502			-0.2502	4.91	x	x	22.9207	37.07
Wed	07/20/11	225.55445	1.22808	5	0.3129			-0.3129	4.72	x	x	22.9834	37.26
Thu	07/21/11	225.58858	1.22826	6	0.3755			-0.3755	4.54	x	x	23.0460	37.44
Fri	07/22/11	225.62271	1.22845	7	0.4381			-0.4381	4.35	x	x	23.1086	37.63
Mon	07/25/11	225.72510	1.22901	10	0.6262			-0.6262	3.79	x	x	23.2967	38.19
Tue	07/26/11	225.75923	1.22919	11	0.6889			-0.6889	3.61	x	x	23.3594	38.37
Wed	07/27/11	225.79335	1.22938	12	0.7517			-0.7517	3.42	x	x	23.4222	38.56
Thu	07/28/11	225.82748	1.22957	13	0.8144			-0.8144	3.23	x	x	23.4849	38.75
Fri	07/29/11	225.86161	1.22975	14	0.8772			-0.8772	3.05	x	x	23.5477	38.93
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	1.23031	17	1.0657			-1.0657	2.49	x	x	23.7362	39.49
Tue	08/02/11	225.95619	1.23027	18	1.1283			-1.1283	2.53	x	x	23.7988	39.45
Wed	08/03/11	225.94839	1.23022	19	1.1909			-1.1909	2.58	x	x	23.8614	39.40
Thu	08/04/11	225.94058	1.23018	20	1.2536			-1.2536	2.62	x	x	23.9241	39.36
Fri	08/05/11	225.93277	1.23014	21	1.3162			-1.3162	2.66	x	x	23.9867	39.32
Mon	08/08/11	225.90935	1.23001	24	1.5041			-1.5041	2.79	x	x	24.1746	39.19
Tue	08/09/11	225.90155	1.22997	25	1.5667			-1.5667	2.83	x	x	24.2372	39.15
Wed	08/10/11	225.89374	1.22993	26	1.6293			-1.6293	2.87	x	x	24.2998	39.11
Thu	08/11/11	225.88594	1.22988	27	1.6919			-1.6919	2.92	x	x	24.3624	39.06
Fri	08/12/11	225.87813	1.22984	28	1.7545			-1.7545	2.96	x	x	24.4250	39.02
Mon	08/15/11	225.85471	1.22971	31	1.9423			-1.9423	3.09	x	x	24.6128	38.89
Tue	08/16/11	225.84690	1.22967	32	2.0049			-2.0049	3.13	x	x	24.6754	38.85
Wed	08/17/11	225.83910	1.22963	33	2.0675			-2.0675	3.17	x	x	24.7380	38.81
Thu	08/18/11	225.83129	1.22959	34	2.1301			-2.1301	3.21	x	x	24.8006	38.77
Fri	08/19/11	225.82348	1.22954	35	2.1926			-2.1926	3.26	x	x	24.8631	38.72
Mon	08/22/11	225.80006	1.22942	38	2.3803			-2.3803	3.38	x	x	25.0508	38.60
Tue	08/23/11	225.79226	1.22937	39	2.4429			-2.4429	3.43	x	x	25.1134	38.55
Wed	08/24/11	225.78445	1.22933	40	2.5054			-2.5054	3.47	x	x	25.1759	38.51
Thu	08/25/11	225.77665	1.22929	41	2.5680			-2.5680	3.51	x	x	25.2385	38.47
Fri	08/26/11	225.76884	1.22925	42	2.6305			-2.6305	3.55	x	x	25.3010	38.43
Mon	08/29/11	225.74542	1.22912	45	2.8181			-2.8181	3.68	x	x	25.4886	38.30
Tue	08/30/11	225.73761	1.22908	46	2.8807			-2.8807	3.72	x	x	25.5512	38.26
Wed	08/31/11	225.72981	1.22903	47	2.9432			-2.9432	3.77	x	x	25.6137	38.21
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	1.22899	48	3.0057			-3.0057	3.81	x	x	25.6762	38.17
Fri	09/02/11	225.72867	1.22903	49	3.0684			-3.0684	3.77	x	x	25.7389	38.21
Mon	09/05/11	225.74867	1.22914	52	3.2566			-3.2566	3.66	x	x	25.9271	38.32
Tue	09/06/11	225.75533	1.22917	53	3.3193			-3.3193	3.63	x	x	25.9898	38.35
Wed	09/07/11	225.76200	1.22921	54	3.3820			-3.3820	3.59	x	x	26.0525	38.39
Thu	09/08/11	225.76867	1.22924	55	3.4447			-3.4447	3.56	x	x	26.1152	38.42
Fri	09/09/11	225.77533	1.22928	56	3.5075			-3.5075	3.52	x	x	26.1780	38.46
Mon	09/12/11	225.79533	1.22939	59	3.6957			-3.6957	3.41	x	x	26.3662	38.57
Tue	09/13/11	225.80200	1.22943	60	3.7584			-3.7584	3.37	x	x	26.4289	38.61
Wed	09/14/11	225.80867	1.22946	61	3.8212			-3.8212	3.34	x	x	26.4917	38.64
Thu	09/15/11	225.81533	1.22950	62	3.8840			-3.8840	3.30	x	x	26.5545	38.68
Fri	09/16/11	225.82200	1.22954	63	3.9467			-3.9467	3.26	x	x	26.6172	38.72
Mon	09/19/11	225.84200	1.22964	66	4.1350			-4.1350	3.16	x	x	26.8055	38.82
Tue	09/20/11	225.84867	1.22968	67	4.1978			-4.1978	3.12	x	x	26.8683	38.86
Wed	09/21/11	225.85533	1.22972	68	4.2606			-4.2606	3.08	x	x	26.9311	38.90
Thu	09/22/11	225.86200	1.22975	69	4.3233			-4.3233	3.05	x	x	26.9938	38.93
Fri	09/23/11	225.86867	1.22979	70	4.3861			-4.3861	3.01	x	x	27.0566	38.97
Mon	09/26/11	225.88867	1.22990	73	4.5745			-4.5745	2.90	x	x	27.2450	39.08
Tue	09/27/11	225.89533	1.22993	74	4.6373			-4.6373	2.87	x	x	27.3078	39.11
Wed	09/28/11	225.90200	1.22997	75	4.7001			-4.7001	2.83	x	x	27.3706	39.15
Thu	09/29/11	225.90867	1.23001	76	4.7629			-4.7629	2.79	x	x	27.4334	39.19
Fri	09/30/11	225.91533	1.23004	77	4.8257			-4.8257	2.76	x	x	27.4962	39.22
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/03/11	225.96219	1.23030	80	5.0148			-5.0148	2.50	x	x	27.6853	39.48
Tue	10/04/11	225.98229	1.23041	81	5.0779			-5.0779	2.39	x	x	27.7484	39.59
Wed	10/05/11	226.00239	1.23052	82	5.1411			-5.1411	2.28	x	x	27.8116	39.70
Thu	10/06/11	226.02248	1.23063	83	5.2043			-5.2043	2.17	x	x	27.8748	39.81
Fri	10/07/11	226.04258	1.23074	84	5.2674			-5.2674	2.06	x	x	27.9379	39.92
Mon	10/10/11	226.10287	1.23106	87	5.4570			-5.4570	1.74	x	x	28.1275	40.24
Tue	10/11/11	226.12297	1.23117	88	5.5202			-5.5202	1.63	x	x	28.1907	40.35
Wed	10/12/11	226.14306	1.23128	89	5.5834			-5.5834	1.52	x	x	28.2539	40.46
Thu	10/13/11	226.16316	1.23139	90	5.6467			-5.6467	1.41	x	x	28.3172	40.57
Fri	10/14/11	226.18326	1.23150	91	5.7099			-5.7099	1.30	x	x	28.3804	40.68
Mon	10/17/11	226.24355	1.23183	94	5.8997			-5.8997	0.97	x	x	28.5702	41.01
Tue	10/18/11	226.26365	1.23194	95	5.9630			-5.9630	0.86	x	x	28.6335	41.12
Wed	10/19/11	226.28374	1.23205	96	6.0263			-6.0263	0.75	x	x	28.6968	41.23
Thu	10/20/11	226.30384	1.23216	97	6.0896			-6.0896	0.64	x	x	28.7601	41.34
Fri	10/21/11	226.32394	1.23227	98	6.1530			-6.1530	0.53	x	x	28.8235	41.45
Mon	10/24/11	226.38423	1.23260	101	6.3430			-6.3430	0.20	x	x	29.0135	41.78
Tue	10/25/11	226.40432	1.23271	102	6.4064			-6.4064	0.09	x	x	29.0769	41.89
Wed	10/26/11	226.42442	1.23282	103	6.4698			-6.4698	-0.02	x	x	29.1403	42.00
Thu	10/27/11	226.44452	1.23292	104	6.5331			-6.5331	-0.12	x	x	29.2036	42.10
Fri	10/28/11	226.46461	1.23303	105	6.5965			-6.5965	-0.23	x	x	29.2670	42.21
Mon	10/31/11	226.52490	1.23336	108	6.7868			-6.7868	-0.56	x	x	29.4573	42.54
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	1.23347	109	6.8503			-6.8503	-0.67	x	x	29.5208	42.65
Wed	11/02/11	226.55647	1.23353	110	6.9135			-6.9135	-0.73	x	x	29.5840	42.71
Thu	11/03/11	226.56793	1.23360	111	6.9767			-6.9767	-0.80	x	x	29.6472	42.78
Fri	11/04/11	226.57940	1.23366	112	7.0399			-7.0399	-0.86	x	x	29.7104	42.84
Mon	11/07/11	226.61380	1.23385	115	7.2296			-7.2296	-1.05	x	x	29.9001	43.03
Tue	11/08/11	226.62527	1.23391	116	7.2928			-7.2928	-1.11	x	x	29.9633	43.09
Wed	11/09/11	226.63673	1.23397	117	7.3560			-7.3560	-1.17	x	x	30.0265	43.15
Thu	11/10/11	226.64820	1.23403	118	7.4193			-7.4193	-1.23	x	x	30.0898	43.21
Fri	11/11/11	226.65967	1.23410	119	7.4826			-7.4826	-1.30	x	x	30.1531	43.28
Mon	11/14/11	226.69407	1.23428	122	7.6723			-7.6723	-1.48	x	x	30.3428	43.46
Tue	11/15/11	226.70553	1.23435	123	7.7357			-7.7357	-1.55	x	x	30.4062	43.53
Wed	11/16/11	226.71700	1.23441	124	7.7989			-7.7989	-1.61	x	x	30.4694	43.59
Thu	11/17/11	226.72847	1.23447	125	7.8622			-7.8622	-1.67	x	x	30.5327	43.65
Fri	11/18/11	226.73993	1.23453	126	7.9255			-7.9255	-1.73	x	x	30.5960	43.71
Mon	11/21/11	226.77433	1.23472	129	8.1154			-8.1154	-1.92	x	x	30.7859	43.90
Tue	11/22/11	226.78580	1.23478	130	8.1787			-8.1787	-1.98	x	x	30.8492	43.96
Wed	11/23/11	226.79727	1.23485	131	8.2421			-8.2421	-2.05	x	x	30.9126	44.03
Thu	11/24/11	226.80873	1.23491	132	8.3054			-8.3054	-2.11	x	x	30.9759	44.09
Fri	11/25/11	226.82020	1.23497	133	8.3688			-8.3688	-2.17	x	x	31.0393	44.15
Mon	11/28/11	226.85460	1.23516	136	8.5589			-8.5589	-2.36	x	x	31.2294	44.34
Tue	11/29/11	226.86607	1.23522	137	8.6222			-8.6222	-2.42	x	x	31.2927	44.40
Wed	11/30/11	226.87753	1.23528	138	8.6856			-8.6856	-2.48	x	x	31.3561	44.46
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/11	226.88900	1.23534	139	8.7489			-8.7489	-2.54	x	x	31.4194	44.52
Fri	12/02/11	226.87390	1.23526	140	8.8113			-8.8113	-2.46	x	x	31.4818	44.44
Mon	12/05/11	226.82861	1.23502	143	8.9984			-8.9984	-2.22	x	x	31.6689	44.20
Tue	12/06/11	226.81352	1.23493	144	9.0606			-9.0606	-2.13	x	x	31.7311	44.11
Wed	12/07/11	226.79842	1.23485	145	9.1230			-9.1230	-2.05	x	x	31.7935	44.03
Thu	12/08/11	226.78332	1.23477	146	9.1853			-9.1853	-1.97	x	x	31.8558	43.95
Fri	12/09/11	226.76823	1.23469	147	9.2476			-9.2476	-1.89	x	x	31.9181	43.87
Mon	12/12/11	226.72294	1.23444	150	9.4344			-9.4344	-1.64	x	x	32.1049	43.62
Tue	12/13/11	226.70784	1.23436	151	9.4967			-9.4967	-1.56	x	x	32.1672	43.54
Wed	12/14/11	226.69274	1.23428	152	9.5590			-9.5590	-1.48	x	x	32.2295	43.46
Thu	12/15/11	226.67765	1.23419	153	9.6211			-9.6211	-1.39	x	x	32.2916	43.37
Fri	12/16/11	226.66255	1.23411	154	9.6834			-9.6834	-1.31	x	x	32.3539	43.29
Mon	12/19/11	226.61726	1.23387	157	9.8701			-9.8701	-1.07	x	x	32.5406	43.05
Tue	12/20/11	226.60216	1.23378	158	9.9323			-9.9323	-0.98	x	x	32.6028	42.96
Wed	12/21/11	226.58706	1.23370	159	9.9945			-9.9945	-0.90	x	x	32.6650	42.88
Thu	12/22/11	226.57197	1.23362	160	10.0567			-10.0567	-0.82	x	x	32.7272	42.80
Fri	12/23/11	226.55687	1.23354	161	10.1189			-10.1189	-0.74	x	x	32.7894	42.72
Mon	12/26/11	226.51158	1.23329	164	10.3053			-10.3053	-0.49	x	x	32.9758	42.47
Tue	12/27/11	226.49648	1.23321	165	10.3675			-10.3675	-0.41	x	x	33.0380	42.39
Wed	12/28/11	226.48139	1.23313	166	10.4297			-10.4297	-0.33	x	x	33.1002	42.31
Thu	12/29/11	226.46629	1.23304	167	10.4917			-10.4917	-0.24	x	x	33.1622	42.22
Fri	12/30/11	226.45119	1.23296	168	10.5539			-10.5539	-0.16	x	x	33.2244	42.14
Sun	01/01/12	226.42100	1.23280

Generated 12/16/11 09:15