1.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2020

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

CUSIP Number	912828NM8
Dated Date	July 15, 2010
Ref CPI on Dated Date	218.08532
Original Issue Date	July 15, 2010	Interest 01/15/11 (184 days)

						Purchased on Settelment Date & held to 01/01/11				Held on 07/15/10 & 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
Thu	07/15/10	218.08532	1.00000	0	0.0000			0.0000	2.87			0.0000	0.00
Fri	07/16/10	218.09077	1.00002	1	0.0340			-0.0340	2.85			0.0340	0.02
Mon	07/19/10	218.10713	1.00010	4	0.1359			-0.1359	2.77			0.1359	0.10
Tue	07/20/10	218.11258	1.00012	5	0.1699			-0.1699	2.75			0.1699	0.12
Wed	07/21/10	218.11803	1.00015	6	0.2038			-0.2038	2.72			0.2038	0.15
Thu	07/22/10	218.12348	1.00017	7	0.2378			-0.2378	2.70			0.2378	0.17
Fri	07/23/10	218.12894	1.00020	8	0.2718			-0.2718	2.67			0.2718	0.20
Mon	07/26/10	218.14529	1.00027	11	0.3737			-0.3737	2.60			0.3737	0.27
Tue	07/27/10	218.15074	1.00030	12	0.4077			-0.4077	2.57			0.4077	0.30
Wed	07/28/10	218.15619	1.00032	13	0.4417			-0.4417	2.55			0.4417	0.32
Thu	07/29/10	218.16165	1.00035	14	0.4757			-0.4757	2.52			0.4757	0.35
Fri	07/30/10	218.16710	1.00037	15	0.5097			-0.5097	2.50			0.5097	0.37
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	1.00039	18	0.6117			-0.6117	2.48			0.6117	0.39
Tue	08/03/10	218.16426	1.00036	19	0.6456			-0.6456	2.51			0.6456	0.36
Wed	08/04/10	218.15739	1.00033	20	0.6796			-0.6796	2.54			0.6796	0.33
Thu	08/05/10	218.15052	1.00030	21	0.7135			-0.7135	2.57			0.7135	0.30
Fri	08/06/10	218.14365	1.00027	22	0.7475			-0.7475	2.60			0.7475	0.27
Mon	08/09/10	218.12303	1.00017	25	0.8493			-0.8493	2.70			0.8493	0.17
Tue	08/10/10	218.11616	1.00014	26	0.8833			-0.8833	2.73			0.8833	0.14
Wed	08/11/10	218.10929	1.00011	27	0.9172			-0.9172	2.76			0.9172	0.11
Thu	08/12/10	218.10242	1.00008	28	0.9512			-0.9512	2.79			0.9512	0.08
Fri	08/13/10	218.09555	1.00005	29	0.9851			-0.9851	2.82			0.9851	0.05
Mon	08/16/10	218.07494	0.99995	32	1.0869			-1.0869	2.92			1.0869	-0.05
Tue	08/17/10	218.06806	0.99992	33	1.1208			-1.1208	2.95			1.1208	-0.08
Wed	08/18/10	218.06119	0.99989	34	1.1548			-1.1548	2.98			1.1548	-0.11
Thu	08/19/10	218.05432	0.99986	35	1.1887			-1.1887	3.01			1.1887	-0.14
Fri	08/20/10	218.04745	0.99983	36	1.2226			-1.2226	3.04			1.2226	-0.17
Mon	08/23/10	218.02684	0.99973	39	1.3244			-1.3244	3.14			1.3244	-0.27
Tue	08/24/10	218.01997	0.99970	40	1.3583			-1.3583	3.17			1.3583	-0.30
Wed	08/25/10	218.01310	0.99967	41	1.3922			-1.3922	3.20			1.3922	-0.33
Thu	08/26/10	218.00623	0.99964	42	1.4261			-1.4261	3.23			1.4261	-0.36
Fri	08/27/10	217.99935	0.99961	43	1.4600			-1.4600	3.26			1.4600	-0.39
Mon	08/30/10	217.97874	0.99951	46	1.5617			-1.5617	3.36			1.5617	-0.49
Tue	08/31/10	217.97187	0.99948	47	1.5956			-1.5956	3.39			1.5956	-0.52
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	0.99945	48	1.6295			-1.6295	3.42			1.6295	-0.55
Thu	09/02/10	217.96653	0.99946	49	1.6635			-1.6635	3.41			1.6635	-0.54
Fri	09/03/10	217.96807	0.99946	50	1.6975			-1.6975	3.41			1.6975	-0.54
Mon	09/06/10	217.97267	0.99948	53	1.7993			-1.7993	3.39			1.7993	-0.52
Tue	09/07/10	217.97420	0.99949	54	1.8333			-1.8333	3.38			1.8333	-0.51
Wed	09/08/10	217.97573	0.99950	55	1.8673			-1.8673	3.37			1.8673	-0.50
Thu	09/09/10	217.97727	0.99950	56	1.9012			-1.9012	3.37			1.9012	-0.50
Fri	09/10/10	217.97880	0.99951	57	1.9352			-1.9352	3.36			1.9352	-0.49
Mon	09/13/10	217.98340	0.99953	60	2.0371			-2.0371	3.34			2.0371	-0.47
Tue	09/14/10	217.98493	0.99954	61	2.0711			-2.0711	3.33			2.0711	-0.46
Wed	09/15/10	217.98647	0.99955	62	2.1050			-2.1050	3.32			2.1050	-0.45
Thu	09/16/10	217.98800	0.99955	63	2.1390			-2.1390	3.32			2.1390	-0.45
Fri	09/17/10	217.98953	0.99956	64	2.1730			-2.1730	3.31			2.1730	-0.44
Mon	09/20/10	217.99413	0.99958	67	2.2749			-2.2749	3.29			2.2749	-0.42
Tue	09/21/10	217.99567	0.99959	68	2.3088			-2.3088	3.28			2.3088	-0.41
Wed	09/22/10	217.99720	0.99960	69	2.3428			-2.3428	3.27			2.3428	-0.40
Thu	09/23/10	217.99873	0.99960	70	2.3768			-2.3768	3.27			2.3768	-0.40
Fri	09/24/10	218.00027	0.99961	71	2.4107			-2.4107	3.26			2.4107	-0.39
Mon	09/27/10	218.00487	0.99963	74	2.5127			-2.5127	3.24			2.5127	-0.37
Tue	09/28/10	218.00640	0.99964	75	2.5466			-2.5466	3.23			2.5466	-0.36
Wed	09/29/10	218.00793	0.99965	76	2.5806			-2.5806	3.22			2.5806	-0.35
Thu	09/30/10	218.00947	0.99965	77	2.6146			-2.6146	3.22			2.6146	-0.35
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	0.99966	78	2.6486			-2.6486	3.21			2.6486	-0.34
Mon	10/04/10	218.04013	0.99979	81	2.7508			-2.7508	3.08			2.7508	-0.21
Tue	10/05/10	218.04984	0.99984	82	2.7849			-2.7849	3.03			2.7849	-0.16
Wed	10/06/10	218.05955	0.99988	83	2.8190			-2.8190	2.99			2.8190	-0.12
Thu	10/07/10	218.06926	0.99993	84	2.8531			-2.8531	2.94			2.8531	-0.07
Fri	10/08/10	218.07897	0.99997	85	2.8871			-2.8871	2.90			2.8871	-0.03
Mon	10/11/10	218.10810	1.00010	88	2.9894			-2.9894	2.77			2.9894	0.10
Tue	10/12/10	218.11781	1.00015	89	3.0236			-3.0236	2.72			3.0236	0.15
Wed	10/13/10	218.12752	1.00019	90	3.0576			-3.0576	2.68			3.0576	0.19
Thu	10/14/10	218.13723	1.00024	91	3.0918			-3.0918	2.63			3.0918	0.24
Fri	10/15/10	218.14694	1.00028	92	3.1259			-3.1259	2.59			3.1259	0.28
Mon	10/18/10	218.17606	1.00042	95	3.2283			-3.2283	2.45			3.2283	0.42
Tue	10/19/10	218.18577	1.00046	96	3.2624			-3.2624	2.41			3.2624	0.46
Wed	10/20/10	218.19548	1.00051	97	3.2965			-3.2965	2.36			3.2965	0.51
Thu	10/21/10	218.20519	1.00055	98	3.3306			-3.3306	2.32			3.3306	0.55
Fri	10/22/10	218.21490	1.00059	99	3.3648			-3.3648	2.28			3.3648	0.59
Mon	10/25/10	218.24403	1.00073	102	3.4672			-3.4672	2.14			3.4672	0.73
Tue	10/26/10	218.25374	1.00077	103	3.5013			-3.5013	2.10			3.5013	0.77
Wed	10/27/10	218.26345	1.00082	104	3.5355			-3.5355	2.05			3.5355	0.82
Thu	10/28/10	218.27316	1.00086	105	3.5696			-3.5696	2.01			3.5696	0.86
Fri	10/29/10	218.28287	1.00091	106	3.6038			-3.6038	1.96			3.6038	0.91
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	1.00104	109	3.7063			-3.7063	1.83			3.7063	1.04
Tue	11/02/10	218.31623	1.00106	110	3.7404			-3.7404	1.81			3.7404	1.06
Wed	11/03/10	218.32047	1.00108	111	3.7745			-3.7745	1.79			3.7745	1.08
Thu	11/04/10	218.32470	1.00110	112	3.8085			-3.8085	1.77			3.8085	1.10
Fri	11/05/10	218.32893	1.00112	113	3.8426			-3.8426	1.75			3.8426	1.12
Mon	11/08/10	218.34163	1.00118	116	3.9449			-3.9449	1.69			3.9449	1.18
Tue	11/09/10	218.34587	1.00119	117	3.9789			-3.9789	1.68			3.9789	1.19
Wed	11/10/10	218.35010	1.00121	118	4.0130			-4.0130	1.66			4.0130	1.21
Thu	11/11/10	218.35433	1.00123	119	4.0471			-4.0471	1.64			4.0471	1.23
Fri	11/12/10	218.35857	1.00125	120	4.0812			-4.0812	1.62			4.0812	1.25
Mon	11/15/10	218.37127	1.00131	123	4.1835			-4.1835	1.56			4.1835	1.31
Tue	11/16/10	218.37550	1.00133	124	4.2176			-4.2176	1.54			4.2176	1.33
Wed	11/17/10	218.37973	1.00135	125	4.2517			-4.2517	1.52			4.2517	1.35
Thu	11/18/10	218.38397	1.00137	126	4.2858			-4.2858	1.50			4.2858	1.37
Fri	11/19/10	218.38820	1.00139	127	4.3199			-4.3199	1.48			4.3199	1.39
Mon	11/22/10	218.40090	1.00145	130	4.4222			-4.4222	1.42			4.4222	1.45
Tue	11/23/10	218.40513	1.00147	131	4.4563			-4.4563	1.40			4.4563	1.47
Wed	11/24/10	218.40937	1.00149	132	4.4904			-4.4904	1.38			4.4904	1.49
Thu	11/25/10	218.41360	1.00151	133	4.5245			-4.5245	1.36			4.5245	1.51
Fri	11/26/10	218.41783	1.00152	134	4.5585			-4.5585	1.35			4.5585	1.52
Mon	11/29/10	218.43053	1.00158	137	4.6609			-4.6609	1.29			4.6609	1.58
Tue	11/30/10	218.43477	1.00160	138	4.6950			-4.6950	1.27			4.6950	1.60
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	1.00162	139	4.7291			-4.7291	1.25			4.7291	1.62
Thu	12/02/10	218.44777	1.00166	140	4.7633			-4.7633	1.21			4.7633	1.66
Fri	12/03/10	218.45655	1.00170	141	4.7975			-4.7975	1.17			4.7975	1.70
Mon	12/06/10	218.48287	1.00182	144	4.9002			-4.9002	1.05			4.9002	1.82
Tue	12/07/10	218.49165	1.00186	145	4.9344			-4.9344	1.01			4.9344	1.86
Wed	12/08/10	218.50042	1.00190	146	4.9687			-4.9687	0.97			4.9687	1.90
Thu	12/09/10	218.50919	1.00194	147	5.0029			-5.0029	0.93			5.0029	1.94
Fri	12/10/10	218.51797	1.00198	148	5.0371			-5.0371	0.89			5.0371	1.98
Mon	12/13/10	218.54429	1.00210	151	5.1398			-5.1398	0.77			5.1398	2.10
Tue	12/14/10	218.55306	1.00214	152	5.1741			-5.1741	0.73			5.1741	2.14
Wed	12/15/10	218.56184	1.00219	153	5.2084			-5.2084	0.68			5.2084	2.19
Thu	12/16/10	218.57061	1.00223	154	5.2426			-5.2426	0.64			5.2426	2.23
Fri	12/17/10	218.57939	1.00227	155	5.2769			-5.2769	0.60			5.2769	2.27
Mon	12/20/10	218.60571	1.00239	158	5.3797			-5.3797	0.48			5.3797	2.39
Tue	12/21/10	218.61448	1.00243	159	5.4139			-5.4139	0.44			5.4139	2.43
Wed	12/22/10	218.62326	1.00247	160	5.4482			-5.4482	0.40			5.4482	2.47
Thu	12/23/10	218.63203	1.00251	161	5.4825			-5.4825	0.36			5.4825	2.51
Fri	12/24/10	218.64081	1.00255	162	5.5167			-5.5167	0.32			5.5167	2.55
Mon	12/27/10	218.66713	1.00267	165	5.6196			-5.6196	0.20			5.6196	2.67
Tue	12/28/10	218.67590	1.00271	166	5.6539			-5.6539	0.16			5.6539	2.71
Wed	12/29/10	218.68468	1.00275	167	5.6882			-5.6882	0.12			5.6882	2.75
Thu	12/30/10	218.69345	1.00279	168	5.7224			-5.7224	0.08			5.7224	2.79
Fri	12/31/10	218.70223	1.00283	169	5.7567			-5.7567	0.04			5.7567	2.83
Sat	01/01/11	218.71100	1.00287

Generated 03/09/11 23:48