2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

Interest and OID per $1,000 Face Value for 2010

CUSIP Number	912810FR4	Interest 01/15/10 (184 days)	$13.6231
Dated Date	July 15, 2004	Interest 07/15/10 (181 days)	$13.7390
Ref CPI on Dated Date	188.49677	Interest Total	$27.3621
Original Issue Date	July 30, 2004	Interest 01/15/11 (184 days)

						Purchased on Settelment Date & held to 01/01/11				Held on 01/01/10 & 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
Fri	01/01/10	216.17700	1.14685	170	12.5826	x	x	14.7795	13.44			12.5826	0.00
Mon	01/04/10	216.19181	1.14693	173	12.8056	x	x	14.5565	13.36			12.8056	0.08
Tue	01/05/10	216.19674	1.14695	174	12.8798	x	x	14.4823	13.34			12.8798	0.10
Wed	01/06/10	216.20168	1.14698	175	12.9542	x	x	14.4079	13.31			12.9542	0.13
Thu	01/07/10	216.20661	1.14700	176	13.0284	x	x	14.3337	13.29			13.0284	0.15
Fri	01/08/10	216.21155	1.14703	177	13.1028	x	x	14.2593	13.26			13.1028	0.18
Mon	01/11/10	216.22635	1.14711	180	13.3258	x	x	14.0363	13.18			13.3258	0.26
Tue	01/12/10	216.23129	1.14714	181	13.4002	x	x	13.9619	13.15			13.4002	0.29
Wed	01/13/10	216.23623	1.14716	182	13.4745	x	x	13.8876	13.13			13.4745	0.31
Thu	01/14/10	216.24116	1.14719	183	13.5488	x	x	13.8133	13.10			13.5488	0.34
Fri	01/15/10	216.24610	1.14721	0	0.0000		x	13.7390	13.08	x		13.6231	0.36
Mon	01/18/10	216.26090	1.14729	3	0.2258		x	13.5132	13.00	x		13.8489	0.44
Tue	01/19/10	216.26584	1.14732	4	0.3011		x	13.4379	12.97	x		13.9242	0.47
Wed	01/20/10	216.27077	1.14734	5	0.3764		x	13.3626	12.95	x		13.9995	0.49
Thu	01/21/10	216.27571	1.14737	6	0.4517		x	13.2873	12.92	x		14.0748	0.52
Fri	01/22/10	216.28065	1.14740	7	0.5269		x	13.2121	12.89	x		14.1500	0.55
Mon	01/25/10	216.29545	1.14748	10	0.7528		x	12.9862	12.81	x		14.3759	0.63
Tue	01/26/10	216.30039	1.14750	11	0.8281		x	12.9109	12.79	x		14.4512	0.65
Wed	01/27/10	216.30532	1.14753	12	0.9034		x	12.8356	12.76	x		14.5265	0.68
Thu	01/28/10	216.31026	1.14755	13	0.9787		x	12.7603	12.74	x		14.6018	0.70
Fri	01/29/10	216.31519	1.14758	14	1.0541		x	12.6849	12.71	x		14.6772	0.73
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/01/10	216.33000	1.14766	17	1.2800		x	12.4590	12.63	x		14.9031	0.81
Tue	02/02/10	216.31639	1.14759	18	1.3552		x	12.3838	12.70	x		14.9783	0.74
Wed	02/03/10	216.30279	1.14751	19	1.4304		x	12.3086	12.78	x		15.0535	0.66
Thu	02/04/10	216.28918	1.14744	20	1.5056		x	12.2334	12.85	x		15.1287	0.59
Fri	02/05/10	216.27557	1.14737	21	1.5808		x	12.1582	12.92	x		15.2039	0.52
Mon	02/08/10	216.23475	1.14715	24	1.8063		x	11.9327	13.14	x		15.4294	0.30
Tue	02/09/10	216.22114	1.14708	25	1.8814		x	11.8576	13.21	x		15.5045	0.23
Wed	02/10/10	216.20754	1.14701	26	1.9566		x	11.7824	13.28	x		15.5797	0.16
Thu	02/11/10	216.19393	1.14694	27	2.0317		x	11.7073	13.35	x		15.6548	0.09
Fri	02/12/10	216.18032	1.14686	28	2.1068		x	11.6322	13.43	x		15.7299	0.01
Mon	02/15/10	216.13950	1.14665	31	2.3321		x	11.4069	13.64	x		15.9552	-0.20
Tue	02/16/10	216.12589	1.14658	32	2.4072		x	11.3318	13.71	x		16.0303	-0.27
Wed	02/17/10	216.11229	1.14650	33	2.4822		x	11.2568	13.79	x		16.1053	-0.35
Thu	02/18/10	216.09868	1.14643	34	2.5573		x	11.1817	13.86	x		16.1804	-0.42
Fri	02/19/10	216.08507	1.14636	35	2.6324		x	11.1066	13.93	x		16.2555	-0.49
Mon	02/22/10	216.04425	1.14614	38	2.8574		x	10.8816	14.15	x		16.4805	-0.71
Tue	02/23/10	216.03064	1.14607	39	2.9325		x	10.8065	14.22	x		16.5556	-0.78
Wed	02/24/10	216.01704	1.14600	40	3.0075		x	10.7315	14.29	x		16.6306	-0.85
Thu	02/25/10	216.00343	1.14593	41	3.0825		x	10.6565	14.36	x		16.7056	-0.92
Fri	02/26/10	215.98982	1.14585	42	3.1574		x	10.5816	14.44	x		16.7805	-1.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/01/10	215.94900	1.14564	45	3.3823		x	10.3567	14.65	x		17.0054	-1.21
Tue	03/02/10	215.97281	1.14576	46	3.4579		x	10.2811	14.53	x		17.0810	-1.09
Wed	03/03/10	215.99661	1.14589	47	3.5334		x	10.2056	14.40	x		17.1565	-0.96
Thu	03/04/10	216.02042	1.14602	48	3.6090		x	10.1300	14.27	x		17.2321	-0.83
Fri	03/05/10	216.04423	1.14614	49	3.6846		x	10.0544	14.15	x		17.3077	-0.71
Mon	03/08/10	216.11565	1.14652	52	3.9115		x	9.8275	13.77	x		17.5346	-0.33
Tue	03/09/10	216.13945	1.14665	53	3.9871		x	9.7519	13.64	x		17.6102	-0.20
Wed	03/10/10	216.16326	1.14677	54	4.0628		x	9.6762	13.52	x		17.6859	-0.08
Thu	03/11/10	216.18706	1.14690	55	4.1385		x	9.6005	13.39	x		17.7616	0.05
Fri	03/12/10	216.21087	1.14703	56	4.2142		x	9.5248	13.26	x		17.8373	0.18
Mon	03/15/10	216.28229	1.14741	59	4.4415		x	9.2975	12.88	x		18.0646	0.56
Tue	03/16/10	216.30610	1.14753	60	4.5172		x	9.2218	12.76	x		18.1403	0.68
Wed	03/17/10	216.32990	1.14766	61	4.5930		x	9.1460	12.63	x		18.2161	0.81
Thu	03/18/10	216.35371	1.14778	62	4.6688		x	9.0702	12.51	x		18.2919	0.93
Fri	03/19/10	216.37752	1.14791	63	4.7446		x	8.9944	12.38	x		18.3677	1.06
Mon	03/22/10	216.44894	1.14829	66	4.9722		x	8.7668	12.00	x		18.5953	1.44
Tue	03/23/10	216.47274	1.14842	67	5.0481		x	8.6909	11.87	x		18.6712	1.57
Wed	03/24/10	216.49655	1.14854	68	5.1240		x	8.6150	11.75	x		18.7471	1.69
Thu	03/25/10	216.52035	1.14867	69	5.2000		x	8.5390	11.62	x		18.8231	1.82
Fri	03/26/10	216.54416	1.14880	70	5.2759		x	8.4631	11.49	x		18.8990	1.95
Mon	03/29/10	216.61558	1.14917	73	5.5038		x	8.2352	11.12	x		19.1269	2.32
Tue	03/30/10	216.63939	1.14930	74	5.5798		x	8.1592	10.99	x		19.2029	2.45
Wed	03/31/10	216.66319	1.14943	75	5.6559		x	8.0831	10.86	x		19.2790	2.58
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	04/01/10	216.68700	1.14955	76	5.7319		x	8.0071	10.74	x		19.3550	2.70
Fri	04/02/10	216.68880	1.14956	77	5.8073		x	7.9317	10.73	x		19.4304	2.71
Mon	04/05/10	216.69420	1.14959	80	6.0338		x	7.7052	10.70	x		19.6569	2.74
Tue	04/06/10	216.69600	1.14960	81	6.1092		x	7.6298	10.69	x		19.7323	2.75
Wed	04/07/10	216.69780	1.14961	82	6.1847		x	7.5543	10.68	x		19.8078	2.76
Thu	04/08/10	216.69960	1.14962	83	6.2602		x	7.4788	10.67	x		19.8833	2.77
Fri	04/09/10	216.70140	1.14963	84	6.3357		x	7.4033	10.66	x		19.9588	2.78
Mon	04/12/10	216.70680	1.14966	87	6.5621		x	7.1769	10.63	x		20.1852	2.81
Tue	04/13/10	216.70860	1.14967	88	6.6376		x	7.1014	10.62	x		20.2607	2.82
Wed	04/14/10	216.71040	1.14968	89	6.7131		x	7.0259	10.61	x		20.3362	2.83
Thu	04/15/10	216.71220	1.14969	90	6.7886		x	6.9504	10.60	x		20.4117	2.84
Fri	04/16/10	216.71400	1.14970	91	6.8641		x	6.8749	10.59	x		20.4872	2.85
Mon	04/19/10	216.71940	1.14972	94	7.0905		x	6.6485	10.57	x		20.7136	2.87
Tue	04/20/10	216.72120	1.14973	95	7.1660		x	6.5730	10.56	x		20.7891	2.88
Wed	04/21/10	216.72300	1.14974	96	7.2415		x	6.4975	10.55	x		20.8646	2.89
Thu	04/22/10	216.72480	1.14975	97	7.3170		x	6.4220	10.54	x		20.9401	2.90
Fri	04/23/10	216.72660	1.14976	98	7.3924		x	6.3466	10.53	x		21.0155	2.91
Mon	04/26/10	216.73200	1.14979	101	7.6189		x	6.1201	10.50	x		21.2420	2.94
Tue	04/27/10	216.73380	1.14980	102	7.6944		x	6.0446	10.49	x		21.3175	2.95
Wed	04/28/10	216.73560	1.14981	103	7.7700		x	5.9690	10.48	x		21.3931	2.96
Thu	04/29/10	216.73740	1.14982	104	7.8455		x	5.8935	10.47	x		21.4686	2.97
Fri	04/30/10	216.73920	1.14983	105	7.9210		x	5.8180	10.46	x		21.5441	2.98
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/03/10	216.79842	1.15014	108	8.1495		x	5.5895	10.15	x		21.7726	3.29
Tue	05/04/10	216.82713	1.15030	109	8.2261		x	5.5129	9.99	x		21.8492	3.45
Wed	05/05/10	216.85584	1.15045	110	8.3026		x	5.4364	9.84	x		21.9257	3.60
Thu	05/06/10	216.88455	1.15060	111	8.3792		x	5.3598	9.69	x		22.0023	3.75
Fri	05/07/10	216.91326	1.15075	112	8.4558		x	5.2832	9.54	x		22.0789	3.90
Mon	05/10/10	216.99939	1.15121	115	8.6858		x	5.0532	9.08	x		22.3089	4.36
Tue	05/11/10	217.02810	1.15136	116	8.7624		x	4.9766	8.93	x		22.3855	4.51
Wed	05/12/10	217.05681	1.15151	117	8.8391		x	4.8999	8.78	x		22.4622	4.66
Thu	05/13/10	217.08552	1.15167	118	8.9159		x	4.8231	8.62	x		22.5390	4.82
Fri	05/14/10	217.11423	1.15182	119	8.9926		x	4.7464	8.47	x		22.6157	4.97
Mon	05/17/10	217.20035	1.15228	122	9.2230		x	4.5160	8.01	x		22.8461	5.43
Tue	05/18/10	217.22906	1.15243	123	9.2998		x	4.4392	7.86	x		22.9229	5.58
Wed	05/19/10	217.25777	1.15258	124	9.3767		x	4.3623	7.71	x		22.9998	5.73
Thu	05/20/10	217.28648	1.15273	125	9.4535		x	4.2855	7.56	x		23.0766	5.88
Fri	05/21/10	217.31519	1.15289	126	9.5305		x	4.2085	7.40	x		23.1536	6.04
Mon	05/24/10	217.40132	1.15334	129	9.7612		x	3.9778	6.95	x		23.3843	6.49
Tue	05/25/10	217.43003	1.15349	130	9.8381		x	3.9009	6.80	x		23.4612	6.64
Wed	05/26/10	217.45874	1.15365	131	9.9152		x	3.8238	6.64	x		23.5383	6.80
Thu	05/27/10	217.48745	1.15380	132	9.9922		x	3.7468	6.49	x		23.6153	6.95
Fri	05/28/10	217.51616	1.15395	133	10.0692		x	3.6698	6.34	x		23.6923	7.10
Mon	05/31/10	217.60229	1.15441	136	10.3004		x	3.4386	5.88	x		23.9235	7.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/10	217.63100	1.15456	137	10.3775		x	3.3615	5.73	x		24.0006	7.71
Wed	06/02/10	217.64360	1.15463	138	10.4539		x	3.2851	5.66	x		24.0770	7.78
Thu	06/03/10	217.65620	1.15469	139	10.5302		x	3.2088	5.60	x		24.1533	7.84
Fri	06/04/10	217.66880	1.15476	140	10.6066		x	3.1324	5.53	x		24.2297	7.91
Mon	06/07/10	217.70660	1.15496	143	10.8357		x	2.9033	5.33	x		24.4588	8.11
Tue	06/08/10	217.71920	1.15503	144	10.9122		x	2.8268	5.26	x		24.5353	8.18
Wed	06/09/10	217.73180	1.15510	145	10.9886		x	2.7504	5.19	x		24.6117	8.25
Thu	06/10/10	217.74440	1.15516	146	11.0650		x	2.6740	5.13	x		24.6881	8.31
Fri	06/11/10	217.75700	1.15523	147	11.1414		x	2.5976	5.06	x		24.7645	8.38
Mon	06/14/10	217.79480	1.15543	150	11.3708		x	2.3682	4.86	x		24.9939	8.58
Tue	06/15/10	217.80740	1.15550	151	11.4473		x	2.2917	4.79	x		25.0704	8.65
Wed	06/16/10	217.82000	1.15556	152	11.5237		x	2.2153	4.73	x		25.1468	8.71
Thu	06/17/10	217.83260	1.15563	153	11.6002		x	2.1388	4.66	x		25.2233	8.78
Fri	06/18/10	217.84520	1.15570	154	11.6767		x	2.0623	4.59	x		25.2998	8.85
Mon	06/21/10	217.88300	1.15590	157	11.9062		x	1.8328	4.39	x		25.5293	9.05
Tue	06/22/10	217.89560	1.15596	158	11.9827		x	1.7563	4.33	x		25.6058	9.11
Wed	06/23/10	217.90820	1.15603	159	12.0593		x	1.6797	4.26	x		25.6824	9.18
Thu	06/24/10	217.92080	1.15610	160	12.1359		x	1.6031	4.19	x		25.7590	9.25
Fri	06/25/10	217.93340	1.15617	161	12.2124		x	1.5266	4.12	x		25.8355	9.32
Mon	06/28/10	217.97120	1.15637	164	12.4422		x	1.2968	3.92	x		26.0653	9.52
Tue	06/29/10	217.98380	1.15643	165	12.5187		x	1.2203	3.86	x		26.1418	9.58
Wed	06/30/10	217.99640	1.15650	166	12.5953		x	1.1437	3.79	x		26.2184	9.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	07/01/10	218.00900	1.15657	167	12.6719		x	1.0671	3.72	x		26.2950	9.72
Fri	07/02/10	218.01445	1.15660	168	12.7482		x	0.9908	3.69	x		26.3713	9.75
Mon	07/05/10	218.03081	1.15668	171	12.9767		x	0.7623	3.61	x		26.5998	9.83
Tue	07/06/10	218.03626	1.15671	172	13.0529		x	0.6861	3.58	x		26.6760	9.86
Wed	07/07/10	218.04171	1.15674	173	13.1292		x	0.6098	3.55	x		26.7523	9.89
Thu	07/08/10	218.04716	1.15677	174	13.2054		x	0.5336	3.52	x		26.8285	9.92
Fri	07/09/10	218.05261	1.15680	175	13.2816		x	0.4574	3.49	x		26.9047	9.95
Mon	07/12/10	218.06897	1.15688	178	13.5102		x	0.2288	3.41	x		27.1333	10.03
Tue	07/13/10	218.07442	1.15691	179	13.5865		x	0.1525	3.38	x		27.2096	10.06
Wed	07/14/10	218.07987	1.15694	180	13.6628		x	0.0762	3.35	x		27.2859	10.09
Thu	07/15/10	218.08532	1.15697	0	0.0000			0.0000	3.32	x	x	27.3621	10.12
Fri	07/16/10	218.09077	1.15700	1	0.0747			-0.0747	3.29	x	x	27.4368	10.15
Mon	07/19/10	218.10713	1.15709	4	0.2987			-0.2987	3.20	x	x	27.6608	10.24
Tue	07/20/10	218.11258	1.15712	5	0.3734			-0.3734	3.17	x	x	27.7355	10.27
Wed	07/21/10	218.11803	1.15714	6	0.4481			-0.4481	3.15	x	x	27.8102	10.29
Thu	07/22/10	218.12348	1.15717	7	0.5228			-0.5228	3.12	x	x	27.8849	10.32
Fri	07/23/10	218.12894	1.15720	8	0.5975			-0.5975	3.09	x	x	27.9596	10.35
Mon	07/26/10	218.14529	1.15729	11	0.8216			-0.8216	3.00	x	x	28.1837	10.44
Tue	07/27/10	218.15074	1.15732	12	0.8963			-0.8963	2.97	x	x	28.2584	10.47
Wed	07/28/10	218.15619	1.15735	13	0.9710			-0.9710	2.94	x	x	28.3331	10.50
Thu	07/29/10	218.16165	1.15738	14	1.0457			-1.0457	2.91	x	x	28.4078	10.53
Fri	07/30/10	218.16710	1.15740	15	1.1204			-1.1204	2.89	x	x	28.4825	10.55
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/02/10	218.17113	1.15743	18	1.3446			-1.3446	2.86	x	x	28.7067	10.58
Tue	08/03/10	218.16426	1.15739	19	1.4192			-1.4192	2.90	x	x	28.7813	10.54
Wed	08/04/10	218.15739	1.15735	20	1.4939			-1.4939	2.94	x	x	28.8560	10.50
Thu	08/05/10	218.15052	1.15732	21	1.5685			-1.5685	2.97	x	x	28.9306	10.47
Fri	08/06/10	218.14365	1.15728	22	1.6431			-1.6431	3.01	x	x	29.0052	10.43
Mon	08/09/10	218.12303	1.15717	25	1.8670			-1.8670	3.12	x	x	29.2291	10.32
Tue	08/10/10	218.11616	1.15713	26	1.9417			-1.9417	3.16	x	x	29.3038	10.28
Wed	08/11/10	218.10929	1.15710	27	2.0163			-2.0163	3.19	x	x	29.3784	10.25
Thu	08/12/10	218.10242	1.15706	28	2.0909			-2.0909	3.23	x	x	29.4530	10.21
Fri	08/13/10	218.09555	1.15703	29	2.1655			-2.1655	3.26	x	x	29.5276	10.18
Mon	08/16/10	218.07494	1.15692	32	2.3893			-2.3893	3.37	x	x	29.7514	10.07
Tue	08/17/10	218.06806	1.15688	33	2.4639			-2.4639	3.41	x	x	29.8260	10.03
Wed	08/18/10	218.06119	1.15684	34	2.5384			-2.5384	3.45	x	x	29.9005	9.99
Thu	08/19/10	218.05432	1.15681	35	2.6130			-2.6130	3.48	x	x	29.9751	9.96
Fri	08/20/10	218.04745	1.15677	36	2.6876			-2.6876	3.52	x	x	30.0497	9.92
Mon	08/23/10	218.02684	1.15666	39	2.9113			-2.9113	3.63	x	x	30.2734	9.81
Tue	08/24/10	218.01997	1.15662	40	2.9858			-2.9858	3.67	x	x	30.3479	9.77
Wed	08/25/10	218.01310	1.15659	41	3.0604			-3.0604	3.70	x	x	30.4225	9.74
Thu	08/26/10	218.00623	1.15655	42	3.1349			-3.1349	3.74	x	x	30.4970	9.70
Fri	08/27/10	217.99935	1.15652	43	3.2095			-3.2095	3.77	x	x	30.5716	9.67
Mon	08/30/10	217.97874	1.15641	46	3.4331			-3.4331	3.88	x	x	30.7952	9.56
Tue	08/31/10	217.97187	1.15637	47	3.5076			-3.5076	3.92	x	x	30.8697	9.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	09/01/10	217.96500	1.15633	48	3.5821			-3.5821	3.96	x	x	30.9442	9.48
Thu	09/02/10	217.96653	1.15634	49	3.6568			-3.6568	3.95	x	x	31.0189	9.49
Fri	09/03/10	217.96807	1.15635	50	3.7314			-3.7314	3.94	x	x	31.0935	9.50
Mon	09/06/10	217.97267	1.15637	53	3.9554			-3.9554	3.92	x	x	31.3175	9.52
Tue	09/07/10	217.97420	1.15638	54	4.0300			-4.0300	3.91	x	x	31.3921	9.53
Wed	09/08/10	217.97573	1.15639	55	4.1047			-4.1047	3.90	x	x	31.4668	9.54
Thu	09/09/10	217.97727	1.15640	56	4.1794			-4.1794	3.89	x	x	31.5415	9.55
Fri	09/10/10	217.97880	1.15641	57	4.2540			-4.2540	3.88	x	x	31.6161	9.56
Mon	09/13/10	217.98340	1.15643	60	4.4780			-4.4780	3.86	x	x	31.8401	9.58
Tue	09/14/10	217.98493	1.15644	61	4.5527			-4.5527	3.85	x	x	31.9148	9.59
Wed	09/15/10	217.98647	1.15645	62	4.6274			-4.6274	3.84	x	x	31.9895	9.60
Thu	09/16/10	217.98800	1.15645	63	4.7020			-4.7020	3.84	x	x	32.0641	9.60
Fri	09/17/10	217.98953	1.15646	64	4.7767			-4.7767	3.83	x	x	32.1388	9.61
Mon	09/20/10	217.99413	1.15649	67	5.0007			-5.0007	3.80	x	x	32.3628	9.64
Tue	09/21/10	217.99567	1.15650	68	5.0754			-5.0754	3.79	x	x	32.4375	9.65
Wed	09/22/10	217.99720	1.15650	69	5.1500			-5.1500	3.79	x	x	32.5121	9.65
Thu	09/23/10	217.99873	1.15651	70	5.2247			-5.2247	3.78	x	x	32.5868	9.66
Fri	09/24/10	218.00027	1.15652	71	5.2994			-5.2994	3.77	x	x	32.6615	9.67
Mon	09/27/10	218.00487	1.15654	74	5.5234			-5.5234	3.75	x	x	32.8855	9.69
Tue	09/28/10	218.00640	1.15655	75	5.5981			-5.5981	3.74	x	x	32.9602	9.70
Wed	09/29/10	218.00793	1.15656	76	5.6728			-5.6728	3.73	x	x	33.0349	9.71
Thu	09/30/10	218.00947	1.15657	77	5.7475			-5.7475	3.72	x	x	33.1096	9.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	10/01/10	218.01100	1.15658	78	5.8222			-5.8222	3.71	x	x	33.1843	9.73
Mon	10/04/10	218.04013	1.15673	81	6.0469			-6.0469	3.56	x	x	33.4090	9.88
Tue	10/05/10	218.04984	1.15678	82	6.1218			-6.1218	3.51	x	x	33.4839	9.93
Wed	10/06/10	218.05955	1.15683	83	6.1967			-6.1967	3.46	x	x	33.5588	9.98
Thu	10/07/10	218.06926	1.15689	84	6.2717			-6.2717	3.40	x	x	33.6338	10.04
Fri	10/08/10	218.07897	1.15694	85	6.3467			-6.3467	3.35	x	x	33.7088	10.09
Mon	10/11/10	218.10810	1.15709	88	6.5715			-6.5715	3.20	x	x	33.9336	10.24
Tue	10/12/10	218.11781	1.15714	89	6.6465			-6.6465	3.15	x	x	34.0086	10.29
Wed	10/13/10	218.12752	1.15720	90	6.7215			-6.7215	3.09	x	x	34.0836	10.35
Thu	10/14/10	218.13723	1.15725	91	6.7965			-6.7965	3.04	x	x	34.1586	10.40
Fri	10/15/10	218.14694	1.15730	92	6.8715			-6.8715	2.99	x	x	34.2336	10.45
Mon	10/18/10	218.17606	1.15745	95	7.0965			-7.0965	2.84	x	x	34.4586	10.60
Tue	10/19/10	218.18577	1.15750	96	7.1715			-7.1715	2.79	x	x	34.5336	10.65
Wed	10/20/10	218.19548	1.15756	97	7.2465			-7.2465	2.73	x	x	34.6086	10.71
Thu	10/21/10	218.20519	1.15761	98	7.3216			-7.3216	2.68	x	x	34.6837	10.76
Fri	10/22/10	218.21490	1.15766	99	7.3966			-7.3966	2.63	x	x	34.7587	10.81
Mon	10/25/10	218.24403	1.15781	102	7.6217			-7.6217	2.48	x	x	34.9838	10.96
Tue	10/26/10	218.25374	1.15786	103	7.6968			-7.6968	2.43	x	x	35.0589	11.01
Wed	10/27/10	218.26345	1.15792	104	7.7719			-7.7719	2.37	x	x	35.1340	11.07
Thu	10/28/10	218.27316	1.15797	105	7.8470			-7.8470	2.32	x	x	35.2091	11.12
Fri	10/29/10	218.28287	1.15802	106	7.9221			-7.9221	2.27	x	x	35.2842	11.17
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/01/10	218.31200	1.15817	109	8.1473			-8.1473	2.12	x	x	35.5094	11.32
Tue	11/02/10	218.31623	1.15820	110	8.2223			-8.2223	2.09	x	x	35.5844	11.35
Wed	11/03/10	218.32047	1.15822	111	8.2972			-8.2972	2.07	x	x	35.6593	11.37
Thu	11/04/10	218.32470	1.15824	112	8.3721			-8.3721	2.05	x	x	35.7342	11.39
Fri	11/05/10	218.32893	1.15826	113	8.4470			-8.4470	2.03	x	x	35.8091	11.41
Mon	11/08/10	218.34163	1.15833	116	8.6717			-8.6717	1.96	x	x	36.0338	11.48
Tue	11/09/10	218.34587	1.15835	117	8.7466			-8.7466	1.94	x	x	36.1087	11.50
Wed	11/10/10	218.35010	1.15838	118	8.8216			-8.8216	1.91	x	x	36.1837	11.53
Thu	11/11/10	218.35433	1.15840	119	8.8965			-8.8965	1.89	x	x	36.2586	11.55
Fri	11/12/10	218.35857	1.15842	120	8.9715			-8.9715	1.87	x	x	36.3336	11.57
Mon	11/15/10	218.37127	1.15849	123	9.1963			-9.1963	1.80	x	x	36.5584	11.64
Tue	11/16/10	218.37550	1.15851	124	9.2712			-9.2712	1.78	x	x	36.6333	11.66
Wed	11/17/10	218.37973	1.15853	125	9.3462			-9.3462	1.76	x	x	36.7083	11.68
Thu	11/18/10	218.38397	1.15856	126	9.4212			-9.4212	1.73	x	x	36.7833	11.71
Fri	11/19/10	218.38820	1.15858	127	9.4961			-9.4961	1.71	x	x	36.8582	11.73
Mon	11/22/10	218.40090	1.15865	130	9.7210			-9.7210	1.64	x	x	37.0831	11.80
Tue	11/23/10	218.40513	1.15867	131	9.7960			-9.7960	1.62	x	x	37.1581	11.82
Wed	11/24/10	218.40937	1.15869	132	9.8709			-9.8709	1.60	x	x	37.2330	11.84
Thu	11/25/10	218.41360	1.15871	133	9.9459			-9.9459	1.58	x	x	37.3080	11.86
Fri	11/26/10	218.41783	1.15874	134	10.0209			-10.0209	1.55	x	x	37.3830	11.89
Mon	11/29/10	218.43053	1.15880	137	10.2458			-10.2458	1.49	x	x	37.6079	11.95
Tue	11/30/10	218.43477	1.15883	138	10.3208			-10.3208	1.46	x	x	37.6829	11.98
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	12/01/10	218.43900	1.15885	139	10.3958			-10.3958	1.44	x	x	37.7579	12.00
Thu	12/02/10	218.44777	1.15889	140	10.4709			-10.4709	1.40	x	x	37.8330	12.04
Fri	12/03/10	218.45655	1.15894	141	10.5462			-10.5462	1.35	x	x	37.9083	12.09
Mon	12/06/10	218.48287	1.15908	144	10.7719			-10.7719	1.21	x	x	38.1340	12.23
Tue	12/07/10	218.49165	1.15913	145	10.8472			-10.8472	1.16	x	x	38.2093	12.28
Wed	12/08/10	218.50042	1.15917	146	10.9223			-10.9223	1.12	x	x	38.2844	12.32
Thu	12/09/10	218.50919	1.15922	147	10.9976			-10.9976	1.07	x	x	38.3597	12.37
Fri	12/10/10	218.51797	1.15927	148	11.0729			-11.0729	1.02	x	x	38.4350	12.42
Mon	12/13/10	218.54429	1.15941	151	11.2987			-11.2987	0.88	x	x	38.6608	12.56
Tue	12/14/10	218.55306	1.15945	152	11.3740			-11.3740	0.84	x	x	38.7361	12.60
Wed	12/15/10	218.56184	1.15950	153	11.4493			-11.4493	0.79	x	x	38.8114	12.65
Thu	12/16/10	218.57061	1.15955	154	11.5246			-11.5246	0.74	x	x	38.8867	12.70
Fri	12/17/10	218.57939	1.15959	155	11.5998			-11.5998	0.70	x	x	38.9619	12.74
Mon	12/20/10	218.60571	1.15973	158	11.8258			-11.8258	0.56	x	x	39.1879	12.88
Tue	12/21/10	218.61448	1.15978	159	11.9011			-11.9011	0.51	x	x	39.2632	12.93
Wed	12/22/10	218.62326	1.15982	160	11.9764			-11.9764	0.47	x	x	39.3385	12.97
Thu	12/23/10	218.63203	1.15987	161	12.0518			-12.0518	0.42	x	x	39.4139	13.02
Fri	12/24/10	218.64081	1.15992	162	12.1272			-12.1272	0.37	x	x	39.4893	13.07
Mon	12/27/10	218.66713	1.16006	165	12.3532			-12.3532	0.23	x	x	39.7153	13.21
Tue	12/28/10	218.67590	1.16010	166	12.4285			-12.4285	0.19	x	x	39.7906	13.25
Wed	12/29/10	218.68468	1.16015	167	12.5039			-12.5039	0.14	x	x	39.8660	13.30
Thu	12/30/10	218.69345	1.16020	168	12.5793			-12.5793	0.09	x	x	39.9414	13.35
Fri	12/31/10	218.70223	1.16024	169	12.6547			-12.6547	0.05	x	x	40.0168	13.39
Sat	01/01/11	218.71100	1.16029

Generated 03/09/11 23:48