3.625% 5-Year Treasury Inflation Protected Security (TIPS) due July 15, 2002

Interest and OID per $1,000 Face Value for 2002 (until 07/15/02)

CUSIP Number9128273A8Interest 01/15/02 (184 days)$20.0954
Dated DateJuly 15, 1997Interest 07/15/02 (181 days)$20.3482
Ref CPI on Dated Date160.15484Interest Total$40.4436
Original Issue DateJuly 15, 1997  
 Purchased on Settelment Date
& held to 07/15/02
Held on 01/01/02
& 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
Tue01/01/02177.700001.1095517018.5804xx21.863213.11  18.58040.00
Wed01/02/02177.690321.1094917118.6887xx21.754913.17  18.6887-0.06
Thu01/03/02177.680651.1094317218.7970xx21.646613.23  18.7970-0.12
Fri01/04/02177.670971.1093717318.9053xx21.538313.29  18.9053-0.18
Mon01/07/02177.641941.1091917619.2300xx21.213613.47  19.2300-0.36
Tue01/08/02177.632261.1091317719.3382xx21.105413.53  19.3382-0.42
Wed01/09/02177.622581.1090717819.4464xx20.997213.59  19.4464-0.48
Thu01/10/02177.612901.1090117919.5546xx20.889013.65  19.5546-0.54
Fri01/11/02177.603231.1089518019.6628xx20.780813.71  19.6628-0.60
Mon01/14/02177.574191.1087718319.9872xx20.456413.89  19.9872-0.78
Tue01/15/02177.564521.1087100.0000 x20.348213.95x 20.0954-0.84
Wed01/16/02177.554841.1086410.1110 x20.237214.02x 20.2064-0.91
Thu01/17/02177.545161.1085820.2220 x20.126214.08x 20.3174-0.97
Fri01/18/02177.535481.1085230.3330 x20.015214.14x 20.4284-1.03
Mon01/21/02177.506451.1083460.6659 x19.682314.32x 20.7613-1.21
Tue01/22/02177.496771.1082870.7769 x19.571314.38x 20.8723-1.27
Wed01/23/02177.487101.1082280.8878 x19.460414.44x 20.9832-1.33
Thu01/24/02177.477421.1081690.9987 x19.349514.50x 21.0941-1.39
Fri01/25/02177.467741.10810101.1096 x19.238614.56x 21.2050-1.45
Mon01/28/02177.438711.10792131.4423 x18.905914.74x 21.5377-1.63
Tue01/29/02177.429031.10786141.5531 x18.795114.80x 21.6485-1.69
Wed01/30/02177.419351.10780151.6640 x18.684214.86x 21.7594-1.75
Thu01/31/02177.409681.10774161.7748 x18.573414.92x 21.8702-1.81
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri02/01/02177.400001.10768171.8857 x18.462514.98x 21.9811-1.87
Mon02/04/02177.325001.10721202.2175 x18.130715.45x 22.3129-2.34
Tue02/05/02177.300001.10705212.3280 x18.020215.61x 22.4234-2.50
Wed02/06/02177.275001.10690222.4385 x17.909715.76x 22.5339-2.65
Thu02/07/02177.250001.10674232.5490 x17.799215.92x 22.6444-2.81
Fri02/08/02177.225001.10659242.6595 x17.688716.07x 22.7549-2.96
Mon02/11/02177.150001.10612272.9906 x17.357616.54x 23.0860-3.43
Tue02/12/02177.125001.10596283.1010 x17.247216.70x 23.1964-3.59
Wed02/13/02177.100001.10580293.2112 x17.137016.86x 23.3066-3.75
Thu02/14/02177.075001.10565303.3215 x17.026717.01x 23.4169-3.90
Fri02/15/02177.050001.10549313.4318 x16.916417.17x 23.5272-4.06
Mon02/18/02176.975001.10502343.7623 x16.585917.64x 23.8577-4.53
Tue02/19/02176.950001.10487353.8724 x16.475817.79x 23.9678-4.68
Wed02/20/02176.925001.10471363.9824 x16.365817.95x 24.0778-4.84
Thu02/21/02176.900001.10456374.0925 x16.255718.10x 24.1879-4.99
Fri02/22/02176.875001.10440384.2025 x16.145718.26x 24.2979-5.15
Mon02/25/02176.800001.10393414.5324 x15.815818.73x 24.6278-5.62
Tue02/26/02176.775001.10378424.6423 x15.705918.88x 24.7377-5.77
Wed02/27/02176.750001.10362434.7521 x15.596119.04x 24.8475-5.93
Thu02/28/02176.725001.10346444.8619 x15.486319.20x 24.9573-6.09
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri03/01/02176.700001.10331454.9718 x15.376419.35x 25.0672-6.24
Mon03/04/02176.738711.10355485.3044 x15.043819.11x 25.3998-6.00
Tue03/05/02176.751611.10363495.4153 x14.932919.03x 25.5107-5.92
Wed03/06/02176.764521.10371505.5262 x14.822018.95x 25.6216-5.84
Thu03/07/02176.777421.10379515.6371 x14.711118.87x 25.7325-5.76
Fri03/08/02176.790321.10387525.7481 x14.600118.79x 25.8435-5.68
Mon03/11/02176.829031.10411556.0810 x14.267218.55x 26.1764-5.44
Tue03/12/02176.841941.10419566.1920 x14.156218.47x 26.2874-5.36
Wed03/13/02176.854841.10427576.3030 x14.045218.39x 26.3984-5.28
Thu03/14/02176.867741.10435586.4141 x13.934118.31x 26.5095-5.20
Fri03/15/02176.880651.10444596.5252 x13.823018.22x 26.6206-5.11
Mon03/18/02176.919351.10468626.8585 x13.489717.98x 26.9539-4.87
Tue03/19/02176.932261.10476636.9696 x13.378617.90x 27.0650-4.79
Wed03/20/02176.945161.10484647.0807 x13.267517.82x 27.1761-4.71
Thu03/21/02176.958061.10492657.1919 x13.156317.74x 27.2873-4.63
Fri03/22/02176.970971.10500667.3031 x13.045117.66x 27.3985-4.55
Mon03/25/02177.009681.10524697.6367 x12.711517.42x 27.7321-4.31
Tue03/26/02177.022581.10532707.7479 x12.600317.34x 27.8433-4.23
Wed03/27/02177.035481.10540717.8592 x12.489017.26x 27.9546-4.15
Thu03/28/02177.048391.10548727.9704 x12.377817.18x 28.0658-4.07
Fri03/29/02177.061291.10556738.0817 x12.266517.10x 28.1771-3.99
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon04/01/02177.100001.10580768.4157 x11.932516.86x 28.5111-3.75
Tue04/02/02177.123331.10595778.5276 x11.820616.71x 28.6230-3.60
Wed04/03/02177.146671.10610788.6395 x11.708716.56x 28.7349-3.45
Thu04/04/02177.170001.10624798.7514 x11.596816.42x 28.8468-3.31
Fri04/05/02177.193331.10639808.8633 x11.484916.27x 28.9587-3.16
Mon04/08/02177.263331.10682839.1993 x11.148915.84x 29.2947-2.73
Tue04/09/02177.286671.10697849.3114 x11.036815.69x 29.4068-2.58
Wed04/10/02177.310001.10712859.4235 x10.924715.54x 29.5189-2.43
Thu04/11/02177.333331.10726869.5356 x10.812615.40x 29.6310-2.29
Fri04/12/02177.356671.10741879.6478 x10.700415.25x 29.7432-2.14
Mon04/15/02177.426671.10784909.9843 x10.363914.82x 30.0797-1.71
Tue04/16/02177.450001.107999110.0966 x10.251614.67x 30.1920-1.56
Wed04/17/02177.473331.108149210.2090 x10.139214.52x 30.3044-1.41
Thu04/18/02177.496671.108289310.3212 x10.027014.38x 30.4166-1.27
Fri04/19/02177.520001.108439410.4336 x9.914614.23x 30.5290-1.12
Mon04/22/02177.590001.108869710.7708 x9.577413.80x 30.8662-0.69
Tue04/23/02177.613331.109019810.8833 x9.464913.65x 30.9787-0.54
Wed04/24/02177.636671.109169910.9959 x9.352313.50x 31.0913-0.39
Thu04/25/02177.660001.1093010011.1083 x9.239913.36x 31.2037-0.25
Fri04/26/02177.683331.1094510111.2209 x9.127313.21x 31.3163-0.10
Mon04/29/02177.753331.1098810411.5587 x8.789512.78x 31.65410.33
Tue04/30/02177.776671.1100310511.6714 x8.676812.63x 31.76680.48
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed05/01/02177.800001.1101810611.7842 x8.564012.48x 31.87960.63
Thu05/02/02177.832261.1103810711.8975 x8.450712.28x 31.99290.83
Fri05/03/02177.864521.1105810812.0108 x8.337412.08x 32.10621.03
Mon05/06/02177.961291.1111811112.3511 x7.997111.48x 32.44651.63
Tue05/07/02177.993551.1113811212.4646 x7.883611.28x 32.56001.83
Wed05/08/02178.025811.1115911312.5783 x7.769911.07x 32.67372.04
Thu05/09/02178.058061.1117911412.6919 x7.656310.87x 32.78732.24
Fri05/10/02178.090321.1119911512.8055 x7.542710.67x 32.90092.44
Mon05/13/02178.187101.1125911813.1467 x7.201510.07x 33.24213.04
Tue05/14/02178.219351.1127911913.2605 x7.08779.87x 33.35593.24
Wed05/15/02178.251611.1130012013.3744 x6.97389.66x 33.46983.45
Thu05/16/02178.283871.1132012113.4883 x6.85999.46x 33.58373.65
Fri05/17/02178.316131.1134012213.6022 x6.74609.26x 33.69763.85
Mon05/20/02178.412901.1140012513.9442 x6.40408.66x 34.03964.45
Tue05/21/02178.445161.1142012614.0583 x6.28998.46x 34.15374.65
Wed05/22/02178.477421.1144112714.1726 x6.17568.25x 34.26804.86
Thu05/23/02178.509681.1146112814.2867 x6.06158.05x 34.38215.06
Fri05/24/02178.541941.1148112914.4009 x5.94737.85x 34.49635.26
Mon05/27/02178.638711.1154113214.7437 x5.60457.25x 34.83915.86
Tue05/28/02178.670971.1156113314.8581 x5.49017.05x 34.95356.06
Wed05/29/02178.703231.1158213414.9726 x5.37566.84x 35.06806.27
Thu05/30/02178.735481.1160213515.0871 x5.26116.64x 35.18256.47
Fri05/31/02178.767741.1162213615.2016 x5.14666.44x 35.29706.67
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon06/03/02178.866671.1168413915.5455 x4.80275.82x 35.64097.29
Tue06/04/02178.900001.1170414015.6602 x4.68805.62x 35.75567.49
Wed06/05/02178.933331.1172514115.7750 x4.57325.41x 35.87047.70
Thu06/06/02178.966671.1174614215.8898 x4.45845.20x 35.98527.91
Fri06/07/02179.000001.1176714316.0048 x4.34344.99x 36.10028.12
Mon06/10/02179.100001.1182914616.3496 x3.99864.37x 36.44508.74
Tue06/11/02179.133331.1185014716.4647 x3.88354.16x 36.56018.95
Wed06/12/02179.166671.1187114816.5798 x3.76843.95x 36.67529.16
Thu06/13/02179.200001.1189214916.6949 x3.65333.74x 36.79039.37
Fri06/14/02179.233331.1191315016.8101 x3.53813.53x 36.90559.58
Mon06/17/02179.333331.1197515317.1558 x3.19242.91x 37.251210.20
Tue06/18/02179.366671.1199615417.2712 x3.07702.70x 37.366610.41
Wed06/19/02179.400001.1201715517.3866 x2.96162.49x 37.482010.62
Thu06/20/02179.433331.1203715617.5019 x2.84632.29x 37.597310.82
Fri06/21/02179.466671.1205815717.6174 x2.73082.08x 37.712811.03
Mon06/24/02179.566671.1212116017.9641 x2.38411.45x 38.059511.66
Tue06/25/02179.600001.1214116118.0796 x2.26861.25x 38.175011.86
Wed06/26/02179.633331.1216216218.1953 x2.15291.04x 38.290712.07
Thu06/27/02179.666671.1218316318.3111 x2.03710.83x 38.406512.28
Fri06/28/02179.700001.1220416418.4269 x1.92130.62x 38.522312.49
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon07/01/02179.800001.1226616718.7743 x1.57390.00x 38.869713.11
Tue07/02/02179.800001.1226616818.8867 x1.46150.00x 38.982113.11
Wed07/03/02179.800001.1226616918.9992 x1.34900.00x 39.094613.11
Thu07/04/02179.800001.1226617019.1116 x1.23660.00x 39.207013.11
Fri07/05/02179.800001.1226617119.2240 x1.12420.00x 39.319413.11
Mon07/08/02179.800001.1226617419.5613 x0.78690.00x 39.656713.11
Tue07/09/02179.800001.1226617519.6737 x0.67450.00x 39.769113.11
Wed07/10/02179.800001.1226617619.7861 x0.56210.00x 39.881513.11
Thu07/11/02179.800001.1226617719.8985 x0.44970.00x 39.993913.11
Fri07/12/02179.800001.1226617820.0109 x0.33730.00x 40.106313.11
Mon07/15/02179.800001.1226600.0000  0.00000.00xx40.443613.11

Generated  03/09/11  23:46