3.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2011

Interest and OID per $1,000 Face Value for 2011 (until 01/15/11)

CUSIP Number9128276R8Interest 01/15/11 (184 days)$21.9952
Dated DateJanuary 15, 2001  
Ref CPI on Dated Date174.04516  
Original Issue DateJanuary 16, 2001  
 Purchased on Settelment Date
& held to 01/15/11
Held on 01/01/11
& 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
Sat01/01/11218.711001.2566317020.3178x 1.67740.24  20.31780.00
Mon01/03/11218.716941.2566717220.5575x 1.43770.20  20.55750.04
Tue01/04/11218.719901.2566817320.6772x 1.31800.19  20.67720.05
Wed01/05/11218.722871.2567017420.7970x 1.19820.17  20.79700.07
Thu01/06/11218.725841.2567217520.9169x 1.07830.15  20.91690.09
Fri01/07/11218.728811.2567417621.0367x 0.95850.13  21.03670.11
Mon01/10/11218.737711.2567917921.3962x 0.59900.08  21.39620.16
Tue01/11/11218.740681.2568018021.5159x 0.47930.07  21.51590.17
Wed01/12/11218.743651.2568218121.6357x 0.35950.05  21.63570.19
Thu01/13/11218.746611.2568418221.7556x 0.23960.03  21.75560.21
Fri01/14/11218.749581.2568618321.8755x 0.11970.01  21.87550.23
Sat01/15/11218.752551.2568700.0000  0.00000.00x 21.99520.24

Generated  12/16/11  09:15