1.75% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2028

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

CUSIP Number	912810PV4	Interest 01/15/11 (184 days)	$9.1366
Dated Date	January 15, 2008	Interest 07/15/11 (181 days)	$9.4136
Ref CPI on Dated Date	209.49645	Interest Total	$18.5502
Original Issue Date	January 31, 2008	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	1.04398	170	8.4398	x	x	10.1104	36.81			8.4398	0.00
Mon	01/03/11	218.71694	1.04401	172	8.5393	x	x	10.0109	36.78			8.5393	0.03
Tue	01/04/11	218.71990	1.04403	173	8.5891	x	x	9.9611	36.76			8.5891	0.05
Wed	01/05/11	218.72287	1.04404	174	8.6389	x	x	9.9113	36.75			8.6389	0.06
Thu	01/06/11	218.72584	1.04406	175	8.6887	x	x	9.8615	36.73			8.6887	0.08
Fri	01/07/11	218.72881	1.04407	176	8.7384	x	x	9.8118	36.72			8.7384	0.09
Mon	01/10/11	218.73771	1.04411	179	8.8877	x	x	9.6625	36.68			8.8877	0.13
Tue	01/11/11	218.74068	1.04413	180	8.9375	x	x	9.6127	36.66			8.9375	0.15
Wed	01/12/11	218.74365	1.04414	181	8.9873	x	x	9.5629	36.65			8.9873	0.16
Thu	01/13/11	218.74661	1.04415	182	9.0370	x	x	9.5132	36.64			9.0370	0.17
Fri	01/14/11	218.74958	1.04417	183	9.0868	x	x	9.4634	36.62			9.0868	0.19
Sat	01/15/11	218.75255	1.04418	0	0.0000		x	9.4136	36.61	x		9.1366	0.20
Mon	01/17/11	218.75848	1.04421	2	0.1010		x	9.3126	36.58	x		9.2376	0.23
Tue	01/18/11	218.76145	1.04423	3	0.1514		x	9.2622	36.56	x		9.2880	0.25
Wed	01/19/11	218.76442	1.04424	4	0.2019		x	9.2117	36.55	x		9.3385	0.26
Thu	01/20/11	218.76739	1.04425	5	0.2524		x	9.1612	36.54	x		9.3890	0.27
Fri	01/21/11	218.77035	1.04427	6	0.3029		x	9.1107	36.52	x		9.4395	0.29
Mon	01/24/11	218.77926	1.04431	9	0.4544		x	8.9592	36.48	x		9.5910	0.33
Tue	01/25/11	218.78223	1.04432	10	0.5049		x	8.9087	36.47	x		9.6415	0.34
Wed	01/26/11	218.78519	1.04434	11	0.5553		x	8.8583	36.45	x		9.6919	0.36
Thu	01/27/11	218.78816	1.04435	12	0.6058		x	8.8078	36.44	x		9.7424	0.37
Fri	01/28/11	218.79113	1.04437	13	0.6563		x	8.7573	36.42	x		9.7929	0.39
Mon	01/31/11	218.80003	1.04441	16	0.8078		x	8.6058	36.38	x		9.9444	0.43
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	1.04442	17	0.8583		x	8.5553	36.37	x		9.9949	0.44
Wed	02/02/11	218.81643	1.04449	18	0.9089		x	8.5047	36.30	x		10.0455	0.51
Thu	02/03/11	218.82986	1.04455	19	0.9594		x	8.4542	36.24	x		10.0960	0.57
Fri	02/04/11	218.84329	1.04462	20	1.0100		x	8.4036	36.17	x		10.1466	0.64
Mon	02/07/11	218.88357	1.04481	23	1.1617		x	8.2519	35.98	x		10.2983	0.83
Tue	02/08/11	218.89700	1.04487	24	1.2123		x	8.2013	35.92	x		10.3489	0.89
Wed	02/09/11	218.91043	1.04494	25	1.2629		x	8.1507	35.85	x		10.3995	0.96
Thu	02/10/11	218.92386	1.04500	26	1.3135		x	8.1001	35.79	x		10.4501	1.02
Fri	02/11/11	218.93729	1.04506	27	1.3641		x	8.0495	35.73	x		10.5007	1.08
Mon	02/14/11	218.97757	1.04526	30	1.5159		x	7.8977	35.53	x		10.6525	1.28
Tue	02/15/11	218.99100	1.04532	31	1.5665		x	7.8471	35.47	x		10.7031	1.34
Wed	02/16/11	219.00443	1.04538	32	1.6172		x	7.7964	35.41	x		10.7538	1.40
Thu	02/17/11	219.01786	1.04545	33	1.6678		x	7.7458	35.34	x		10.8044	1.47
Fri	02/18/11	219.03129	1.04551	34	1.7184		x	7.6952	35.28	x		10.8550	1.53
Mon	02/21/11	219.07157	1.04571	37	1.8704		x	7.5432	35.08	x		11.0070	1.73
Tue	02/22/11	219.08500	1.04577	38	1.9211		x	7.4925	35.02	x		11.0577	1.79
Wed	02/23/11	219.09843	1.04583	39	1.9718		x	7.4418	34.96	x		11.1084	1.85
Thu	02/24/11	219.11186	1.04590	40	2.0225		x	7.3911	34.89	x		11.1591	1.92
Fri	02/25/11	219.12529	1.04596	41	2.0731		x	7.3405	34.83	x		11.2097	1.98
Mon	02/28/11	219.16557	1.04615	44	2.2252		x	7.1884	34.64	x		11.3618	2.17
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	1.04622	45	2.2760		x	7.1376	34.57	x		11.4126	2.24
Wed	03/02/11	219.21268	1.04638	46	2.3269		x	7.0867	34.41	x		11.4635	2.40
Thu	03/03/11	219.24635	1.04654	47	2.3778		x	7.0358	34.25	x		11.5144	2.56
Fri	03/04/11	219.28003	1.04670	48	2.4288		x	6.9848	34.09	x		11.5654	2.72
Mon	03/07/11	219.38106	1.04718	51	2.5818		x	6.8318	33.61	x		11.7184	3.20
Tue	03/08/11	219.41474	1.04734	52	2.6328		x	6.7808	33.45	x		11.7694	3.36
Wed	03/09/11	219.44842	1.04750	53	2.6839		x	6.7297	33.29	x		11.8205	3.52
Thu	03/10/11	219.48210	1.04767	54	2.7349		x	6.6787	33.12	x		11.8715	3.69
Fri	03/11/11	219.51577	1.04783	55	2.7860		x	6.6276	32.96	x		11.9226	3.85
Mon	03/14/11	219.61681	1.04831	58	2.9393		x	6.4743	32.48	x		12.0759	4.33
Tue	03/15/11	219.65048	1.04847	59	2.9905		x	6.4231	32.32	x		12.1271	4.49
Wed	03/16/11	219.68416	1.04863	60	3.0416		x	6.3720	32.16	x		12.1782	4.65
Thu	03/17/11	219.71784	1.04879	61	3.0928		x	6.3208	32.00	x		12.2294	4.81
Fri	03/18/11	219.75152	1.04895	62	3.1440		x	6.2696	31.84	x		12.2806	4.97
Mon	03/21/11	219.85255	1.04943	65	3.2976		x	6.1160	31.36	x		12.4342	5.45
Tue	03/22/11	219.88623	1.04959	66	3.3488		x	6.0648	31.20	x		12.4854	5.61
Wed	03/23/11	219.91990	1.04975	67	3.4001		x	6.0135	31.04	x		12.5367	5.77
Thu	03/24/11	219.95358	1.04992	68	3.4514		x	5.9622	30.87	x		12.5880	5.94
Fri	03/25/11	219.98726	1.05008	69	3.5027		x	5.9109	30.71	x		12.6393	6.10
Mon	03/28/11	220.08829	1.05056	72	3.6566		x	5.7570	30.23	x		12.7932	6.58
Tue	03/29/11	220.12197	1.05072	73	3.7080		x	5.7056	30.07	x		12.8446	6.74
Wed	03/30/11	220.15565	1.05088	74	3.7594		x	5.6542	29.91	x		12.8960	6.90
Thu	03/31/11	220.18932	1.05104	75	3.8107		x	5.6029	29.75	x		12.9473	7.06
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	1.05120	76	3.8621		x	5.5515	29.59	x		12.9987	7.22
Mon	04/04/11	220.33160	1.05172	79	4.0166		x	5.3970	29.07	x		13.1532	7.74
Tue	04/05/11	220.36780	1.05189	80	4.0681		x	5.3455	28.90	x		13.2047	7.91
Wed	04/06/11	220.40400	1.05207	81	4.1196		x	5.2940	28.72	x		13.2562	8.09
Thu	04/07/11	220.44020	1.05224	82	4.1712		x	5.2424	28.55	x		13.3078	8.26
Fri	04/08/11	220.47640	1.05241	83	4.2227		x	5.1909	28.38	x		13.3593	8.43
Mon	04/11/11	220.58500	1.05293	86	4.3775		x	5.0361	27.86	x		13.5141	8.95
Tue	04/12/11	220.62120	1.05310	87	4.4291		x	4.9845	27.69	x		13.5657	9.12
Wed	04/13/11	220.65740	1.05328	88	4.4808		x	4.9328	27.51	x		13.6174	9.30
Thu	04/14/11	220.69360	1.05345	89	4.5325		x	4.8811	27.34	x		13.6691	9.47
Fri	04/15/11	220.72980	1.05362	90	4.5841		x	4.8295	27.17	x		13.7207	9.64
Mon	04/18/11	220.83840	1.05414	93	4.7393		x	4.6743	26.65	x		13.8759	10.16
Tue	04/19/11	220.87460	1.05431	94	4.7910		x	4.6226	26.48	x		13.9276	10.33
Wed	04/20/11	220.91080	1.05448	95	4.8427		x	4.5709	26.31	x		13.9793	10.50
Thu	04/21/11	220.94700	1.05466	96	4.8946		x	4.5190	26.13	x		14.0312	10.68
Fri	04/22/11	220.98320	1.05483	97	4.9463		x	4.4673	25.96	x		14.0829	10.85
Mon	04/25/11	221.09180	1.05535	100	5.1018		x	4.3118	25.44	x		14.2384	11.37
Tue	04/26/11	221.12800	1.05552	101	5.1537		x	4.2599	25.27	x		14.2903	11.54
Wed	04/27/11	221.16420	1.05569	102	5.2055		x	4.2081	25.10	x		14.3421	11.71
Thu	04/28/11	221.20040	1.05587	103	5.2575		x	4.1561	24.92	x		14.3941	11.89
Fri	04/29/11	221.23660	1.05604	104	5.3094		x	4.1042	24.75	x		14.4460	12.06
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	1.05672	107	5.4660		x	3.9476	24.07	x		14.6026	12.74
Tue	05/03/11	221.44823	1.05705	108	5.5189		x	3.8947	23.74	x		14.6555	13.07
Wed	05/04/11	221.51784	1.05738	109	5.5717		x	3.8419	23.41	x		14.7083	13.40
Thu	05/05/11	221.58745	1.05771	110	5.6246		x	3.7890	23.08	x		14.7612	13.73
Fri	05/06/11	221.65706	1.05805	111	5.6775		x	3.7361	22.74	x		14.8141	14.07
Mon	05/09/11	221.86590	1.05904	114	5.8364		x	3.5772	21.75	x		14.9730	15.06
Tue	05/10/11	221.93552	1.05938	115	5.8895		x	3.5241	21.41	x		15.0261	15.40
Wed	05/11/11	222.00513	1.05971	116	5.9426		x	3.4710	21.08	x		15.0792	15.73
Thu	05/12/11	222.07474	1.06004	117	5.9957		x	3.4179	20.75	x		15.1323	16.06
Fri	05/13/11	222.14435	1.06037	118	6.0488		x	3.3648	20.42	x		15.1854	16.39
Mon	05/16/11	222.35319	1.06137	121	6.2084		x	3.2052	19.42	x		15.3450	17.39
Tue	05/17/11	222.42281	1.06170	122	6.2617		x	3.1519	19.09	x		15.3983	17.72
Wed	05/18/11	222.49242	1.06203	123	6.3150		x	3.0986	18.76	x		15.4516	18.05
Thu	05/19/11	222.56203	1.06237	124	6.3684		x	3.0452	18.42	x		15.5050	18.39
Fri	05/20/11	222.63165	1.06270	125	6.4217		x	2.9919	18.09	x		15.5583	18.72
Mon	05/23/11	222.84048	1.06370	128	6.5820		x	2.8316	17.09	x		15.7186	19.72
Tue	05/24/11	222.91010	1.06403	129	6.6355		x	2.7781	16.76	x		15.7721	20.05
Wed	05/25/11	222.97971	1.06436	130	6.6890		x	2.7246	16.43	x		15.8256	20.38
Thu	05/26/11	223.04932	1.06469	131	6.7425		x	2.6711	16.10	x		15.8791	20.71
Fri	05/27/11	223.11894	1.06502	132	6.7961		x	2.6175	15.77	x		15.9327	21.04
Mon	05/30/11	223.32777	1.06602	135	6.9571		x	2.4565	14.77	x		16.0937	22.04
Tue	05/31/11	223.39739	1.06635	136	7.0108		x	2.4028	14.44	x		16.1474	22.37
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	1.06669	137	7.0646		x	2.3490	14.10	x		16.2012	22.71
Thu	06/02/11	223.51497	1.06692	138	7.1177		x	2.2959	13.87	x		16.2543	22.94
Fri	06/03/11	223.56293	1.06714	139	7.1708		x	2.2428	13.65	x		16.3074	23.16
Mon	06/06/11	223.70683	1.06783	142	7.3303		x	2.0833	12.96	x		16.4669	23.85
Tue	06/07/11	223.75480	1.06806	143	7.3835		x	2.0301	12.73	x		16.5201	24.08
Wed	06/08/11	223.80277	1.06829	144	7.4367		x	1.9769	12.50	x		16.5733	24.31
Thu	06/09/11	223.85073	1.06852	145	7.4900		x	1.9236	12.27	x		16.6266	24.54
Fri	06/10/11	223.89870	1.06875	146	7.5432		x	1.8704	12.04	x		16.6798	24.77
Mon	06/13/11	224.04260	1.06943	149	7.7031		x	1.7105	11.36	x		16.8397	25.45
Tue	06/14/11	224.09057	1.06966	150	7.7565		x	1.6571	11.13	x		16.8931	25.68
Wed	06/15/11	224.13853	1.06989	151	7.8099		x	1.6037	10.90	x		16.9465	25.91
Thu	06/16/11	224.18650	1.07012	152	7.8633		x	1.5503	10.67	x		16.9999	26.14
Fri	06/17/11	224.23447	1.07035	153	7.9167		x	1.4969	10.44	x		17.0533	26.37
Mon	06/20/11	224.37837	1.07104	156	8.0772		x	1.3364	9.75	x		17.2138	27.06
Tue	06/21/11	224.42633	1.07127	157	8.1307		x	1.2829	9.52	x		17.2673	27.29
Wed	06/22/11	224.47430	1.07149	158	8.1842		x	1.2294	9.30	x		17.3208	27.51
Thu	06/23/11	224.52227	1.07172	159	8.2377		x	1.1759	9.07	x		17.3743	27.74
Fri	06/24/11	224.57023	1.07195	160	8.2913		x	1.1223	8.84	x		17.4279	27.97
Mon	06/27/11	224.71413	1.07264	163	8.4522		x	0.9614	8.15	x		17.5888	28.66
Tue	06/28/11	224.76210	1.07287	164	8.5059		x	0.9077	7.92	x		17.6425	28.89
Wed	06/29/11	224.81007	1.07310	165	8.5596		x	0.8540	7.69	x		17.6962	29.12
Thu	06/30/11	224.85803	1.07333	166	8.6133		x	0.8003	7.46	x		17.7499	29.35
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	1.07356	167	8.6671		x	0.7465	7.23	x		17.8037	29.58
Mon	07/04/11	225.00839	1.07404	170	8.8267		x	0.5869	6.75	x		17.9633	30.06
Tue	07/05/11	225.04252	1.07421	171	8.8800		x	0.5336	6.58	x		18.0166	30.23
Wed	07/06/11	225.07665	1.07437	172	8.9333		x	0.4803	6.42	x		18.0699	30.39
Thu	07/07/11	225.11077	1.07453	173	8.9866		x	0.4270	6.26	x		18.1232	30.55
Fri	07/08/11	225.14490	1.07470	174	9.0399		x	0.3737	6.09	x		18.1765	30.72
Mon	07/11/11	225.24729	1.07518	177	9.1999		x	0.2137	5.61	x		18.3365	31.20
Tue	07/12/11	225.28142	1.07535	178	9.2534		x	0.1602	5.44	x		18.3900	31.37
Wed	07/13/11	225.31555	1.07551	179	9.3067		x	0.1069	5.28	x		18.4433	31.53
Thu	07/14/11	225.34968	1.07567	180	9.3601		x	0.0535	5.12	x		18.4967	31.69
Fri	07/15/11	225.38381	1.07584	0	0.0000			0.0000	4.95	x	x	18.5502	31.86
Mon	07/18/11	225.48619	1.07632	3	0.1536			-0.1536	4.47	x	x	18.7038	32.34
Tue	07/19/11	225.52032	1.07649	4	0.2048			-0.2048	4.30	x	x	18.7550	32.51
Wed	07/20/11	225.55445	1.07665	5	0.2560			-0.2560	4.14	x	x	18.8062	32.67
Thu	07/21/11	225.58858	1.07681	6	0.3072			-0.3072	3.98	x	x	18.8574	32.83
Fri	07/22/11	225.62271	1.07698	7	0.3585			-0.3585	3.81	x	x	18.9087	33.00
Mon	07/25/11	225.72510	1.07747	10	0.5124			-0.5124	3.32	x	x	19.0626	33.49
Tue	07/26/11	225.75923	1.07763	11	0.5637			-0.5637	3.16	x	x	19.1139	33.65
Wed	07/27/11	225.79335	1.07779	12	0.6150			-0.6150	3.00	x	x	19.1652	33.81
Thu	07/28/11	225.82748	1.07795	13	0.6664			-0.6664	2.84	x	x	19.2166	33.97
Fri	07/29/11	225.86161	1.07812	14	0.7178			-0.7178	2.67	x	x	19.2680	34.14
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	1.07861	17	0.8720			-0.8720	2.18	x	x	19.4222	34.63
Tue	08/02/11	225.95619	1.07857	18	0.9232			-0.9232	2.22	x	x	19.4734	34.59
Wed	08/03/11	225.94839	1.07853	19	0.9745			-0.9745	2.26	x	x	19.5247	34.55
Thu	08/04/11	225.94058	1.07849	20	1.0257			-1.0257	2.30	x	x	19.5759	34.51
Fri	08/05/11	225.93277	1.07846	21	1.0770			-1.0770	2.33	x	x	19.6272	34.48
Mon	08/08/11	225.90935	1.07834	24	1.2307			-1.2307	2.45	x	x	19.7809	34.36
Tue	08/09/11	225.90155	1.07831	25	1.2820			-1.2820	2.48	x	x	19.8322	34.33
Wed	08/10/11	225.89374	1.07827	26	1.3332			-1.3332	2.52	x	x	19.8834	34.29
Thu	08/11/11	225.88594	1.07823	27	1.3844			-1.3844	2.56	x	x	19.9346	34.25
Fri	08/12/11	225.87813	1.07820	28	1.4356			-1.4356	2.59	x	x	19.9858	34.22
Mon	08/15/11	225.85471	1.07808	31	1.5893			-1.5893	2.71	x	x	20.1395	34.10
Tue	08/16/11	225.84690	1.07805	32	1.6405			-1.6405	2.74	x	x	20.1907	34.07
Wed	08/17/11	225.83910	1.07801	33	1.6917			-1.6917	2.78	x	x	20.2419	34.03
Thu	08/18/11	225.83129	1.07797	34	1.7429			-1.7429	2.82	x	x	20.2931	33.99
Fri	08/19/11	225.82348	1.07793	35	1.7941			-1.7941	2.86	x	x	20.3443	33.95
Mon	08/22/11	225.80006	1.07782	38	1.9477			-1.9477	2.97	x	x	20.4979	33.84
Tue	08/23/11	225.79226	1.07779	39	1.9989			-1.9989	3.00	x	x	20.5491	33.81
Wed	08/24/11	225.78445	1.07775	40	2.0501			-2.0501	3.04	x	x	20.6003	33.77
Thu	08/25/11	225.77665	1.07771	41	2.1012			-2.1012	3.08	x	x	20.6514	33.73
Fri	08/26/11	225.76884	1.07767	42	2.1524			-2.1524	3.12	x	x	20.7026	33.69
Mon	08/29/11	225.74542	1.07756	45	2.3059			-2.3059	3.23	x	x	20.8561	33.58
Tue	08/30/11	225.73761	1.07752	46	2.3571			-2.3571	3.27	x	x	20.9073	33.54
Wed	08/31/11	225.72981	1.07749	47	2.4082			-2.4082	3.30	x	x	20.9584	33.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/11	225.72200	1.07745	48	2.4594			-2.4594	3.34	x	x	21.0096	33.47
Fri	09/02/11	225.72867	1.07748	49	2.5107			-2.5107	3.31	x	x	21.0609	33.50
Mon	09/05/11	225.74867	1.07758	52	2.6647			-2.6647	3.21	x	x	21.2149	33.60
Tue	09/06/11	225.75533	1.07761	53	2.7160			-2.7160	3.18	x	x	21.2662	33.63
Wed	09/07/11	225.76200	1.07764	54	2.7673			-2.7673	3.15	x	x	21.3175	33.66
Thu	09/08/11	225.76867	1.07767	55	2.8186			-2.8186	3.12	x	x	21.3688	33.69
Fri	09/09/11	225.77533	1.07770	56	2.8700			-2.8700	3.09	x	x	21.4202	33.72
Mon	09/12/11	225.79533	1.07780	59	3.0240			-3.0240	2.99	x	x	21.5742	33.82
Tue	09/13/11	225.80200	1.07783	60	3.0753			-3.0753	2.96	x	x	21.6255	33.85
Wed	09/14/11	225.80867	1.07786	61	3.1267			-3.1267	2.93	x	x	21.6769	33.88
Thu	09/15/11	225.81533	1.07790	62	3.1780			-3.1780	2.89	x	x	21.7282	33.92
Fri	09/16/11	225.82200	1.07793	63	3.2294			-3.2294	2.86	x	x	21.7796	33.95
Mon	09/19/11	225.84200	1.07802	66	3.3835			-3.3835	2.77	x	x	21.9337	34.04
Tue	09/20/11	225.84867	1.07805	67	3.4348			-3.4348	2.74	x	x	21.9850	34.07
Wed	09/21/11	225.85533	1.07809	68	3.4862			-3.4862	2.70	x	x	22.0364	34.11
Thu	09/22/11	225.86200	1.07812	69	3.5376			-3.5376	2.67	x	x	22.0878	34.14
Fri	09/23/11	225.86867	1.07815	70	3.5890			-3.5890	2.64	x	x	22.1392	34.17
Mon	09/26/11	225.88867	1.07825	73	3.7431			-3.7431	2.54	x	x	22.2933	34.27
Tue	09/27/11	225.89533	1.07828	74	3.7945			-3.7945	2.51	x	x	22.3447	34.30
Wed	09/28/11	225.90200	1.07831	75	3.8459			-3.8459	2.48	x	x	22.3961	34.33
Thu	09/29/11	225.90867	1.07834	76	3.8973			-3.8973	2.45	x	x	22.4475	34.36
Fri	09/30/11	225.91533	1.07837	77	3.9487			-3.9487	2.42	x	x	22.4989	34.39
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	1.07860	80	4.1034			-4.1034	2.19	x	x	22.6536	34.62
Tue	10/04/11	225.98229	1.07869	81	4.1550			-4.1550	2.10	x	x	22.7052	34.71
Wed	10/05/11	226.00239	1.07879	82	4.2067			-4.2067	2.00	x	x	22.7569	34.81
Thu	10/06/11	226.02248	1.07888	83	4.2584			-4.2584	1.91	x	x	22.8086	34.90
Fri	10/07/11	226.04258	1.07898	84	4.3101			-4.3101	1.81	x	x	22.8603	35.00
Mon	10/10/11	226.10287	1.07927	87	4.4652			-4.4652	1.52	x	x	23.0154	35.29
Tue	10/11/11	226.12297	1.07936	88	4.5169			-4.5169	1.43	x	x	23.0671	35.38
Wed	10/12/11	226.14306	1.07946	89	4.5686			-4.5686	1.33	x	x	23.1188	35.48
Thu	10/13/11	226.16316	1.07956	90	4.6204			-4.6204	1.23	x	x	23.1706	35.58
Fri	10/14/11	226.18326	1.07965	91	4.6721			-4.6721	1.14	x	x	23.2223	35.67
Mon	10/17/11	226.24355	1.07994	94	4.8274			-4.8274	0.85	x	x	23.3776	35.96
Tue	10/18/11	226.26365	1.08004	95	4.8793			-4.8793	0.75	x	x	23.4295	36.06
Wed	10/19/11	226.28374	1.08013	96	4.9310			-4.9310	0.66	x	x	23.4812	36.15
Thu	10/20/11	226.30384	1.08023	97	4.9829			-4.9829	0.56	x	x	23.5331	36.25
Fri	10/21/11	226.32394	1.08032	98	5.0346			-5.0346	0.47	x	x	23.5848	36.34
Mon	10/24/11	226.38423	1.08061	101	5.1902			-5.1902	0.18	x	x	23.7404	36.63
Tue	10/25/11	226.40432	1.08071	102	5.2420			-5.2420	0.08	x	x	23.7922	36.73
Wed	10/26/11	226.42442	1.08080	103	5.2939			-5.2939	-0.01	x	x	23.8441	36.82
Thu	10/27/11	226.44452	1.08090	104	5.3458			-5.3458	-0.11	x	x	23.8960	36.92
Fri	10/28/11	226.46461	1.08099	105	5.3976			-5.3976	-0.20	x	x	23.9478	37.01
Mon	10/31/11	226.52490	1.08128	108	5.5533			-5.5533	-0.49	x	x	24.1035	37.30
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	1.08138	109	5.6053			-5.6053	-0.59	x	x	24.1555	37.40
Wed	11/02/11	226.55647	1.08143	110	5.6569			-5.6569	-0.64	x	x	24.2071	37.45
Thu	11/03/11	226.56793	1.08149	111	5.7087			-5.7087	-0.70	x	x	24.2589	37.51
Fri	11/04/11	226.57940	1.08154	112	5.7604			-5.7604	-0.75	x	x	24.3106	37.56
Mon	11/07/11	226.61380	1.08171	115	5.9156			-5.9156	-0.92	x	x	24.4658	37.73
Tue	11/08/11	226.62527	1.08176	116	5.9673			-5.9673	-0.97	x	x	24.5175	37.78
Wed	11/09/11	226.63673	1.08182	117	6.0191			-6.0191	-1.03	x	x	24.5693	37.84
Thu	11/10/11	226.64820	1.08187	118	6.0708			-6.0708	-1.08	x	x	24.6210	37.89
Fri	11/11/11	226.65967	1.08193	119	6.1226			-6.1226	-1.14	x	x	24.6728	37.95
Mon	11/14/11	226.69407	1.08209	122	6.2779			-6.2779	-1.30	x	x	24.8281	38.11
Tue	11/15/11	226.70553	1.08214	123	6.3296			-6.3296	-1.35	x	x	24.8798	38.16
Wed	11/16/11	226.71700	1.08220	124	6.3815			-6.3815	-1.41	x	x	24.9317	38.22
Thu	11/17/11	226.72847	1.08225	125	6.4332			-6.4332	-1.46	x	x	24.9834	38.27
Fri	11/18/11	226.73993	1.08231	126	6.4850			-6.4850	-1.52	x	x	25.0352	38.33
Mon	11/21/11	226.77433	1.08247	129	6.6404			-6.6404	-1.68	x	x	25.1906	38.49
Tue	11/22/11	226.78580	1.08253	130	6.6923			-6.6923	-1.74	x	x	25.2425	38.55
Wed	11/23/11	226.79727	1.08258	131	6.7441			-6.7441	-1.79	x	x	25.2943	38.60
Thu	11/24/11	226.80873	1.08264	132	6.7959			-6.7959	-1.85	x	x	25.3461	38.66
Fri	11/25/11	226.82020	1.08269	133	6.8477			-6.8477	-1.90	x	x	25.3979	38.71
Mon	11/28/11	226.85460	1.08286	136	7.0033			-7.0033	-2.07	x	x	25.5535	38.88
Tue	11/29/11	226.86607	1.08291	137	7.0551			-7.0551	-2.12	x	x	25.6053	38.93
Wed	11/30/11	226.87753	1.08297	138	7.1070			-7.1070	-2.18	x	x	25.6572	38.99
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	1.08302	139	7.1588			-7.1588	-2.23	x	x	25.7090	39.04
Fri	12/02/11	226.87390	1.08295	140	7.2099			-7.2099	-2.16	x	x	25.7601	38.97
Mon	12/05/11	226.82861	1.08273	143	7.3629			-7.3629	-1.94	x	x	25.9131	38.75
Tue	12/06/11	226.81352	1.08266	144	7.4139			-7.4139	-1.87	x	x	25.9641	38.68
Wed	12/07/11	226.79842	1.08259	145	7.4649			-7.4649	-1.80	x	x	26.0151	38.61
Thu	12/08/11	226.78332	1.08252	146	7.5159			-7.5159	-1.73	x	x	26.0661	38.54
Fri	12/09/11	226.76823	1.08244	147	7.5668			-7.5668	-1.65	x	x	26.1170	38.46
Mon	12/12/11	226.72294	1.08223	150	7.7197			-7.7197	-1.44	x	x	26.2699	38.25
Tue	12/13/11	226.70784	1.08216	151	7.7707			-7.7707	-1.37	x	x	26.3209	38.18
Wed	12/14/11	226.69274	1.08208	152	7.8216			-7.8216	-1.29	x	x	26.3718	38.10
Thu	12/15/11	226.67765	1.08201	153	7.8725			-7.8725	-1.22	x	x	26.4227	38.03
Fri	12/16/11	226.66255	1.08194	154	7.9234			-7.9234	-1.15	x	x	26.4736	37.96
Mon	12/19/11	226.61726	1.08172	157	8.0762			-8.0762	-0.93	x	x	26.6264	37.74
Tue	12/20/11	226.60216	1.08165	158	8.1271			-8.1271	-0.86	x	x	26.6773	37.67
Wed	12/21/11	226.58706	1.08158	159	8.1780			-8.1780	-0.79	x	x	26.7282	37.60
Thu	12/22/11	226.57197	1.08151	160	8.2289			-8.2289	-0.72	x	x	26.7791	37.53
Fri	12/23/11	226.55687	1.08144	161	8.2798			-8.2798	-0.65	x	x	26.8300	37.46
Mon	12/26/11	226.51158	1.08122	164	8.4323			-8.4323	-0.43	x	x	26.9825	37.24
Tue	12/27/11	226.49648	1.08115	165	8.4832			-8.4832	-0.36	x	x	27.0334	37.17
Wed	12/28/11	226.48139	1.08108	166	8.5341			-8.5341	-0.29	x	x	27.0843	37.10
Thu	12/29/11	226.46629	1.08100	167	8.5848			-8.5848	-0.21	x	x	27.1350	37.02
Fri	12/30/11	226.45119	1.08093	168	8.6357			-8.6357	-0.14	x	x	27.1859	36.95
Sun	01/01/12	226.42100	1.08079

Generated 12/16/11 09:15