4.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2010

Interest and OID per $1,000 Face Value for 2000

CUSIP Number9128275W8  
Dated DateJanuary 15, 2000Interest 07/15/00 (182 days)$21.6289
Ref CPI on Dated Date168.24516  
Original Issue DateJanuary 18, 2000Interest 01/15/01 (184 days)  
 Purchased on Settelment Date
& held to 01/01/01
Held on 01/18/00
& 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
Tue01/18/00168.254841.0000630.3503 x21.278634.15  0.35030.00
Wed01/19/00168.258061.0000840.4671 x21.161834.13  0.46710.02
Thu01/20/00168.261291.0001050.5838 x21.045134.11  0.58380.04
Fri01/21/00168.264521.0001260.7006 x20.928334.09  0.70060.06
Mon01/24/00168.274191.0001791.0510 x20.577934.04  1.05100.11
Tue01/25/00168.277421.00019101.1678 x20.461134.02  1.16780.13
Wed01/26/00168.280651.00021111.2846 x20.344334.00  1.28460.15
Thu01/27/00168.283871.00023121.4014 x20.227533.98  1.40140.17
Fri01/28/00168.287101.00025131.5182 x20.110733.96  1.51820.19
Mon01/31/00168.296771.00031161.8687 x19.760233.90  1.86870.25
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue02/01/00168.300001.00033171.9855 x19.643433.88  1.98550.27
Wed02/02/00168.300001.00033182.1023 x19.526633.88  2.10230.27
Thu02/03/00168.300001.00033192.2191 x19.409833.88  2.21910.27
Fri02/04/00168.300001.00033202.3359 x19.293033.88  2.33590.27
Mon02/07/00168.300001.00033232.6863 x18.942633.88  2.68630.27
Tue02/08/00168.300001.00033242.8031 x18.825833.88  2.80310.27
Wed02/09/00168.300001.00033252.9199 x18.709033.88  2.91990.27
Thu02/10/00168.300001.00033263.0367 x18.592233.88  3.03670.27
Fri02/11/00168.300001.00033273.1535 x18.475433.88  3.15350.27
Mon02/14/00168.300001.00033303.5039 x18.125033.88  3.50390.27
Tue02/15/00168.300001.00033313.6207 x18.008233.88  3.62070.27
Wed02/16/00168.300001.00033323.7375 x17.891433.88  3.73750.27
Thu02/17/00168.300001.00033333.8543 x17.774633.88  3.85430.27
Fri02/18/00168.300001.00033343.9711 x17.657833.88  3.97110.27
Mon02/21/00168.300001.00033374.3215 x17.307433.88  4.32150.27
Tue02/22/00168.300001.00033384.4383 x17.190633.88  4.43830.27
Wed02/23/00168.300001.00033394.5551 x17.073833.88  4.55510.27
Thu02/24/00168.300001.00033404.6719 x16.957033.88  4.67190.27
Fri02/25/00168.300001.00033414.7887 x16.840233.88  4.78870.27
Mon02/28/00168.300001.00033445.1391 x16.489833.88  5.13910.27
Tue02/29/00168.300001.00033455.2559 x16.373033.88  5.25590.27
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed03/01/00168.300001.00033465.3727 x16.256233.88  5.37270.27
Thu03/02/00168.312901.00040475.4898 x16.139133.81  5.48980.34
Fri03/03/00168.325811.00048485.6071 x16.021833.73  5.60710.42
Mon03/06/00168.364521.00071515.9589 x15.670033.50  5.95890.65
Tue03/07/00168.377421.00079526.0762 x15.552733.42  6.07620.73
Wed03/08/00168.390321.00086536.1935 x15.435433.35  6.19350.80
Thu03/09/00168.403231.00094546.3109 x15.318033.27  6.31090.88
Fri03/10/00168.416131.00102556.4283 x15.200633.19  6.42830.96
Mon03/13/00168.454841.00125586.7804 x14.848532.96  6.78041.19
Tue03/14/00168.467741.00132596.8978 x14.731132.89  6.89781.26
Wed03/15/00168.480651.00140607.0153 x14.613632.81  7.01531.34
Thu03/16/00168.493551.00148617.1328 x14.496132.73  7.13281.42
Fri03/17/00168.506451.00155627.2502 x14.378732.66  7.25021.49
Mon03/20/00168.545161.00178657.6028 x14.026132.43  7.60281.72
Tue03/21/00168.558061.00186667.7204 x13.908532.35  7.72041.80
Wed03/22/00168.570971.00194677.8380 x13.790932.27  7.83801.88
Thu03/23/00168.583871.00201687.9555 x13.673432.20  7.95551.95
Fri03/24/00168.596771.00209698.0732 x13.555732.12  8.07322.03
Mon03/27/00168.635481.00232728.4261 x13.202831.89  8.42612.26
Tue03/28/00168.648391.00240738.5438 x13.085131.81  8.54382.34
Wed03/29/00168.661291.00247748.6615 x12.967431.74  8.66152.41
Thu03/30/00168.674191.00255758.7792 x12.849731.66  8.77922.49
Fri03/31/00168.687101.00263768.8970 x12.731931.58  8.89702.57
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon04/03/00168.766671.00310799.2525 x12.376431.11  9.25253.04
Tue04/04/00168.800001.00330809.3715 x12.257430.91  9.37153.24
Wed04/05/00168.833331.00350819.4905 x12.138430.71  9.49053.44
Thu04/06/00168.866671.00369829.6095 x12.019430.52  9.60953.63
Fri04/07/00168.900001.00389839.7286 x11.900330.32  9.72863.83
Mon04/10/00169.000001.004498610.0863 x11.542629.72  10.08634.43
Tue04/11/00169.033331.004688710.2055 x11.423429.53  10.20554.62
Wed04/12/00169.066671.004888810.3249 x11.304029.33  10.32494.82
Thu04/13/00169.100001.005088910.4443 x11.184629.13  10.44435.02
Fri04/14/00169.133331.005289010.5637 x11.065228.93  10.56375.22
Mon04/17/00169.233331.005879310.9223 x10.706628.34  10.92235.81
Tue04/18/00169.266671.006079411.0419 x10.587028.14  11.04196.01
Wed04/19/00169.300001.006279511.1616 x10.467327.94  11.16166.21
Thu04/20/00169.333331.006479611.2813 x10.347627.74  11.28136.41
Fri04/21/00169.366671.006679711.4011 x10.227827.54  11.40116.61
Mon04/24/00169.466671.0072610011.7606 x9.868326.95  11.76067.20
Tue04/25/00169.500001.0074610111.8806 x9.748326.75  11.88067.40
Wed04/26/00169.533331.0076610212.0006 x9.628326.55  12.00067.60
Thu04/27/00169.566671.0078510312.1205 x9.508426.36  12.12057.79
Fri04/28/00169.600001.0080510412.2406 x9.388326.16  12.24067.99
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon05/01/00169.700001.0086510712.6012 x9.027725.56  12.60128.59
Tue05/02/00169.745161.0089210812.7224 x8.906525.29  12.72248.86
Wed05/03/00169.790321.0091810912.8435 x8.785425.03  12.84359.12
Thu05/04/00169.835481.0094511012.9648 x8.664124.76  12.96489.39
Fri05/05/00169.880651.0097211113.0861 x8.542824.49  13.08619.66
Mon05/08/00170.016131.0105311413.4506 x8.178323.68  13.450610.47
Tue05/09/00170.061291.0107911513.5721 x8.056823.42  13.572110.73
Wed05/10/00170.106451.0110611613.6938 x7.935123.15  13.693811.00
Thu05/11/00170.151611.0113311713.8155 x7.813422.88  13.815511.27
Fri05/12/00170.196771.0116011813.9373 x7.691622.61  13.937311.54
Mon05/15/00170.332261.0124112114.3031 x7.325821.80  14.303112.35
Tue05/16/00170.377421.0126712214.4250 x7.203921.54  14.425012.61
Wed05/17/00170.422581.0129412314.5471 x7.081821.27  14.547112.88
Thu05/18/00170.467741.0132112414.6693 x6.959621.00  14.669313.15
Fri05/19/00170.512901.0134812514.7915 x6.837420.73  14.791513.42
Mon05/22/00170.648391.0142812815.1585 x6.470419.93  15.158514.22
Tue05/23/00170.693551.0145512915.2810 x6.347919.66  15.281014.49
Wed05/24/00170.738711.0148213015.4035 x6.225419.39  15.403514.76
Thu05/25/00170.783871.0150913115.5261 x6.102819.12  15.526115.03
Fri05/26/00170.829031.0153613215.6488 x5.980118.85  15.648815.30
Mon05/29/00170.964521.0161613516.0171 x5.611818.05  16.017116.10
Tue05/30/00171.009681.0164313616.1400 x5.488917.78  16.140016.37
Wed05/31/00171.054841.0167013716.2630 x5.365917.51  16.263016.64
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu06/01/00171.100001.0169713816.3861 x5.242817.24  16.386116.91
Fri06/02/00171.103331.0169913916.5051 x5.123817.22  16.505116.93
Mon06/05/00171.113331.0170514216.8624 x4.766517.16  16.862416.99
Tue06/06/00171.116671.0170714316.9814 x4.647517.14  16.981417.01
Wed06/07/00171.120001.0170914417.1005 x4.528417.12  17.100517.03
Thu06/08/00171.123331.0171114517.2196 x4.409317.10  17.219617.05
Fri06/09/00171.126671.0171314617.3387 x4.290217.08  17.338717.07
Mon06/12/00171.136671.0171914917.6960 x3.932917.02  17.696017.13
Tue06/13/00171.140001.0172115017.8151 x3.813817.00  17.815117.15
Wed06/14/00171.143331.0172315117.9343 x3.694616.98  17.934317.17
Thu06/15/00171.146671.0172515218.0534 x3.575516.96  18.053417.19
Fri06/16/00171.150001.0172715318.1725 x3.456416.94  18.172517.21
Mon06/19/00171.160001.0173215618.5298 x3.099116.89  18.529817.26
Tue06/20/00171.163331.0173415718.6489 x2.980016.87  18.648917.28
Wed06/21/00171.166671.0173615818.7681 x2.860816.85  18.768117.30
Thu06/22/00171.170001.0173815918.8872 x2.741716.83  18.887217.32
Fri06/23/00171.173331.0174016019.0064 x2.622516.81  19.006417.34
Mon06/26/00171.183331.0174616319.3639 x2.265016.75  19.363917.40
Tue06/27/00171.186671.0174816419.4831 x2.145816.73  19.483117.42
Wed06/28/00171.190001.0175016519.6022 x2.026716.71  19.602217.44
Thu06/29/00171.193331.0175216619.7214 x1.907516.69  19.721417.46
Fri06/30/00171.196671.0175416719.8406 x1.788316.67  19.840617.48
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon07/03/00171.206451.0176017020.1982 x1.430716.61  20.198217.54
Tue07/04/00171.209681.0176217120.3175 x1.311416.59  20.317517.56
Wed07/05/00171.212901.0176417220.4367 x1.192216.57  20.436717.58
Thu07/06/00171.216131.0176617320.5559 x1.073016.55  20.555917.60
Fri07/07/00171.219351.0176817420.6751 x0.953816.53  20.675117.62
Mon07/10/00171.229031.0177417721.0328 x0.596116.47  21.032817.68
Tue07/11/00171.232261.0177517821.1519 x0.477016.46  21.151917.69
Wed07/12/00171.235481.0177717921.2711 x0.357816.44  21.271117.71
Thu07/13/00171.238711.0177918021.3904 x0.238516.42  21.390417.73
Fri07/14/00171.241941.0178118121.5096 x0.119316.40  21.509617.75
Sat07/15/00171.245161.0178300.0000  0.000016.38 x21.628917.77
Mon07/17/00171.251611.0178720.2351  -0.235116.34 x21.864017.81
Tue07/18/00171.254841.0178930.3527  -0.352716.32 x21.981617.83
Wed07/19/00171.258061.0179140.4702  -0.470216.30 x22.099117.85
Thu07/20/00171.261291.0179350.5878  -0.587816.28 x22.216717.87
Fri07/21/00171.264521.0179560.7054  -0.705416.26 x22.334317.89
Mon07/24/00171.274191.0180091.0581  -1.058116.21 x22.687017.94
Tue07/25/00171.277421.01802101.1757  -1.175716.19 x22.804617.96
Wed07/26/00171.280651.01804111.2933  -1.293316.17 x22.922217.98
Thu07/27/00171.283871.01806121.4109  -1.410916.15 x23.039818.00
Fri07/28/00171.287101.01808131.5285  -1.528516.13 x23.157418.02
Mon07/31/00171.296771.01814161.8813  -1.881316.07 x23.510218.08
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue08/01/00171.300001.01816171.9990  -1.999016.05 x23.627918.10
Wed08/02/00171.332261.01835182.1170  -2.117015.86 x23.745918.29
Thu08/03/00171.364521.01854192.2350  -2.235015.67 x23.863918.48
Fri08/04/00171.396771.01873202.3530  -2.353015.48 x23.981918.67
Mon08/07/00171.493551.01931232.7075  -2.707514.90 x24.336419.25
Tue08/08/00171.525811.01950242.8258  -2.825814.71 x24.454719.44
Wed08/09/00171.558061.01969252.9441  -2.944114.52 x24.573019.63
Thu08/10/00171.590321.01988263.0624  -3.062414.33 x24.691319.82
Fri08/11/00171.622581.02007273.1808  -3.180814.14 x24.809720.01
Mon08/14/00171.719351.02065303.5362  -3.536213.56 x25.165120.59
Tue08/15/00171.751611.02084313.6548  -3.654813.37 x25.283720.78
Wed08/16/00171.783871.02103323.7734  -3.773413.18 x25.402320.97
Thu08/17/00171.816131.02122333.8920  -3.892012.99 x25.520921.16
Fri08/18/00171.848391.02142344.0107  -4.010712.79 x25.639621.36
Mon08/21/00171.945161.02199374.3671  -4.367112.22 x25.996021.93
Tue08/22/00171.977421.02218384.4859  -4.485912.03 x26.114822.12
Wed08/23/00172.009681.02238394.6049  -4.604911.83 x26.233822.32
Thu08/24/00172.041941.02257404.7238  -4.723811.64 x26.352722.51
Fri08/25/00172.074191.02276414.8428  -4.842811.45 x26.471722.70
Mon08/28/00172.170971.02333445.2001  -5.200110.88 x26.829023.27
Tue08/29/00172.203231.02353455.3193  -5.319310.68 x26.948223.47
Wed08/30/00172.235481.02372465.4385  -5.438510.49 x27.067423.66
Thu08/31/00172.267741.02391475.5578  -5.557810.30 x27.186723.85
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri09/01/00172.300001.02410485.6771  -5.677110.11 x27.306024.04
Mon09/04/00172.330001.02428516.0330  -6.03309.93 x27.661924.22
Tue09/05/00172.340001.02434526.1516  -6.15169.87 x27.780524.28
Wed09/06/00172.350001.02440536.2703  -6.27039.81 x27.899224.34
Thu09/07/00172.360001.02446546.3890  -6.38909.75 x28.017924.40
Fri09/08/00172.370001.02452556.5077  -6.50779.69 x28.136624.46
Mon09/11/00172.400001.02470586.8638  -6.86389.51 x28.492724.64
Tue09/12/00172.410001.02475596.9825  -6.98259.46 x28.611424.69
Wed09/13/00172.420001.02481607.1013  -7.10139.40 x28.730224.75
Thu09/14/00172.430001.02487617.2200  -7.22009.34 x28.848924.81
Fri09/15/00172.440001.02493627.3388  -7.33889.28 x28.967724.87
Mon09/18/00172.470001.02511657.6953  -7.69539.10 x29.324225.05
Tue09/19/00172.480001.02517667.8141  -7.81419.04 x29.443025.11
Wed09/20/00172.490001.02523677.9330  -7.93308.98 x29.561925.17
Thu09/21/00172.500001.02529688.0519  -8.05198.92 x29.680825.23
Fri09/22/00172.510001.02535698.1708  -8.17088.86 x29.799725.29
Mon09/25/00172.540001.02553728.5275  -8.52758.68 x30.156425.47
Tue09/26/00172.550001.02559738.6464  -8.64648.62 x30.275325.53
Wed09/27/00172.560001.02565748.7654  -8.76548.56 x30.394325.59
Thu09/28/00172.570001.02571758.8844  -8.88448.50 x30.513325.65
Fri09/29/00172.580001.02577769.0034  -9.00348.44 x30.632325.71
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon10/02/00172.603231.02590799.3599  -9.35998.31 x30.988825.84
Tue10/03/00172.606451.02592809.4786  -9.47868.29 x31.107525.86
Wed10/04/00172.609681.02594819.5973  -9.59738.27 x31.226225.88
Thu10/05/00172.612901.02596829.7160  -9.71608.25 x31.344925.90
Fri10/06/00172.616131.02598839.8346  -9.83468.23 x31.463525.92
Mon10/09/00172.625811.026048610.1907  -10.19078.17 x31.819625.98
Tue10/10/00172.629031.026068710.3094  -10.30948.15 x31.938326.00
Wed10/11/00172.632261.026088810.4281  -10.42818.13 x32.057026.02
Thu10/12/00172.635481.026098910.5467  -10.54678.12 x32.175626.03
Fri10/13/00172.638711.026119010.6654  -10.66548.10 x32.294326.05
Mon10/16/00172.648391.026179311.0216  -11.02168.04 x32.650526.11
Tue10/17/00172.651611.026199411.1403  -11.14038.02 x32.769226.13
Wed10/18/00172.654841.026219511.2590  -11.25908.00 x32.887926.15
Thu10/19/00172.658061.026239611.3778  -11.37787.98 x33.006726.17
Fri10/20/00172.661291.026259711.4965  -11.49657.96 x33.125426.19
Mon10/23/00172.670971.0263110011.8528  -11.85287.90 x33.481726.25
Tue10/24/00172.674191.0263210111.9714  -11.97147.89 x33.600326.26
Wed10/25/00172.677421.0263410212.0902  -12.09027.87 x33.719126.28
Thu10/26/00172.680651.0263610312.2089  -12.20897.85 x33.837826.30
Fri10/27/00172.683871.0263810412.3277  -12.32777.83 x33.956626.32
Mon10/30/00172.693551.0264410712.6841  -12.68417.77 x34.313026.38
Tue10/31/00172.696771.0264610812.8029  -12.80297.75 x34.431826.40
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed11/01/00172.700001.0264810912.9217  -12.92177.73 x34.550626.42
Thu11/02/00172.733331.0266811013.0427  -13.04277.53 x34.671626.62
Fri11/03/00172.766671.0268711113.1637  -13.16377.34 x34.792626.81
Mon11/06/00172.866671.0274711413.5274  -13.52746.74 x35.156327.41
Tue11/07/00172.900001.0276711513.6487  -13.64876.54 x35.277627.61
Wed11/08/00172.933331.0278711613.7701  -13.77016.34 x35.399027.81
Thu11/09/00172.966671.0280611713.8914  -13.89146.15 x35.520328.00
Fri11/10/00173.000001.0282611814.0128  -14.01285.95 x35.641728.20
Mon11/13/00173.100001.0288612114.3775  -14.37755.35 x36.006428.80
Tue11/14/00173.133331.0290512214.4990  -14.49905.16 x36.127928.99
Wed11/15/00173.166671.0292512314.6207  -14.62074.96 x36.249629.19
Thu11/16/00173.200001.0294512414.7424  -14.74244.76 x36.371329.39
Fri11/17/00173.233331.0296512514.8642  -14.86424.56 x36.493129.59
Mon11/20/00173.333331.0302412815.2296  -15.22963.97 x36.858530.18
Tue11/21/00173.366671.0304412915.3516  -15.35163.77 x36.980530.38
Wed11/22/00173.400001.0306413015.4736  -15.47363.57 x37.102530.58
Thu11/23/00173.433331.0308413115.5957  -15.59573.37 x37.224630.78
Fri11/24/00173.466671.0310413215.7178  -15.71783.17 x37.346730.98
Mon11/27/00173.566671.0316313516.0842  -16.08422.58 x37.713131.57
Tue11/28/00173.600001.0318313616.2065  -16.20652.38 x37.835431.77
Wed11/29/00173.633331.0320313716.3288  -16.32882.18 x37.957731.97
Thu11/30/00173.666671.0322213816.4510  -16.45101.99 x38.079932.16
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri12/01/00173.700001.0324213916.5734  -16.57341.79 x38.202332.36
Mon12/04/00173.729031.0325914216.9339  -16.93391.62 x38.562832.53
Tue12/05/00173.738711.0326514317.0542  -17.05421.56 x38.683132.59
Wed12/06/00173.748391.0327114417.1744  -17.17441.50 x38.803332.65
Thu12/07/00173.758061.0327714517.2947  -17.29471.44 x38.923632.71
Fri12/08/00173.767741.0328214617.4148  -17.41481.39 x39.043732.76
Mon12/11/00173.796771.0330014917.7757  -17.77571.21 x39.404632.94
Tue12/12/00173.806451.0330515017.8959  -17.89591.16 x39.524832.99
Wed12/13/00173.816131.0331115118.0163  -18.01631.10 x39.645233.05
Thu12/14/00173.825811.0331715218.1366  -18.13661.04 x39.765533.11
Fri12/15/00173.835481.0332315318.2570  -18.25700.98 x39.885933.17
Mon12/18/00173.864521.0334015618.6180  -18.61800.81 x40.246933.34
Tue12/19/00173.874191.0334615718.7385  -18.73850.75 x40.367433.40
Wed12/20/00173.883871.0335115818.8587  -18.85870.70 x40.487633.45
Thu12/21/00173.893551.0335715918.9792  -18.97920.64 x40.608133.51
Fri12/22/00173.903231.0336316019.0997  -19.09970.58 x40.728633.57
Mon12/25/00173.932261.0338016319.4610  -19.46100.41 x41.089933.74
Tue12/26/00173.941941.0338616419.5815  -19.58150.35 x41.210433.80
Wed12/27/00173.951611.0339216519.7021  -19.70210.29 x41.331033.86
Thu12/28/00173.961291.0339816619.8226  -19.82260.23 x41.451533.92
Fri12/29/00173.970971.0340316719.9430  -19.94300.18 x41.571933.97
Mon01/01/01174.000001.03421

Generated  03/12/12  21:27