2.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2017

Interest and OID per $1,000 Face Value for 2017 (until 01/15/17)

						Purchased on Settelment Date & held to 01/15/17				Held on 01/01/17 & 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
Sun	01/01/17	241.72900	1.19867	170	13.1512	x		1.0730	-0.84			13.1512	0.00
Mon	01/02/17	241.71687	1.19861	171	13.2279	x		0.9963	-0.78			13.2279	-0.06
Tue	01/03/17	241.70474	1.19855	172	13.3046	x		0.9196	-0.72			13.3046	-0.12
Wed	01/04/17	241.69261	1.19849	173	13.3812	x		0.8430	-0.66			13.3812	-0.18
Thu	01/05/17	241.68048	1.19843	174	13.4579	x		0.7663	-0.60			13.4579	-0.24
Fri	01/06/17	241.66835	1.19837	175	13.5346	x		0.6896	-0.54			13.5346	-0.30
Mon	01/09/17	241.63197	1.19819	178	13.7645	x		0.4597	-0.36			13.7645	-0.48
Tue	01/10/17	241.61984	1.19813	179	13.8412	x		0.3830	-0.30			13.8412	-0.54
Wed	01/11/17	241.60771	1.19807	180	13.9178	x		0.3064	-0.24			13.9178	-0.60
Thu	01/12/17	241.59558	1.19801	181	13.9944	x		0.2298	-0.18			13.9944	-0.66
Fri	01/13/17	241.58345	1.19795	182	14.0710	x		0.1532	-0.12			14.0710	-0.72
Sun	01/15/17	241.55919	1.19783	0	0.0000			0.0000	0.00	x		14.2242	-0.84

Generated 12/13/17 10:09