3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2007

Interest and OID per $1,000 Face Value for 2007 (until 01/15/07)

CUSIP Number9128272M3Interest 01/15/07 (184 days)$21.4793
Dated DateJanuary 15, 1997  
Ref CPI on Dated Date158.43548  
Original Issue DateFebruary 6, 1997  
 Purchased on Settelment Date
& held to 01/15/07		Held on 01/01/07
& 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
Mon01/01/07201.800001.2737017019.8583x 1.6210-0.85  19.85830.00
Tue01/02/07201.790321.2736417119.9742x 1.5051-0.79  19.9742-0.06
Wed01/03/07201.780651.2735817220.0900x 1.3893-0.73  20.0900-0.12
Thu01/04/07201.770971.2735217320.2059x 1.2734-0.67  20.2059-0.18
Fri01/05/07201.761291.2734617420.3217x 1.1576-0.61  20.3217-0.24
Mon01/08/07201.732261.2732817720.6692x 0.8101-0.43  20.6692-0.42
Tue01/09/07201.722581.2732217820.7850x 0.6943-0.37  20.7850-0.48
Wed01/10/07201.712901.2731517920.9006x 0.5787-0.30  20.9006-0.55
Thu01/11/07201.703231.2730918021.0164x 0.4629-0.24  21.0164-0.61
Fri01/12/07201.693551.2730318121.1321x 0.3472-0.18  21.1321-0.67
Mon01/15/07201.664521.2728500.0000  0.00000.00x 21.4793-0.85

Generated  08/28/11  09:28