3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2012

Interest and OID per $1,000 Face Value for 2012 (until 01/15/12)

CUSIP Number9128277J5Interest 01/15/12 (184 days)$21.5099
Dated DateJanuary 15, 2002  
Ref CPI on Dated Date177.56452  
Original Issue DateJanuary 15, 2002  
 Purchased on Settelment Date
& held to 01/15/12
Held on 01/01/12
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Sun01/01/12226.421001.2751517019.8809x 1.6290-0.49  19.88090.00
Mon01/02/12226.414841.2751117119.9972x 1.5127-0.45  19.9972-0.04
Tue01/03/12226.408681.2750817220.1137x 1.3962-0.42  20.1137-0.07
Wed01/04/12226.402521.2750417320.2300x 1.2799-0.38  20.2300-0.11
Thu01/05/12226.396351.2750117420.3465x 1.1634-0.35  20.3465-0.14
Fri01/06/12226.390191.2749717520.4627x 1.0472-0.31  20.4627-0.18
Mon01/09/12226.371711.2748717820.8119x 0.6980-0.21  20.8119-0.28
Tue01/10/12226.365551.2748417920.9283x 0.5816-0.18  20.9283-0.31
Wed01/11/12226.359391.2748018021.0446x 0.4653-0.14  21.0446-0.35
Thu01/12/12226.353231.2747718121.1610x 0.3489-0.11  21.1610-0.38
Fri01/13/12226.347061.2747318221.2773x 0.2326-0.07  21.2773-0.42
Sun01/15/12226.334741.2746600.0000  0.00000.00x 21.5099-0.49

Generated  12/15/12  09:37