2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2040

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

CUSIP Number	912810QF8	Interest 02/15/11 (184 days)	$10.7651
Dated Date	February 15, 2010	Interest 08/15/11 (181 days)	$11.1026
Ref CPI on Dated Date	216.13950	Interest Total	$21.8677
Original Issue Date	February 26, 2010	Interest 02/15/12 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Sat	01/01/11	218.71100	1.01190	139	8.1220	x	x	13.7457	35.67			8.1220	0.00
Mon	01/03/11	218.71694	1.01192	141	8.2390	x	x	13.6287	35.65			8.2390	0.02
Tue	01/04/11	218.71990	1.01194	142	8.2976	x	x	13.5701	35.63			8.2976	0.04
Wed	01/05/11	218.72287	1.01195	143	8.3561	x	x	13.5116	35.62			8.3561	0.05
Thu	01/06/11	218.72584	1.01197	144	8.4148	x	x	13.4529	35.60			8.4148	0.07
Fri	01/07/11	218.72881	1.01198	145	8.4733	x	x	13.3944	35.59			8.4733	0.08
Mon	01/10/11	218.73771	1.01202	148	8.6489	x	x	13.2188	35.55			8.6489	0.12
Tue	01/11/11	218.74068	1.01203	149	8.7074	x	x	13.1603	35.54			8.7074	0.13
Wed	01/12/11	218.74365	1.01205	150	8.7661	x	x	13.1016	35.52			8.7661	0.15
Thu	01/13/11	218.74661	1.01206	151	8.8246	x	x	13.0431	35.51			8.8246	0.16
Fri	01/14/11	218.74958	1.01208	152	8.8832	x	x	12.9845	35.49			8.8832	0.18
Mon	01/17/11	218.75848	1.01212	155	9.0589	x	x	12.8088	35.45			9.0589	0.22
Tue	01/18/11	218.76145	1.01213	156	9.1174	x	x	12.7503	35.44			9.1174	0.23
Wed	01/19/11	218.76442	1.01214	157	9.1760	x	x	12.6917	35.43			9.1760	0.24
Thu	01/20/11	218.76739	1.01216	158	9.2346	x	x	12.6331	35.41			9.2346	0.26
Fri	01/21/11	218.77035	1.01217	159	9.2931	x	x	12.5746	35.40			9.2931	0.27
Mon	01/24/11	218.77926	1.01221	162	9.4688	x	x	12.3989	35.36			9.4688	0.31
Tue	01/25/11	218.78223	1.01223	163	9.5275	x	x	12.3402	35.34			9.5275	0.33
Wed	01/26/11	218.78519	1.01224	164	9.5860	x	x	12.2817	35.33			9.5860	0.34
Thu	01/27/11	218.78816	1.01225	165	9.6446	x	x	12.2231	35.32			9.6446	0.35
Fri	01/28/11	218.79113	1.01227	166	9.7032	x	x	12.1645	35.30			9.7032	0.37
Mon	01/31/11	218.80003	1.01231	169	9.8790	x	x	11.9887	35.26			9.8790	0.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	02/01/11	218.80300	1.01232	170	9.9375	x	x	11.9302	35.25			9.9375	0.42
Wed	02/02/11	218.81643	1.01239	171	9.9967	x	x	11.8710	35.18			9.9967	0.49
Thu	02/03/11	218.82986	1.01245	172	10.0557	x	x	11.8120	35.12			10.0557	0.55
Fri	02/04/11	218.84329	1.01251	173	10.1148	x	x	11.7529	35.06			10.1148	0.61
Mon	02/07/11	218.88357	1.01270	176	10.2921	x	x	11.5756	34.87			10.2921	0.80
Tue	02/08/11	218.89700	1.01276	177	10.3512	x	x	11.5165	34.81			10.3512	0.86
Wed	02/09/11	218.91043	1.01282	178	10.4103	x	x	11.4574	34.75			10.4103	0.92
Thu	02/10/11	218.92386	1.01288	179	10.4694	x	x	11.3983	34.69			10.4694	0.98
Fri	02/11/11	218.93729	1.01294	180	10.5285	x	x	11.3392	34.63			10.5285	1.04
Mon	02/14/11	218.97757	1.01313	183	10.7060	x	x	11.1617	34.44			10.7060	1.23
Tue	02/15/11	218.99100	1.01319	0	0.0000		x	11.1026	34.38	x		10.7651	1.29
Wed	02/16/11	219.00443	1.01326	1	0.0595		x	11.0431	34.31	x		10.8246	1.36
Thu	02/17/11	219.01786	1.01332	2	0.1190		x	10.9836	34.25	x		10.8841	1.42
Fri	02/18/11	219.03129	1.01338	3	0.1785		x	10.9241	34.19	x		10.9436	1.48
Mon	02/21/11	219.07157	1.01357	6	0.3570		x	10.7456	34.00	x		11.1221	1.67
Tue	02/22/11	219.08500	1.01363	7	0.4165		x	10.6861	33.94	x		11.1816	1.73
Wed	02/23/11	219.09843	1.01369	8	0.4760		x	10.6266	33.88	x		11.2411	1.79
Thu	02/24/11	219.11186	1.01375	9	0.5356		x	10.5670	33.82	x		11.3007	1.85
Fri	02/25/11	219.12529	1.01381	10	0.5951		x	10.5075	33.76	x		11.3602	1.91
Mon	02/28/11	219.16557	1.01400	13	0.7738		x	10.3288	33.57	x		11.5389	2.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	03/01/11	219.17900	1.01406	14	0.8334		x	10.2692	33.51	x		11.5985	2.16
Wed	03/02/11	219.21268	1.01422	15	0.8930		x	10.2096	33.35	x		11.6581	2.32
Thu	03/03/11	219.24635	1.01437	16	0.9527		x	10.1499	33.20	x		11.7178	2.47
Fri	03/04/11	219.28003	1.01453	17	1.0124		x	10.0902	33.04	x		11.7775	2.63
Mon	03/07/11	219.38106	1.01500	20	1.1916		x	9.9110	32.57	x		11.9567	3.10
Tue	03/08/11	219.41474	1.01515	21	1.2514		x	9.8512	32.42	x		12.0165	3.25
Wed	03/09/11	219.44842	1.01531	22	1.3112		x	9.7914	32.26	x		12.0763	3.41
Thu	03/10/11	219.48210	1.01547	23	1.3710		x	9.7316	32.10	x		12.1361	3.57
Fri	03/11/11	219.51577	1.01562	24	1.4308		x	9.6718	31.95	x		12.1959	3.72
Mon	03/14/11	219.61681	1.01609	27	1.6104		x	9.4922	31.48	x		12.3755	4.19
Tue	03/15/11	219.65048	1.01624	28	1.6703		x	9.4323	31.33	x		12.4354	4.34
Wed	03/16/11	219.68416	1.01640	29	1.7303		x	9.3723	31.17	x		12.4954	4.50
Thu	03/17/11	219.71784	1.01656	30	1.7902		x	9.3124	31.01	x		12.5553	4.66
Fri	03/18/11	219.75152	1.01671	31	1.8502		x	9.2524	30.86	x		12.6153	4.81
Mon	03/21/11	219.85255	1.01718	34	2.0301		x	9.0725	30.39	x		12.7952	5.28
Tue	03/22/11	219.88623	1.01733	35	2.0902		x	9.0124	30.24	x		12.8553	5.43
Wed	03/23/11	219.91990	1.01749	36	2.1502		x	8.9524	30.08	x		12.9153	5.59
Thu	03/24/11	219.95358	1.01765	37	2.2103		x	8.8923	29.92	x		12.9754	5.75
Fri	03/25/11	219.98726	1.01780	38	2.2704		x	8.8322	29.77	x		13.0355	5.90
Mon	03/28/11	220.08829	1.01827	41	2.4507		x	8.6519	29.30	x		13.2158	6.37
Tue	03/29/11	220.12197	1.01843	42	2.5109		x	8.5917	29.14	x		13.2760	6.53
Wed	03/30/11	220.15565	1.01858	43	2.5711		x	8.5315	28.99	x		13.3362	6.68
Thu	03/31/11	220.18932	1.01874	44	2.6313		x	8.4713	28.83	x		13.3964	6.84
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	04/01/11	220.22300	1.01889	45	2.6915		x	8.4111	28.68	x		13.4566	6.99
Mon	04/04/11	220.33160	1.01940	48	2.8723		x	8.2303	28.17	x		13.6374	7.50
Tue	04/05/11	220.36780	1.01956	49	2.9326		x	8.1700	28.01	x		13.6977	7.66
Wed	04/06/11	220.40400	1.01973	50	2.9930		x	8.1096	27.84	x		13.7581	7.83
Thu	04/07/11	220.44020	1.01990	51	3.0534		x	8.0492	27.67	x		13.8185	8.00
Fri	04/08/11	220.47640	1.02007	52	3.1137		x	7.9889	27.50	x		13.8788	8.17
Mon	04/11/11	220.58500	1.02057	55	3.2950		x	7.8076	27.00	x		14.0601	8.67
Tue	04/12/11	220.62120	1.02074	56	3.3555		x	7.7471	26.83	x		14.1206	8.84
Wed	04/13/11	220.65740	1.02090	57	3.4159		x	7.6867	26.67	x		14.1810	9.00
Thu	04/14/11	220.69360	1.02107	58	3.4764		x	7.6262	26.50	x		14.2415	9.17
Fri	04/15/11	220.72980	1.02124	59	3.5370		x	7.5656	26.33	x		14.3021	9.34
Mon	04/18/11	220.83840	1.02174	62	3.7186		x	7.3840	25.83	x		14.4837	9.84
Tue	04/19/11	220.87460	1.02191	63	3.7792		x	7.3234	25.66	x		14.5443	10.01
Wed	04/20/11	220.91080	1.02208	64	3.8399		x	7.2627	25.49	x		14.6050	10.18
Thu	04/21/11	220.94700	1.02224	65	3.9005		x	7.2021	25.33	x		14.6656	10.34
Fri	04/22/11	220.98320	1.02241	66	3.9611		x	7.1415	25.16	x		14.7262	10.51
Mon	04/25/11	221.09180	1.02291	69	4.1432		x	6.9594	24.66	x		14.9083	11.01
Tue	04/26/11	221.12800	1.02308	70	4.2040		x	6.8986	24.49	x		14.9691	11.18
Wed	04/27/11	221.16420	1.02325	71	4.2647		x	6.8379	24.32	x		15.0298	11.35
Thu	04/28/11	221.20040	1.02341	72	4.3255		x	6.7771	24.16	x		15.0906	11.51
Fri	04/29/11	221.23660	1.02358	73	4.3863		x	6.7163	23.99	x		15.1514	11.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	05/02/11	221.37861	1.02424	76	4.5695		x	6.5331	23.33	x		15.3346	12.34
Tue	05/03/11	221.44823	1.02456	77	4.6310		x	6.4716	23.01	x		15.3961	12.66
Wed	05/04/11	221.51784	1.02488	78	4.6926		x	6.4100	22.69	x		15.4577	12.98
Thu	05/05/11	221.58745	1.02521	79	4.7543		x	6.3483	22.36	x		15.5194	13.31
Fri	05/06/11	221.65706	1.02553	80	4.8160		x	6.2866	22.04	x		15.5811	13.63
Mon	05/09/11	221.86590	1.02649	83	5.0013		x	6.1013	21.08	x		15.7664	14.59
Tue	05/10/11	221.93552	1.02682	84	5.0632		x	6.0394	20.75	x		15.8283	14.92
Wed	05/11/11	222.00513	1.02714	85	5.1251		x	5.9775	20.43	x		15.8902	15.24
Thu	05/12/11	222.07474	1.02746	86	5.1870		x	5.9156	20.11	x		15.9521	15.56
Fri	05/13/11	222.14435	1.02778	87	5.2489		x	5.8537	19.79	x		16.0140	15.88
Mon	05/16/11	222.35319	1.02875	90	5.4350		x	5.6676	18.82	x		16.2001	16.85
Tue	05/17/11	222.42281	1.02907	91	5.4971		x	5.6055	18.50	x		16.2622	17.17
Wed	05/18/11	222.49242	1.02939	92	5.5593		x	5.5433	18.18	x		16.3244	17.49
Thu	05/19/11	222.56203	1.02971	93	5.6214		x	5.4812	17.86	x		16.3865	17.81
Fri	05/20/11	222.63165	1.03004	94	5.6837		x	5.4189	17.53	x		16.4488	18.14
Mon	05/23/11	222.84048	1.03100	97	5.8706		x	5.2320	16.57	x		16.6357	19.10
Tue	05/24/11	222.91010	1.03133	98	5.9330		x	5.1696	16.24	x		16.6981	19.43
Wed	05/25/11	222.97971	1.03165	99	5.9954		x	5.1072	15.92	x		16.7605	19.75
Thu	05/26/11	223.04932	1.03197	100	6.0578		x	5.0448	15.60	x		16.8229	20.07
Fri	05/27/11	223.11894	1.03229	101	6.1203		x	4.9823	15.28	x		16.8854	20.39
Mon	05/30/11	223.32777	1.03326	104	6.3080		x	4.7946	14.31	x		17.0731	21.36
Tue	05/31/11	223.39739	1.03358	105	6.3707		x	4.7319	13.99	x		17.1358	21.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	06/01/11	223.46700	1.03390	106	6.4333		x	4.6693	13.67	x		17.1984	22.00
Thu	06/02/11	223.51497	1.03412	107	6.4954		x	4.6072	13.45	x		17.2605	22.22
Fri	06/03/11	223.56293	1.03435	108	6.5576		x	4.5450	13.22	x		17.3227	22.45
Mon	06/06/11	223.70683	1.03501	111	6.7440		x	4.3586	12.56	x		17.5091	23.11
Tue	06/07/11	223.75480	1.03523	112	6.8062		x	4.2964	12.34	x		17.5713	23.33
Wed	06/08/11	223.80277	1.03546	113	6.8685		x	4.2341	12.11	x		17.6336	23.56
Thu	06/09/11	223.85073	1.03568	114	6.9308		x	4.1718	11.89	x		17.6959	23.78
Fri	06/10/11	223.89870	1.03590	115	6.9930		x	4.1096	11.67	x		17.7581	24.00
Mon	06/13/11	224.04260	1.03656	118	7.1800		x	3.9226	11.01	x		17.9451	24.66
Tue	06/14/11	224.09057	1.03679	119	7.2425		x	3.8601	10.78	x		18.0076	24.89
Wed	06/15/11	224.13853	1.03701	120	7.3049		x	3.7977	10.56	x		18.0700	25.11
Thu	06/16/11	224.18650	1.03723	121	7.3673		x	3.7353	10.34	x		18.1324	25.33
Fri	06/17/11	224.23447	1.03745	122	7.4298		x	3.6728	10.12	x		18.1949	25.55
Mon	06/20/11	224.37837	1.03812	125	7.6174		x	3.4852	9.45	x		18.3825	26.22
Tue	06/21/11	224.42633	1.03834	126	7.6800		x	3.4226	9.23	x		18.4451	26.44
Wed	06/22/11	224.47430	1.03856	127	7.7426		x	3.3600	9.01	x		18.5077	26.66
Thu	06/23/11	224.52227	1.03878	128	7.8052		x	3.2974	8.79	x		18.5703	26.88
Fri	06/24/11	224.57023	1.03901	129	7.8679		x	3.2347	8.56	x		18.6330	27.11
Mon	06/27/11	224.71413	1.03967	132	8.0560		x	3.0466	7.90	x		18.8211	27.77
Tue	06/28/11	224.76210	1.03989	133	8.1188		x	2.9838	7.68	x		18.8839	27.99
Wed	06/29/11	224.81007	1.04012	134	8.1816		x	2.9210	7.45	x		18.9467	28.22
Thu	06/30/11	224.85803	1.04034	135	8.2444		x	2.8582	7.23	x		19.0095	28.44
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	07/01/11	224.90600	1.04056	136	8.3072		x	2.7954	7.01	x		19.0723	28.66
Mon	07/04/11	225.00839	1.04103	139	8.4943		x	2.6083	6.54	x		19.2594	29.13
Tue	07/05/11	225.04252	1.04119	140	8.5567		x	2.5459	6.38	x		19.3218	29.29
Wed	07/06/11	225.07665	1.04135	141	8.6192		x	2.4834	6.22	x		19.3843	29.45
Thu	07/07/11	225.11077	1.04151	142	8.6816		x	2.4210	6.06	x		19.4467	29.61
Fri	07/08/11	225.14490	1.04166	143	8.7440		x	2.3586	5.91	x		19.5091	29.76
Mon	07/11/11	225.24729	1.04214	146	8.9316		x	2.1710	5.43	x		19.6967	30.24
Tue	07/12/11	225.28142	1.04230	147	8.9942		x	2.1084	5.27	x		19.7593	30.40
Wed	07/13/11	225.31555	1.04245	148	9.0566		x	2.0460	5.12	x		19.8217	30.55
Thu	07/14/11	225.34968	1.04261	149	9.1192		x	1.9834	4.96	x		19.8843	30.71
Fri	07/15/11	225.38381	1.04277	150	9.1818		x	1.9208	4.80	x		19.9469	30.87
Mon	07/18/11	225.48619	1.04324	153	9.3697		x	1.7329	4.33	x		20.1348	31.34
Tue	07/19/11	225.52032	1.04340	154	9.4324		x	1.6702	4.17	x		20.1975	31.50
Wed	07/20/11	225.55445	1.04356	155	9.4951		x	1.6075	4.01	x		20.2602	31.66
Thu	07/21/11	225.58858	1.04372	156	9.5578		x	1.5448	3.85	x		20.3229	31.82
Fri	07/22/11	225.62271	1.04388	157	9.6206		x	1.4820	3.69	x		20.3857	31.98
Mon	07/25/11	225.72510	1.04435	160	9.8088		x	1.2938	3.22	x		20.5739	32.45
Tue	07/26/11	225.75923	1.04451	161	9.8716		x	1.2310	3.06	x		20.6367	32.61
Wed	07/27/11	225.79335	1.04466	162	9.9344		x	1.1682	2.91	x		20.6995	32.76
Thu	07/28/11	225.82748	1.04482	163	9.9972		x	1.1054	2.75	x		20.7623	32.92
Fri	07/29/11	225.86161	1.04498	164	10.0601		x	1.0425	2.59	x		20.8252	33.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	08/01/11	225.96400	1.04545	167	10.2487		x	0.8539	2.12	x		21.0138	33.55
Tue	08/02/11	225.95619	1.04542	168	10.3098		x	0.7928	2.15	x		21.0749	33.52
Wed	08/03/11	225.94839	1.04538	169	10.3708		x	0.7318	2.19	x		21.1359	33.48
Thu	08/04/11	225.94058	1.04535	170	10.4318		x	0.6708	2.22	x		21.1969	33.45
Fri	08/05/11	225.93277	1.04531	171	10.4928		x	0.6098	2.26	x		21.2579	33.41
Mon	08/08/11	225.90935	1.04520	174	10.6758		x	0.4268	2.37	x		21.4409	33.30
Tue	08/09/11	225.90155	1.04517	175	10.7368		x	0.3658	2.40	x		21.5019	33.27
Wed	08/10/11	225.89374	1.04513	176	10.7978		x	0.3048	2.44	x		21.5629	33.23
Thu	08/11/11	225.88594	1.04509	177	10.8587		x	0.2439	2.48	x		21.6238	33.19
Fri	08/12/11	225.87813	1.04506	178	10.9197		x	0.1829	2.51	x		21.6848	33.16
Mon	08/15/11	225.85471	1.04495	0	0.0000			0.0000	2.62	x	x	21.8677	33.05
Tue	08/16/11	225.84690	1.04491	1	0.0603			-0.0603	2.66	x	x	21.9280	33.01
Wed	08/17/11	225.83910	1.04488	2	0.1207			-0.1207	2.69	x	x	21.9884	32.98
Thu	08/18/11	225.83129	1.04484	3	0.1810			-0.1810	2.73	x	x	22.0487	32.94
Fri	08/19/11	225.82348	1.04480	4	0.2413			-0.2413	2.77	x	x	22.1090	32.90
Mon	08/22/11	225.80006	1.04470	7	0.4223			-0.4223	2.87	x	x	22.2900	32.80
Tue	08/23/11	225.79226	1.04466	8	0.4826			-0.4826	2.91	x	x	22.3503	32.76
Wed	08/24/11	225.78445	1.04462	9	0.5429			-0.5429	2.95	x	x	22.4106	32.72
Thu	08/25/11	225.77665	1.04459	10	0.6032			-0.6032	2.98	x	x	22.4709	32.69
Fri	08/26/11	225.76884	1.04455	11	0.6635			-0.6635	3.02	x	x	22.5312	32.65
Mon	08/29/11	225.74542	1.04444	14	0.8444			-0.8444	3.13	x	x	22.7121	32.54
Tue	08/30/11	225.73761	1.04441	15	0.9046			-0.9046	3.16	x	x	22.7723	32.51
Wed	08/31/11	225.72981	1.04437	16	0.9649			-0.9649	3.20	x	x	22.8326	32.47
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	09/01/11	225.72200	1.04433	17	1.0252			-1.0252	3.24	x	x	22.8929	32.43
Fri	09/02/11	225.72867	1.04437	18	1.0855			-1.0855	3.20	x	x	22.9532	32.47
Mon	09/05/11	225.74867	1.04446	21	1.2665			-1.2665	3.11	x	x	23.1342	32.56
Tue	09/06/11	225.75533	1.04449	22	1.3269			-1.3269	3.08	x	x	23.1946	32.59
Wed	09/07/11	225.76200	1.04452	23	1.3873			-1.3873	3.05	x	x	23.2550	32.62
Thu	09/08/11	225.76867	1.04455	24	1.4476			-1.4476	3.02	x	x	23.3153	32.65
Fri	09/09/11	225.77533	1.04458	25	1.5080			-1.5080	2.99	x	x	23.3757	32.68
Mon	09/12/11	225.79533	1.04467	28	1.6891			-1.6891	2.90	x	x	23.5568	32.77
Tue	09/13/11	225.80200	1.04470	29	1.7494			-1.7494	2.87	x	x	23.6171	32.80
Wed	09/14/11	225.80867	1.04474	30	1.8098			-1.8098	2.83	x	x	23.6775	32.84
Thu	09/15/11	225.81533	1.04477	31	1.8702			-1.8702	2.80	x	x	23.7379	32.87
Fri	09/16/11	225.82200	1.04480	32	1.9306			-1.9306	2.77	x	x	23.7983	32.90
Mon	09/19/11	225.84200	1.04489	35	2.1118			-2.1118	2.68	x	x	23.9795	32.99
Tue	09/20/11	225.84867	1.04492	36	2.1722			-2.1722	2.65	x	x	24.0399	33.02
Wed	09/21/11	225.85533	1.04495	37	2.2326			-2.2326	2.62	x	x	24.1003	33.05
Thu	09/22/11	225.86200	1.04498	38	2.2930			-2.2930	2.59	x	x	24.1607	33.08
Fri	09/23/11	225.86867	1.04501	39	2.3534			-2.3534	2.56	x	x	24.2211	33.11
Mon	09/26/11	225.88867	1.04511	42	2.5347			-2.5347	2.46	x	x	24.4024	33.21
Tue	09/27/11	225.89533	1.04514	43	2.5951			-2.5951	2.43	x	x	24.4628	33.24
Wed	09/28/11	225.90200	1.04517	44	2.6555			-2.6555	2.40	x	x	24.5232	33.27
Thu	09/29/11	225.90867	1.04520	45	2.7160			-2.7160	2.37	x	x	24.5837	33.30
Fri	09/30/11	225.91533	1.04523	46	2.7764			-2.7764	2.34	x	x	24.6441	33.33
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	10/03/11	225.96219	1.04545	49	2.9581			-2.9581	2.12	x	x	24.8258	33.55
Tue	10/04/11	225.98229	1.04554	50	3.0187			-3.0187	2.03	x	x	24.8864	33.64
Wed	10/05/11	226.00239	1.04563	51	3.0794			-3.0794	1.94	x	x	24.9471	33.73
Thu	10/06/11	226.02248	1.04573	52	3.1400			-3.1400	1.84	x	x	25.0077	33.83
Fri	10/07/11	226.04258	1.04582	53	3.2007			-3.2007	1.75	x	x	25.0684	33.92
Mon	10/10/11	226.10287	1.04610	56	3.3828			-3.3828	1.47	x	x	25.2505	34.20
Tue	10/11/11	226.12297	1.04619	57	3.4435			-3.4435	1.38	x	x	25.3112	34.29
Wed	10/12/11	226.14306	1.04628	58	3.5042			-3.5042	1.29	x	x	25.3719	34.38
Thu	10/13/11	226.16316	1.04638	59	3.5649			-3.5649	1.19	x	x	25.4326	34.48
Fri	10/14/11	226.18326	1.04647	60	3.6257			-3.6257	1.10	x	x	25.4934	34.57
Mon	10/17/11	226.24355	1.04675	63	3.8080			-3.8080	0.82	x	x	25.6757	34.85
Tue	10/18/11	226.26365	1.04684	64	3.8688			-3.8688	0.73	x	x	25.7365	34.94
Wed	10/19/11	226.28374	1.04693	65	3.9295			-3.9295	0.64	x	x	25.7972	35.03
Thu	10/20/11	226.30384	1.04703	66	3.9904			-3.9904	0.54	x	x	25.8581	35.13
Fri	10/21/11	226.32394	1.04712	67	4.0512			-4.0512	0.45	x	x	25.9189	35.22
Mon	10/24/11	226.38423	1.04740	70	4.2337			-4.2337	0.17	x	x	26.1014	35.50
Tue	10/25/11	226.40432	1.04749	71	4.2946			-4.2946	0.08	x	x	26.1623	35.59
Wed	10/26/11	226.42442	1.04758	72	4.3554			-4.3554	-0.01	x	x	26.2231	35.68
Thu	10/27/11	226.44452	1.04768	73	4.4163			-4.4163	-0.11	x	x	26.2840	35.78
Fri	10/28/11	226.46461	1.04777	74	4.4772			-4.4772	-0.20	x	x	26.3449	35.87
Mon	10/31/11	226.52490	1.04805	77	4.6600			-4.6600	-0.48	x	x	26.5277	36.15
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	11/01/11	226.54500	1.04814	78	4.7209			-4.7209	-0.57	x	x	26.5886	36.24
Wed	11/02/11	226.55647	1.04820	79	4.7817			-4.7817	-0.63	x	x	26.6494	36.30
Thu	11/03/11	226.56793	1.04825	80	4.8425			-4.8425	-0.68	x	x	26.7102	36.35
Fri	11/04/11	226.57940	1.04830	81	4.9032			-4.9032	-0.73	x	x	26.7709	36.40
Mon	11/07/11	226.61380	1.04846	84	5.0856			-5.0856	-0.89	x	x	26.9533	36.56
Tue	11/08/11	226.62527	1.04851	85	5.1464			-5.1464	-0.94	x	x	27.0141	36.61
Wed	11/09/11	226.63673	1.04857	86	5.2072			-5.2072	-1.00	x	x	27.0749	36.67
Thu	11/10/11	226.64820	1.04862	87	5.2680			-5.2680	-1.05	x	x	27.1357	36.72
Fri	11/11/11	226.65967	1.04867	88	5.3288			-5.3288	-1.10	x	x	27.1965	36.77
Mon	11/14/11	226.69407	1.04883	91	5.5113			-5.5113	-1.26	x	x	27.3790	36.93
Tue	11/15/11	226.70553	1.04889	92	5.5722			-5.5722	-1.32	x	x	27.4399	36.99
Wed	11/16/11	226.71700	1.04894	93	5.6331			-5.6331	-1.37	x	x	27.5008	37.04
Thu	11/17/11	226.72847	1.04899	94	5.6939			-5.6939	-1.42	x	x	27.5616	37.09
Fri	11/18/11	226.73993	1.04904	95	5.7548			-5.7548	-1.47	x	x	27.6225	37.14
Mon	11/21/11	226.77433	1.04920	98	5.9374			-5.9374	-1.63	x	x	27.8051	37.30
Tue	11/22/11	226.78580	1.04926	99	5.9983			-5.9983	-1.69	x	x	27.8660	37.36
Wed	11/23/11	226.79727	1.04931	100	6.0592			-6.0592	-1.74	x	x	27.9269	37.41
Thu	11/24/11	226.80873	1.04936	101	6.1201			-6.1201	-1.79	x	x	27.9878	37.46
Fri	11/25/11	226.82020	1.04942	102	6.1810			-6.1810	-1.85	x	x	28.0487	37.52
Mon	11/28/11	226.85460	1.04957	105	6.3637			-6.3637	-2.00	x	x	28.2314	37.67
Tue	11/29/11	226.86607	1.04963	106	6.4247			-6.4247	-2.06	x	x	28.2924	37.73
Wed	11/30/11	226.87753	1.04968	107	6.4856			-6.4856	-2.11	x	x	28.3533	37.78
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	12/01/11	226.88900	1.04973	108	6.5465			-6.5465	-2.16	x	x	28.4142	37.83
Fri	12/02/11	226.87390	1.04966	109	6.6067			-6.6067	-2.09	x	x	28.4744	37.76
Mon	12/05/11	226.82861	1.04945	112	6.7872			-6.7872	-1.88	x	x	28.6549	37.55
Tue	12/06/11	226.81352	1.04938	113	6.8473			-6.8473	-1.81	x	x	28.7150	37.48
Wed	12/07/11	226.79842	1.04932	114	6.9075			-6.9075	-1.75	x	x	28.7752	37.42
Thu	12/08/11	226.78332	1.04925	115	6.9677			-6.9677	-1.68	x	x	28.8354	37.35
Fri	12/09/11	226.76823	1.04918	116	7.0278			-7.0278	-1.61	x	x	28.8955	37.28
Mon	12/12/11	226.72294	1.04897	119	7.2081			-7.2081	-1.40	x	x	29.0758	37.07
Tue	12/13/11	226.70784	1.04890	120	7.2682			-7.2682	-1.33	x	x	29.1359	37.00
Wed	12/14/11	226.69274	1.04883	121	7.3283			-7.3283	-1.26	x	x	29.1960	36.93
Thu	12/15/11	226.67765	1.04876	122	7.3883			-7.3883	-1.19	x	x	29.2560	36.86
Fri	12/16/11	226.66255	1.04869	123	7.4484			-7.4484	-1.12	x	x	29.3161	36.79
Mon	12/19/11	226.61726	1.04848	126	7.6285			-7.6285	-0.91	x	x	29.4962	36.58
Tue	12/20/11	226.60216	1.04841	127	7.6886			-7.6886	-0.84	x	x	29.5563	36.51
Wed	12/21/11	226.58706	1.04834	128	7.7486			-7.7486	-0.77	x	x	29.6163	36.44
Thu	12/22/11	226.57197	1.04827	129	7.8086			-7.8086	-0.70	x	x	29.6763	36.37
Fri	12/23/11	226.55687	1.04820	130	7.8686			-7.8686	-0.63	x	x	29.7363	36.30
Mon	12/26/11	226.51158	1.04799	133	8.0486			-8.0486	-0.42	x	x	29.9163	36.09
Tue	12/27/11	226.49648	1.04792	134	8.1086			-8.1086	-0.35	x	x	29.9763	36.02
Wed	12/28/11	226.48139	1.04785	135	8.1685			-8.1685	-0.28	x	x	30.0362	35.95
Thu	12/29/11	226.46629	1.04778	136	8.2285			-8.2285	-0.21	x	x	30.0962	35.88
Fri	12/30/11	226.45119	1.04771	137	8.2884			-8.2884	-0.14	x	x	30.1561	35.81
Sun	01/01/12	226.42100	1.04757

Generated 12/16/11 09:15