0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2016

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

CUSIP Number912828QD5  
Dated DateApril 15, 2011Interest 10/15/11 (183 days)$0.6405
Ref CPI on Dated Date220.72980  
Original Issue DateApril 29, 2011Interest 04/15/12 (183 days)  
 Purchased on Settelment Date
& held to 01/01/12
Held on 04/29/11
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Fri04/29/11221.236601.00230140.0479 x0.592623.48  0.04790.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon05/02/11221.378611.00294170.0582 x0.582322.84  0.05820.64
Tue05/03/11221.448231.00325180.0617 x0.578822.53  0.06170.95
Wed05/04/11221.517841.00357190.0651 x0.575422.21  0.06511.27
Thu05/05/11221.587451.00389200.0686 x0.571921.89  0.06861.59
Fri05/06/11221.657061.00420210.0720 x0.568521.58  0.07201.90
Mon05/09/11221.865901.00515240.0824 x0.558120.63  0.08242.85
Tue05/10/11221.935521.00546250.0858 x0.554720.32  0.08583.16
Wed05/11/11222.005131.00578260.0893 x0.551220.00  0.08933.48
Thu05/12/11222.074741.00609270.0928 x0.547719.69  0.09283.79
Fri05/13/11222.144351.00641280.0962 x0.544319.37  0.09624.11
Mon05/16/11222.353191.00735310.1067 x0.533818.43  0.10675.05
Tue05/17/11222.422811.00767320.1101 x0.530418.11  0.11015.37
Wed05/18/11222.492421.00799330.1136 x0.526917.79  0.11365.69
Thu05/19/11222.562031.00830340.1171 x0.523417.48  0.11716.00
Fri05/20/11222.631651.00862350.1206 x0.519917.16  0.12066.32
Mon05/23/11222.840481.00956380.1310 x0.509516.22  0.13107.26
Tue05/24/11222.910101.00988390.1345 x0.506015.90  0.13457.58
Wed05/25/11222.979711.01019400.1380 x0.502515.59  0.13807.89
Thu05/26/11223.049321.01051410.1415 x0.499015.27  0.14158.21
Fri05/27/11223.118941.01082420.1450 x0.495514.96  0.14508.52
Mon05/30/11223.327771.01177450.1555 x0.485014.01  0.15559.47
Tue05/31/11223.397391.01209460.1590 x0.481513.69  0.15909.79
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Wed06/01/11223.467001.01240470.1625 x0.478013.38  0.162510.10
Thu06/02/11223.514971.01262480.1660 x0.474513.16  0.166010.32
Fri06/03/11223.562931.01284490.1695 x0.471012.94  0.169510.54
Mon06/06/11223.706831.01349520.1800 x0.460512.29  0.180011.19
Tue06/07/11223.754801.01370530.1835 x0.457012.08  0.183511.40
Wed06/08/11223.802771.01392540.1870 x0.453511.86  0.187011.62
Thu06/09/11223.850731.01414550.1905 x0.450011.64  0.190511.84
Fri06/10/11223.898701.01436560.1940 x0.446511.42  0.194012.06
Mon06/13/11224.042601.01501590.2045 x0.436010.77  0.204512.71
Tue06/14/11224.090571.01523600.2080 x0.432510.55  0.208012.93
Wed06/15/11224.138531.01544610.2115 x0.429010.34  0.211513.14
Thu06/16/11224.186501.01566620.2151 x0.425410.12  0.215113.36
Fri06/17/11224.234471.01588630.2186 x0.42199.90  0.218613.58
Mon06/20/11224.378371.01653660.2291 x0.41149.25  0.229114.23
Tue06/21/11224.426331.01675670.2327 x0.40789.03  0.232714.45
Wed06/22/11224.474301.01696680.2362 x0.40438.82  0.236214.66
Thu06/23/11224.522271.01718690.2397 x0.40088.60  0.239714.88
Fri06/24/11224.570231.01740700.2432 x0.39738.38  0.243215.10
Mon06/27/11224.714131.01805730.2538 x0.38677.73  0.253815.75
Tue06/28/11224.762101.01827740.2573 x0.38327.51  0.257315.97
Wed06/29/11224.810071.01849750.2609 x0.37967.29  0.260916.19
Thu06/30/11224.858031.01870760.2644 x0.37617.08  0.264416.40
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Fri07/01/11224.906001.01892770.2680 x0.37256.86  0.268016.62
Mon07/04/11225.008391.01938800.2785 x0.36206.40  0.278517.08
Tue07/05/11225.042521.01954810.2820 x0.35856.24  0.282017.24
Wed07/06/11225.076651.01969820.2856 x0.35496.09  0.285617.39
Thu07/07/11225.110771.01985830.2891 x0.35145.93  0.289117.55
Fri07/08/11225.144901.02000840.2926 x0.34795.78  0.292617.70
Mon07/11/11225.247291.02047870.3032 x0.33735.31  0.303218.17
Tue07/12/11225.281421.02062880.3067 x0.33385.16  0.306718.32
Wed07/13/11225.315551.02078890.3103 x0.33025.00  0.310318.48
Thu07/14/11225.349681.02093900.3138 x0.32674.85  0.313818.63
Fri07/15/11225.383811.02108910.3173 x0.32324.70  0.317318.78
Mon07/18/11225.486191.02155940.3280 x0.31254.23  0.328019.25
Tue07/19/11225.520321.02170950.3315 x0.30904.08  0.331519.40
Wed07/20/11225.554451.02186960.3350 x0.30553.92  0.335019.56
Thu07/21/11225.588581.02201970.3386 x0.30193.77  0.338619.71
Fri07/22/11225.622711.02217980.3421 x0.29843.61  0.342119.87
Mon07/25/11225.725101.022631010.3528 x0.28773.15  0.352820.33
Tue07/26/11225.759231.022791020.3563 x0.28422.99  0.356320.49
Wed07/27/11225.793351.022941030.3598 x0.28072.84  0.359820.64
Thu07/28/11225.827481.023091040.3634 x0.27712.69  0.363420.79
Fri07/29/11225.861611.023251050.3669 x0.27362.53  0.366920.95
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon08/01/11225.964001.023711080.3776 x0.26292.07  0.377621.41
Tue08/02/11225.956191.023681090.3811 x0.25942.10  0.381121.38
Wed08/03/11225.948391.023641100.3846 x0.25592.14  0.384621.34
Thu08/04/11225.940581.023611110.3880 x0.25252.17  0.388021.31
Fri08/05/11225.932771.023571120.3915 x0.24902.21  0.391521.27
Mon08/08/11225.909351.023471150.4020 x0.23852.31  0.402021.17
Tue08/09/11225.901551.023431160.4055 x0.23502.35  0.405521.13
Wed08/10/11225.893741.023391170.4089 x0.23162.39  0.408921.09
Thu08/11/11225.885941.023361180.4124 x0.22812.42  0.412421.06
Fri08/12/11225.878131.023321190.4159 x0.22462.46  0.415921.02
Mon08/15/11225.854711.023221220.4263 x0.21422.56  0.426320.92
Tue08/16/11225.846901.023181230.4298 x0.21072.60  0.429820.88
Wed08/17/11225.839101.023151240.4333 x0.20722.63  0.433320.85
Thu08/18/11225.831291.023111250.4368 x0.20372.67  0.436820.81
Fri08/19/11225.823481.023081260.4403 x0.20022.70  0.440320.78
Mon08/22/11225.800061.022971290.4507 x0.18982.81  0.450720.67
Tue08/23/11225.792261.022941300.4542 x0.18632.84  0.454220.64
Wed08/24/11225.784451.022901310.4576 x0.18292.88  0.457620.60
Thu08/25/11225.776651.022861320.4611 x0.17942.92  0.461120.56
Fri08/26/11225.768841.022831330.4646 x0.17592.95  0.464620.53
Mon08/29/11225.745421.022721360.4750 x0.16553.06  0.475020.42
Tue08/30/11225.737611.022691370.4785 x0.16203.09  0.478520.39
Wed08/31/11225.729811.022651380.4820 x0.15853.13  0.482020.35
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Thu09/01/11225.722001.022621390.4855 x0.15503.16  0.485520.32
Fri09/02/11225.728671.022651400.4890 x0.15153.13  0.489020.35
Mon09/05/11225.748671.022741430.4995 x0.14103.04  0.499520.44
Tue09/06/11225.755331.022771440.5030 x0.13753.01  0.503020.47
Wed09/07/11225.762001.022801450.5065 x0.13402.98  0.506520.50
Thu09/08/11225.768671.022831460.5100 x0.13052.95  0.510020.53
Fri09/09/11225.775331.022861470.5135 x0.12702.92  0.513520.56
Mon09/12/11225.795331.022951500.5241 x0.11642.83  0.524120.65
Tue09/13/11225.802001.022981510.5276 x0.11292.80  0.527620.68
Wed09/14/11225.808671.023011520.5311 x0.10942.77  0.531120.71
Thu09/15/11225.815331.023041530.5346 x0.10592.74  0.534620.74
Fri09/16/11225.822001.023071540.5381 x0.10242.71  0.538120.77
Mon09/19/11225.842001.023161570.5486 x0.09192.62  0.548620.86
Tue09/20/11225.848671.023191580.5521 x0.08842.59  0.552120.89
Wed09/21/11225.855331.023221590.5556 x0.08492.56  0.555620.92
Thu09/22/11225.862001.023251600.5592 x0.08132.53  0.559220.95
Fri09/23/11225.868671.023281610.5627 x0.07782.50  0.562720.98
Mon09/26/11225.888671.023371640.5732 x0.06732.41  0.573221.07
Tue09/27/11225.895331.023401650.5767 x0.06382.38  0.576721.10
Wed09/28/11225.902001.023431660.5802 x0.06032.35  0.580221.13
Thu09/29/11225.908671.023461670.5837 x0.05682.32  0.583721.16
Fri09/30/11225.915331.023491680.5872 x0.05332.29  0.587221.19
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon10/03/11225.962191.023701710.5979 x0.04262.08  0.597921.40
Tue10/04/11225.982291.023801720.6014 x0.03911.98  0.601421.50
Wed10/05/11226.002391.023891730.6050 x0.03551.89  0.605021.59
Thu10/06/11226.022481.023981740.6085 x0.03201.80  0.608521.68
Fri10/07/11226.042581.024071750.6121 x0.02841.71  0.612121.77
Mon10/10/11226.102871.024341780.6227 x0.01781.44  0.622722.04
Tue10/11/11226.122971.024431790.6263 x0.01421.35  0.626322.13
Wed10/12/11226.143061.024521800.6298 x0.01071.26  0.629822.22
Thu10/13/11226.163161.024621810.6334 x0.00711.16  0.633422.32
Fri10/14/11226.183261.024711820.6369 x0.00361.07  0.636922.41
Sat10/15/11226.203351.0248000.0000  0.00000.98 x0.640522.50
Mon10/17/11226.243551.0249820.0070  -0.00700.80 x0.647522.68
Tue10/18/11226.263651.0250730.0105  -0.01050.71 x0.651022.77
Wed10/19/11226.283741.0251640.0140  -0.01400.62 x0.654522.86
Thu10/20/11226.303841.0252550.0175  -0.01750.53 x0.658022.95
Fri10/21/11226.323941.0253460.0210  -0.02100.44 x0.661523.04
Mon10/24/11226.384231.0256290.0315  -0.03150.16 x0.672023.32
Tue10/25/11226.404321.02571100.0350  -0.03500.07 x0.675523.41
Wed10/26/11226.424421.02580110.0385  -0.0385-0.02 x0.679023.50
Thu10/27/11226.444521.02589120.0420  -0.0420-0.11 x0.682523.59
Fri10/28/11226.464611.02598130.0456  -0.0456-0.20 x0.686123.68
Mon10/31/11226.524901.02625160.0561  -0.0561-0.47 x0.696623.95
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Tue11/01/11226.545001.02635170.0596  -0.0596-0.57 x0.700124.05
Wed11/02/11226.556471.02640180.0631  -0.0631-0.62 x0.703624.10
Thu11/03/11226.567931.02645190.0666  -0.0666-0.67 x0.707124.15
Fri11/04/11226.579401.02650200.0701  -0.0701-0.72 x0.710624.20
Mon11/07/11226.613801.02666230.0806  -0.0806-0.88 x0.721124.36
Tue11/08/11226.625271.02671240.0842  -0.0842-0.93 x0.724724.41
Wed11/09/11226.636731.02676250.0877  -0.0877-0.98 x0.728224.46
Thu11/10/11226.648201.02681260.0912  -0.0912-1.03 x0.731724.51
Fri11/11/11226.659671.02686270.0947  -0.0947-1.08 x0.735224.56
Mon11/14/11226.694071.02702300.1052  -0.1052-1.24 x0.745724.72
Tue11/15/11226.705531.02707310.1087  -0.1087-1.29 x0.749224.77
Wed11/16/11226.717001.02712320.1123  -0.1123-1.34 x0.752824.82
Thu11/17/11226.728471.02718330.1158  -0.1158-1.40 x0.756324.88
Fri11/18/11226.739931.02723340.1193  -0.1193-1.45 x0.759824.93
Mon11/21/11226.774331.02738370.1298  -0.1298-1.60 x0.770325.08
Tue11/22/11226.785801.02744380.1333  -0.1333-1.66 x0.773825.14
Wed11/23/11226.797271.02749390.1369  -0.1369-1.71 x0.777425.19
Thu11/24/11226.808731.02754400.1404  -0.1404-1.76 x0.780925.24
Fri11/25/11226.820201.02759410.1439  -0.1439-1.81 x0.784425.29
Mon11/28/11226.854601.02775440.1544  -0.1544-1.97 x0.794925.45
Tue11/29/11226.866071.02780450.1580  -0.1580-2.02 x0.798525.50
Wed11/30/11226.877531.02785460.1615  -0.1615-2.07 x0.802025.55
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Thu12/01/11226.889001.02790470.1650  -0.1650-2.12 x0.805525.60
Fri12/02/11226.873901.02784480.1685  -0.1685-2.06 x0.809025.54
Mon12/05/11226.828611.02763510.1790  -0.1790-1.85 x0.819525.33
Tue12/06/11226.813521.02756520.1825  -0.1825-1.78 x0.823025.26
Wed12/07/11226.798421.02749530.1860  -0.1860-1.71 x0.826525.19
Thu12/08/11226.783321.02743540.1895  -0.1895-1.65 x0.830025.13
Fri12/09/11226.768231.02736550.1930  -0.1930-1.58 x0.833525.06
Mon12/12/11226.722941.02715580.2035  -0.2035-1.37 x0.844024.85
Tue12/13/11226.707841.02708590.2070  -0.2070-1.30 x0.847524.78
Wed12/14/11226.692741.02701600.2105  -0.2105-1.23 x0.851024.71
Thu12/15/11226.677651.02695610.2139  -0.2139-1.17 x0.854424.65
Fri12/16/11226.662551.02688620.2174  -0.2174-1.10 x0.857924.58
Mon12/19/11226.617261.02667650.2279  -0.2279-0.89 x0.868424.37
Tue12/20/11226.602161.02660660.2314  -0.2314-0.82 x0.871924.30
Wed12/21/11226.587061.02654670.2349  -0.2349-0.76 x0.875424.24
Thu12/22/11226.571971.02647680.2384  -0.2384-0.69 x0.878924.17
Fri12/23/11226.556871.02640690.2419  -0.2419-0.62 x0.882424.10
Mon12/26/11226.511581.02619720.2523  -0.2523-0.41 x0.892823.89
Tue12/27/11226.496481.02613730.2558  -0.2558-0.35 x0.896323.83
Wed12/28/11226.481391.02606740.2593  -0.2593-0.28 x0.899823.76
Thu12/29/11226.466291.02599750.2628  -0.2628-0.21 x0.903323.69
Fri12/30/11226.451191.02592760.2663  -0.2663-0.14 x0.906823.62
Sun01/01/12226.421001.02578

Generated  12/16/11  09:15