3.375% 30.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2032

Interest and OID per $1,000 Face Value for 2011

CUSIP Number	912810FQ6	Interest 04/15/11 (182 days)	$20.9849
Dated Date	October 15, 2001	Interest 10/15/11 (183 days)	$21.5053
Ref CPI on Dated Date	177.50000	Interest Total	$42.4902
Original Issue Date	October 15, 2001	Interest 04/15/12 (183 days)

						Purchased on Settelment Date & held to 01/01/12				Held on 01/01/11 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Sat	01/01/11	218.71100	1.23217	78	8.9112	x	x	33.5790	43.44			8.9112	0.00
Mon	01/03/11	218.71694	1.23221	80	9.1400	x	x	33.3502	43.40			9.1400	0.04
Tue	01/04/11	218.71990	1.23222	81	9.2543	x	x	33.2359	43.39			9.2543	0.05
Wed	01/05/11	218.72287	1.23224	82	9.3687	x	x	33.1215	43.37			9.3687	0.07
Thu	01/06/11	218.72584	1.23226	83	9.4832	x	x	33.0070	43.35			9.4832	0.09
Fri	01/07/11	218.72881	1.23227	84	9.5975	x	x	32.8927	43.34			9.5975	0.10
Mon	01/10/11	218.73771	1.23233	87	9.9407	x	x	32.5495	43.28			9.9407	0.16
Tue	01/11/11	218.74068	1.23234	88	10.0551	x	x	32.4351	43.27			10.0551	0.17
Wed	01/12/11	218.74365	1.23236	89	10.1695	x	x	32.3207	43.25			10.1695	0.19
Thu	01/13/11	218.74661	1.23238	90	10.2839	x	x	32.2063	43.23			10.2839	0.21
Fri	01/14/11	218.74958	1.23239	91	10.3983	x	x	32.0919	43.22			10.3983	0.22
Mon	01/17/11	218.75848	1.23244	94	10.7415	x	x	31.7487	43.17			10.7415	0.27
Tue	01/18/11	218.76145	1.23246	95	10.8560	x	x	31.6342	43.15			10.8560	0.29
Wed	01/19/11	218.76442	1.23248	96	10.9704	x	x	31.5198	43.13			10.9704	0.31
Thu	01/20/11	218.76739	1.23249	97	11.0848	x	x	31.4054	43.12			11.0848	0.32
Fri	01/21/11	218.77035	1.23251	98	11.1992	x	x	31.2910	43.10			11.1992	0.34
Mon	01/24/11	218.77926	1.23256	101	11.5426	x	x	30.9476	43.05			11.5426	0.39
Tue	01/25/11	218.78223	1.23258	102	11.6570	x	x	30.8332	43.03			11.6570	0.41
Wed	01/26/11	218.78519	1.23259	103	11.7714	x	x	30.7188	43.02			11.7714	0.42
Thu	01/27/11	218.78816	1.23261	104	11.8859	x	x	30.6043	43.00			11.8859	0.44
Fri	01/28/11	218.79113	1.23263	105	12.0004	x	x	30.4898	42.98			12.0004	0.46
Mon	01/31/11	218.80003	1.23268	108	12.3437	x	x	30.1465	42.93			12.3437	0.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	02/01/11	218.80300	1.23269	109	12.4581	x	x	30.0321	42.92			12.4581	0.52
Wed	02/02/11	218.81643	1.23277	110	12.5732	x	x	29.9170	42.84			12.5732	0.60
Thu	02/03/11	218.82986	1.23284	111	12.6883	x	x	29.8019	42.77			12.6883	0.67
Fri	02/04/11	218.84329	1.23292	112	12.8034	x	x	29.6868	42.69			12.8034	0.75
Mon	02/07/11	218.88357	1.23315	115	13.1488	x	x	29.3414	42.46			13.1488	0.98
Tue	02/08/11	218.89700	1.23322	116	13.2639	x	x	29.2263	42.39			13.2639	1.05
Wed	02/09/11	218.91043	1.23330	117	13.3791	x	x	29.1111	42.31			13.3791	1.13
Thu	02/10/11	218.92386	1.23337	118	13.4942	x	x	28.9960	42.24			13.4942	1.20
Fri	02/11/11	218.93729	1.23345	119	13.6095	x	x	28.8807	42.16			13.6095	1.28
Mon	02/14/11	218.97757	1.23368	122	13.9552	x	x	28.5350	41.93			13.9552	1.51
Tue	02/15/11	218.99100	1.23375	123	14.0703	x	x	28.4199	41.86			14.0703	1.58
Wed	02/16/11	219.00443	1.23383	124	14.1857	x	x	28.3045	41.78			14.1857	1.66
Thu	02/17/11	219.01786	1.23390	125	14.3009	x	x	28.1893	41.71			14.3009	1.73
Fri	02/18/11	219.03129	1.23398	126	14.4162	x	x	28.0740	41.63			14.4162	1.81
Mon	02/21/11	219.07157	1.23421	129	14.7622	x	x	27.7280	41.40			14.7622	2.04
Tue	02/22/11	219.08500	1.23428	130	14.8775	x	x	27.6127	41.33			14.8775	2.11
Wed	02/23/11	219.09843	1.23436	131	14.9929	x	x	27.4973	41.25			14.9929	2.19
Thu	02/24/11	219.11186	1.23443	132	15.1082	x	x	27.3820	41.18			15.1082	2.26
Fri	02/25/11	219.12529	1.23451	133	15.2236	x	x	27.2666	41.10			15.2236	2.34
Mon	02/28/11	219.16557	1.23474	136	15.5699	x	x	26.9203	40.87			15.5699	2.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	03/01/11	219.17900	1.23481	137	15.6853	x	x	26.8049	40.80			15.6853	2.64
Wed	03/02/11	219.21268	1.23500	138	15.8022	x	x	26.6880	40.61			15.8022	2.83
Thu	03/03/11	219.24635	1.23519	139	15.9192	x	x	26.5710	40.42			15.9192	3.02
Fri	03/04/11	219.28003	1.23538	140	16.0362	x	x	26.4540	40.23			16.0362	3.21
Mon	03/07/11	219.38106	1.23595	143	16.3874	x	x	26.1028	39.66			16.3874	3.78
Tue	03/08/11	219.41474	1.23614	144	16.5045	x	x	25.9857	39.47			16.5045	3.97
Wed	03/09/11	219.44842	1.23633	145	16.6217	x	x	25.8685	39.28			16.6217	4.16
Thu	03/10/11	219.48210	1.23652	146	16.7389	x	x	25.7513	39.09			16.7389	4.35
Fri	03/11/11	219.51577	1.23671	147	16.8561	x	x	25.6341	38.90			16.8561	4.54
Mon	03/14/11	219.61681	1.23728	150	17.2080	x	x	25.2822	38.33			17.2080	5.11
Tue	03/15/11	219.65048	1.23747	151	17.3254	x	x	25.1648	38.14			17.3254	5.30
Wed	03/16/11	219.68416	1.23766	152	17.4428	x	x	25.0474	37.95			17.4428	5.49
Thu	03/17/11	219.71784	1.23785	153	17.5603	x	x	24.9299	37.76			17.5603	5.68
Fri	03/18/11	219.75152	1.23804	154	17.6778	x	x	24.8124	37.57			17.6778	5.87
Mon	03/21/11	219.85255	1.23861	157	18.0305	x	x	24.4597	37.00			18.0305	6.44
Tue	03/22/11	219.88623	1.23880	158	18.1481	x	x	24.3421	36.81			18.1481	6.63
Wed	03/23/11	219.91990	1.23899	159	18.2657	x	x	24.2245	36.62			18.2657	6.82
Thu	03/24/11	219.95358	1.23918	160	18.3834	x	x	24.1068	36.43			18.3834	7.01
Fri	03/25/11	219.98726	1.23936	161	18.5010	x	x	23.9892	36.25			18.5010	7.19
Mon	03/28/11	220.08829	1.23993	164	18.8544	x	x	23.6358	35.68			18.8544	7.76
Tue	03/29/11	220.12197	1.24012	165	18.9723	x	x	23.5179	35.49			18.9723	7.95
Wed	03/30/11	220.15565	1.24031	166	19.0902	x	x	23.4000	35.30			19.0902	8.14
Thu	03/31/11	220.18932	1.24050	167	19.2082	x	x	23.2820	35.11			19.2082	8.33
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	04/01/11	220.22300	1.24069	168	19.3261	x	x	23.1641	34.92			19.3261	8.52
Mon	04/04/11	220.33160	1.24130	171	19.6809	x	x	22.8093	34.31			19.6809	9.13
Tue	04/05/11	220.36780	1.24151	172	19.7994	x	x	22.6908	34.10			19.7994	9.34
Wed	04/06/11	220.40400	1.24171	173	19.9177	x	x	22.5725	33.90			19.9177	9.54
Thu	04/07/11	220.44020	1.24192	174	20.0362	x	x	22.4540	33.69			20.0362	9.75
Fri	04/08/11	220.47640	1.24212	175	20.1546	x	x	22.3356	33.49			20.1546	9.95
Mon	04/11/11	220.58500	1.24273	178	20.5102	x	x	21.9800	32.88			20.5102	10.56
Tue	04/12/11	220.62120	1.24294	179	20.6289	x	x	21.8613	32.67			20.6289	10.77
Wed	04/13/11	220.65740	1.24314	180	20.7475	x	x	21.7427	32.47			20.7475	10.97
Thu	04/14/11	220.69360	1.24334	181	20.8661	x	x	21.6241	32.27			20.8661	11.17
Fri	04/15/11	220.72980	1.24355	0	0.0000		x	21.5053	32.06	x		20.9849	11.38
Mon	04/18/11	220.83840	1.24416	3	0.3442		x	21.1611	31.45	x		21.3291	11.99
Tue	04/19/11	220.87460	1.24436	4	0.4590		x	21.0463	31.25	x		21.4439	12.19
Wed	04/20/11	220.91080	1.24457	5	0.5738		x	20.9315	31.04	x		21.5587	12.40
Thu	04/21/11	220.94700	1.24477	6	0.6887		x	20.8166	30.84	x		21.6736	12.60
Fri	04/22/11	220.98320	1.24498	7	0.8036		x	20.7017	30.63	x		21.7885	12.81
Mon	04/25/11	221.09180	1.24559	10	1.1486		x	20.3567	30.02	x		22.1335	13.42
Tue	04/26/11	221.12800	1.24579	11	1.2637		x	20.2416	29.82	x		22.2486	13.62
Wed	04/27/11	221.16420	1.24600	12	1.3788		x	20.1265	29.61	x		22.3637	13.83
Thu	04/28/11	221.20040	1.24620	13	1.4939		x	20.0114	29.41	x		22.4788	14.03
Fri	04/29/11	221.23660	1.24640	14	1.6091		x	19.8962	29.21	x		22.5940	14.23
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/02/11	221.37861	1.24720	17	1.9551		x	19.5502	28.41	x		22.9400	15.03
Tue	05/03/11	221.44823	1.24760	18	2.0708		x	19.4345	28.01	x		23.0557	15.43
Wed	05/04/11	221.51784	1.24799	19	2.1865		x	19.3188	27.62	x		23.1714	15.82
Thu	05/05/11	221.58745	1.24838	20	2.3023		x	19.2030	27.23	x		23.2872	16.21
Fri	05/06/11	221.65706	1.24877	21	2.4182		x	19.0871	26.84	x		23.4031	16.60
Mon	05/09/11	221.86590	1.24995	24	2.7663		x	18.7390	25.66	x		23.7512	17.78
Tue	05/10/11	221.93552	1.25034	25	2.8824		x	18.6229	25.27	x		23.8673	18.17
Wed	05/11/11	222.00513	1.25073	26	2.9987		x	18.5066	24.88	x		23.9836	18.56
Thu	05/12/11	222.07474	1.25113	27	3.1150		x	18.3903	24.48	x		24.0999	18.96
Fri	05/13/11	222.14435	1.25152	28	3.2314		x	18.2739	24.09	x		24.2163	19.35
Mon	05/16/11	222.35319	1.25269	31	3.5809		x	17.9244	22.92	x		24.5658	20.52
Tue	05/17/11	222.42281	1.25309	32	3.6976		x	17.8077	22.52	x		24.6825	20.92
Wed	05/18/11	222.49242	1.25348	33	3.8144		x	17.6909	22.13	x		24.7993	21.31
Thu	05/19/11	222.56203	1.25387	34	3.9312		x	17.5741	21.74	x		24.9161	21.70
Fri	05/20/11	222.63165	1.25426	35	4.0481		x	17.4572	21.35	x		25.0330	22.09
Mon	05/23/11	222.84048	1.25544	38	4.3992		x	17.1061	20.17	x		25.3841	23.27
Tue	05/24/11	222.91010	1.25583	39	4.5164		x	16.9889	19.78	x		25.5013	23.66
Wed	05/25/11	222.97971	1.25622	40	4.6336		x	16.8717	19.39	x		25.6185	24.05
Thu	05/26/11	223.04932	1.25662	41	4.7510		x	16.7543	18.99	x		25.7359	24.45
Fri	05/27/11	223.11894	1.25701	42	4.8683		x	16.6370	18.60	x		25.8532	24.84
Mon	05/30/11	223.32777	1.25818	45	5.2209		x	16.2844	17.43	x		26.2058	26.01
Tue	05/31/11	223.39739	1.25858	46	5.3386		x	16.1667	17.03	x		26.3235	26.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	06/01/11	223.46700	1.25897	47	5.4564		x	16.0489	16.64	x		26.4413	26.80
Thu	06/02/11	223.51497	1.25924	48	5.5737		x	15.9316	16.37	x		26.5586	27.07
Fri	06/03/11	223.56293	1.25951	49	5.6910		x	15.8143	16.10	x		26.6759	27.34
Mon	06/06/11	223.70683	1.26032	52	6.0433		x	15.4620	15.29	x		27.0282	28.15
Tue	06/07/11	223.75480	1.26059	53	6.1609		x	15.3444	15.02	x		27.1458	28.42
Wed	06/08/11	223.80277	1.26086	54	6.2785		x	15.2268	14.75	x		27.2634	28.69
Thu	06/09/11	223.85073	1.26113	55	6.3961		x	15.1092	14.48	x		27.3810	28.96
Fri	06/10/11	223.89870	1.26140	56	6.5138		x	14.9915	14.21	x		27.4987	29.23
Mon	06/13/11	224.04260	1.26221	59	6.8671		x	14.6382	13.40	x		27.8520	30.04
Tue	06/14/11	224.09057	1.26248	60	6.9850		x	14.5203	13.13	x		27.9699	30.31
Wed	06/15/11	224.13853	1.26275	61	7.1030		x	14.4023	12.86	x		28.0879	30.58
Thu	06/16/11	224.18650	1.26302	62	7.2210		x	14.2843	12.59	x		28.2059	30.85
Fri	06/17/11	224.23447	1.26329	63	7.3390		x	14.1663	12.32	x		28.3239	31.12
Mon	06/20/11	224.37837	1.26410	66	7.6934		x	13.8119	11.51	x		28.6783	31.93
Tue	06/21/11	224.42633	1.26437	67	7.8116		x	13.6937	11.24	x		28.7965	32.20
Wed	06/22/11	224.47430	1.26464	68	7.9299		x	13.5754	10.97	x		28.9148	32.47
Thu	06/23/11	224.52227	1.26491	69	8.0482		x	13.4571	10.70	x		29.0331	32.74
Fri	06/24/11	224.57023	1.26518	70	8.1666		x	13.3387	10.43	x		29.1515	33.01
Mon	06/27/11	224.71413	1.26600	73	8.5222		x	12.9831	9.61	x		29.5071	33.83
Tue	06/28/11	224.76210	1.26627	74	8.6407		x	12.8646	9.34	x		29.6256	34.10
Wed	06/29/11	224.81007	1.26654	75	8.7594		x	12.7459	9.07	x		29.7443	34.37
Thu	06/30/11	224.85803	1.26681	76	8.8781		x	12.6272	8.80	x		29.8630	34.64
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	07/01/11	224.90600	1.26708	77	8.9968		x	12.5085	8.53	x		29.9817	34.91
Mon	07/04/11	225.00839	1.26765	80	9.3515		x	12.1538	7.96	x		30.3364	35.48
Tue	07/05/11	225.04252	1.26785	81	9.4699		x	12.0354	7.76	x		30.4548	35.68
Wed	07/06/11	225.07665	1.26804	82	9.5883		x	11.9170	7.57	x		30.5732	35.87
Thu	07/07/11	225.11077	1.26823	83	9.7066		x	11.7987	7.38	x		30.6915	36.06
Fri	07/08/11	225.14490	1.26842	84	9.8251		x	11.6802	7.19	x		30.8100	36.25
Mon	07/11/11	225.24729	1.26900	87	10.1806		x	11.3247	6.61	x		31.1655	36.83
Tue	07/12/11	225.28142	1.26919	88	10.2992		x	11.2061	6.42	x		31.2841	37.02
Wed	07/13/11	225.31555	1.26938	89	10.4178		x	11.0875	6.23	x		31.4027	37.21
Thu	07/14/11	225.34968	1.26958	90	10.5365		x	10.9688	6.03	x		31.5214	37.41
Fri	07/15/11	225.38381	1.26977	91	10.6551		x	10.8502	5.84	x		31.6400	37.60
Mon	07/18/11	225.48619	1.27034	94	11.0113		x	10.4940	5.27	x		31.9962	38.17
Tue	07/19/11	225.52032	1.27054	95	11.1302		x	10.3751	5.07	x		32.1151	38.37
Wed	07/20/11	225.55445	1.27073	96	11.2491		x	10.2562	4.88	x		32.2340	38.56
Thu	07/21/11	225.58858	1.27092	97	11.3680		x	10.1373	4.69	x		32.3529	38.75
Fri	07/22/11	225.62271	1.27111	98	11.4869		x	10.0184	4.50	x		32.4718	38.94
Mon	07/25/11	225.72510	1.27169	101	11.8439		x	9.6614	3.92	x		32.8288	39.52
Tue	07/26/11	225.75923	1.27188	102	11.9630		x	9.5423	3.73	x		32.9479	39.71
Wed	07/27/11	225.79335	1.27208	103	12.0822		x	9.4231	3.53	x		33.0671	39.91
Thu	07/28/11	225.82748	1.27227	104	12.2013		x	9.3040	3.34	x		33.1862	40.10
Fri	07/29/11	225.86161	1.27246	105	12.3204		x	9.1849	3.15	x		33.3053	40.29
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	08/01/11	225.96400	1.27304	108	12.6782		x	8.8271	2.57	x		33.6631	40.87
Tue	08/02/11	225.95619	1.27299	109	12.7951		x	8.7102	2.62	x		33.7800	40.82
Wed	08/03/11	225.94839	1.27295	110	12.9121		x	8.5932	2.66	x		33.8970	40.78
Thu	08/04/11	225.94058	1.27290	111	13.0290		x	8.4763	2.71	x		34.0139	40.73
Fri	08/05/11	225.93277	1.27286	112	13.1459		x	8.3594	2.75	x		34.1308	40.69
Mon	08/08/11	225.90935	1.27273	115	13.4967		x	8.0086	2.88	x		34.4816	40.56
Tue	08/09/11	225.90155	1.27268	116	13.6135		x	7.8918	2.93	x		34.5984	40.51
Wed	08/10/11	225.89374	1.27264	117	13.7304		x	7.7749	2.97	x		34.7153	40.47
Thu	08/11/11	225.88594	1.27260	118	13.8473		x	7.6580	3.01	x		34.8322	40.43
Fri	08/12/11	225.87813	1.27255	119	13.9642		x	7.5411	3.06	x		34.9491	40.38
Mon	08/15/11	225.85471	1.27242	122	14.3147		x	7.1906	3.19	x		35.2996	40.25
Tue	08/16/11	225.84690	1.27238	123	14.4316		x	7.0737	3.23	x		35.4165	40.21
Wed	08/17/11	225.83910	1.27233	124	14.5484		x	6.9569	3.28	x		35.5333	40.16
Thu	08/18/11	225.83129	1.27229	125	14.6652		x	6.8401	3.32	x		35.6501	40.12
Fri	08/19/11	225.82348	1.27224	126	14.7820		x	6.7233	3.37	x		35.7669	40.07
Mon	08/22/11	225.80006	1.27211	129	15.1324		x	6.3729	3.50	x		36.1173	39.94
Tue	08/23/11	225.79226	1.27207	130	15.2492		x	6.2561	3.54	x		36.2341	39.90
Wed	08/24/11	225.78445	1.27203	131	15.3660		x	6.1393	3.58	x		36.3509	39.86
Thu	08/25/11	225.77665	1.27198	132	15.4827		x	6.0226	3.63	x		36.4676	39.81
Fri	08/26/11	225.76884	1.27194	133	15.5995		x	5.9058	3.67	x		36.5844	39.77
Mon	08/29/11	225.74542	1.27181	136	15.9497		x	5.5556	3.80	x		36.9346	39.64
Tue	08/30/11	225.73761	1.27176	137	16.0664		x	5.4389	3.85	x		37.0513	39.59
Wed	08/31/11	225.72981	1.27172	138	16.1832		x	5.3221	3.89	x		37.1681	39.55
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	09/01/11	225.72200	1.27167	139	16.2998		x	5.2055	3.94	x		37.2847	39.50
Fri	09/02/11	225.72867	1.27171	140	16.4176		x	5.0877	3.90	x		37.4025	39.54
Mon	09/05/11	225.74867	1.27182	143	16.7708		x	4.7345	3.79	x		37.7557	39.65
Tue	09/06/11	225.75533	1.27186	144	16.8886		x	4.6167	3.75	x		37.8735	39.69
Wed	09/07/11	225.76200	1.27190	145	17.0064		x	4.4989	3.71	x		37.9913	39.73
Thu	09/08/11	225.76867	1.27194	146	17.1243		x	4.3810	3.67	x		38.1092	39.77
Fri	09/09/11	225.77533	1.27197	147	17.2420		x	4.2633	3.64	x		38.2269	39.80
Mon	09/12/11	225.79533	1.27209	150	17.5955		x	3.9098	3.52	x		38.5804	39.92
Tue	09/13/11	225.80200	1.27212	151	17.7132		x	3.7921	3.49	x		38.6981	39.95
Wed	09/14/11	225.80867	1.27216	152	17.8311		x	3.6742	3.45	x		38.8160	39.99
Thu	09/15/11	225.81533	1.27220	153	17.9490		x	3.5563	3.41	x		38.9339	40.03
Fri	09/16/11	225.82200	1.27224	154	18.0669		x	3.4384	3.37	x		39.0518	40.07
Mon	09/19/11	225.84200	1.27235	157	18.4204		x	3.0849	3.26	x		39.4053	40.18
Tue	09/20/11	225.84867	1.27239	158	18.5383		x	2.9670	3.22	x		39.5232	40.22
Wed	09/21/11	225.85533	1.27242	159	18.6561		x	2.8492	3.19	x		39.6410	40.25
Thu	09/22/11	225.86200	1.27246	160	18.7740		x	2.7313	3.15	x		39.7589	40.29
Fri	09/23/11	225.86867	1.27250	161	18.8919		x	2.6134	3.11	x		39.8768	40.33
Mon	09/26/11	225.88867	1.27261	164	19.2456		x	2.2597	3.00	x		40.2305	40.44
Tue	09/27/11	225.89533	1.27265	165	19.3636		x	2.1417	2.96	x		40.3485	40.48
Wed	09/28/11	225.90200	1.27269	166	19.4815		x	2.0238	2.92	x		40.4664	40.52
Thu	09/29/11	225.90867	1.27272	167	19.5994		x	1.9059	2.89	x		40.5843	40.55
Fri	09/30/11	225.91533	1.27276	168	19.7173		x	1.7880	2.85	x		40.7022	40.59
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/03/11	225.96219	1.27303	171	20.0737		x	1.4316	2.58	x		41.0586	40.86
Tue	10/04/11	225.98229	1.27314	172	20.1928		x	1.3125	2.47	x		41.1777	40.97
Wed	10/05/11	226.00239	1.27325	173	20.3120		x	1.1933	2.36	x		41.2969	41.08
Thu	10/06/11	226.02248	1.27337	174	20.4313		x	1.0740	2.24	x		41.4162	41.20
Fri	10/07/11	226.04258	1.27348	175	20.5505		x	0.9548	2.13	x		41.5354	41.31
Mon	10/10/11	226.10287	1.27382	178	20.9084		x	0.5969	1.79	x		41.8933	41.65
Tue	10/11/11	226.12297	1.27393	179	21.0277		x	0.4776	1.68	x		42.0126	41.76
Wed	10/12/11	226.14306	1.27405	180	21.1471		x	0.3582	1.56	x		42.1320	41.88
Thu	10/13/11	226.16316	1.27416	181	21.2665		x	0.2388	1.45	x		42.2514	41.99
Fri	10/14/11	226.18326	1.27427	182	21.3858		x	0.1195	1.34	x		42.3707	42.10
Sat	10/15/11	226.20335	1.27439	0	0.0000			0.0000	1.22	x	x	42.4902	42.22
Mon	10/17/11	226.24355	1.27461	2	0.2351			-0.2351	1.00	x	x	42.7253	42.44
Tue	10/18/11	226.26365	1.27472	3	0.3526			-0.3526	0.89	x	x	42.8428	42.55
Wed	10/19/11	226.28374	1.27484	4	0.4702			-0.4702	0.77	x	x	42.9604	42.67
Thu	10/20/11	226.30384	1.27495	5	0.5878			-0.5878	0.66	x	x	43.0780	42.78
Fri	10/21/11	226.32394	1.27506	6	0.7055			-0.7055	0.55	x	x	43.1957	42.89
Mon	10/24/11	226.38423	1.27540	9	1.0585			-1.0585	0.21	x	x	43.5487	43.23
Tue	10/25/11	226.40432	1.27552	10	1.1762			-1.1762	0.09	x	x	43.6664	43.35
Wed	10/26/11	226.42442	1.27563	11	1.2939			-1.2939	-0.02	x	x	43.7841	43.46
Thu	10/27/11	226.44452	1.27574	12	1.4117			-1.4117	-0.13	x	x	43.9019	43.57
Fri	10/28/11	226.46461	1.27586	13	1.5295			-1.5295	-0.25	x	x	44.0197	43.69
Mon	10/31/11	226.52490	1.27620	16	1.8829			-1.8829	-0.59	x	x	44.3731	44.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	11/01/11	226.54500	1.27631	17	2.0008			-2.0008	-0.70	x	x	44.4910	44.14
Wed	11/02/11	226.55647	1.27637	18	2.1186			-2.1186	-0.76	x	x	44.6088	44.20
Thu	11/03/11	226.56793	1.27644	19	2.2364			-2.2364	-0.83	x	x	44.7266	44.27
Fri	11/04/11	226.57940	1.27650	20	2.3542			-2.3542	-0.89	x	x	44.8444	44.33
Mon	11/07/11	226.61380	1.27670	23	2.7078			-2.7078	-1.09	x	x	45.1980	44.53
Tue	11/08/11	226.62527	1.27676	24	2.8256			-2.8256	-1.15	x	x	45.3158	44.59
Wed	11/09/11	226.63673	1.27683	25	2.9435			-2.9435	-1.22	x	x	45.4337	44.66
Thu	11/10/11	226.64820	1.27689	26	3.0614			-3.0614	-1.28	x	x	45.5516	44.72
Fri	11/11/11	226.65967	1.27696	27	3.1793			-3.1793	-1.35	x	x	45.6695	44.79
Mon	11/14/11	226.69407	1.27715	30	3.5331			-3.5331	-1.54	x	x	46.0233	44.98
Tue	11/15/11	226.70553	1.27721	31	3.6510			-3.6510	-1.60	x	x	46.1412	45.04
Wed	11/16/11	226.71700	1.27728	32	3.7690			-3.7690	-1.67	x	x	46.2592	45.11
Thu	11/17/11	226.72847	1.27734	33	3.8870			-3.8870	-1.73	x	x	46.3772	45.17
Fri	11/18/11	226.73993	1.27741	34	4.0050			-4.0050	-1.80	x	x	46.4952	45.24
Mon	11/21/11	226.77433	1.27760	37	4.3590			-4.3590	-1.99	x	x	46.8492	45.43
Tue	11/22/11	226.78580	1.27767	38	4.4771			-4.4771	-2.06	x	x	46.9673	45.50
Wed	11/23/11	226.79727	1.27773	39	4.5951			-4.5951	-2.12	x	x	47.0853	45.56
Thu	11/24/11	226.80873	1.27780	40	4.7132			-4.7132	-2.19	x	x	47.2034	45.63
Fri	11/25/11	226.82020	1.27786	41	4.8313			-4.8313	-2.25	x	x	47.3215	45.69
Mon	11/28/11	226.85460	1.27805	44	5.1855			-5.1855	-2.44	x	x	47.6757	45.88
Tue	11/29/11	226.86607	1.27812	45	5.3037			-5.3037	-2.51	x	x	47.7939	45.95
Wed	11/30/11	226.87753	1.27818	46	5.4218			-5.4218	-2.57	x	x	47.9120	46.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	12/01/11	226.88900	1.27825	47	5.5400			-5.5400	-2.64	x	x	48.0302	46.08
Fri	12/02/11	226.87390	1.27816	48	5.6574			-5.6574	-2.55	x	x	48.1476	45.99
Mon	12/05/11	226.82861	1.27791	51	6.0098			-6.0098	-2.30	x	x	48.5000	45.74
Tue	12/06/11	226.81352	1.27782	52	6.1273			-6.1273	-2.21	x	x	48.6175	45.65
Wed	12/07/11	226.79842	1.27774	53	6.2447			-6.2447	-2.13	x	x	48.7349	45.57
Thu	12/08/11	226.78332	1.27765	54	6.3621			-6.3621	-2.04	x	x	48.8523	45.48
Fri	12/09/11	226.76823	1.27757	55	6.4795			-6.4795	-1.96	x	x	48.9697	45.40
Mon	12/12/11	226.72294	1.27731	58	6.8315			-6.8315	-1.70	x	x	49.3217	45.14
Tue	12/13/11	226.70784	1.27723	59	6.9489			-6.9489	-1.62	x	x	49.4391	45.06
Wed	12/14/11	226.69274	1.27714	60	7.0661			-7.0661	-1.53	x	x	49.5563	44.97
Thu	12/15/11	226.67765	1.27706	61	7.1835			-7.1835	-1.45	x	x	49.6737	44.89
Fri	12/16/11	226.66255	1.27697	62	7.3007			-7.3007	-1.36	x	x	49.7909	44.80
Mon	12/19/11	226.61726	1.27672	65	7.6525			-7.6525	-1.11	x	x	50.1427	44.55
Tue	12/20/11	226.60216	1.27663	66	7.7697			-7.7697	-1.02	x	x	50.2599	44.46
Wed	12/21/11	226.58706	1.27655	67	7.8869			-7.8869	-0.94	x	x	50.3771	44.38
Thu	12/22/11	226.57197	1.27646	68	8.0040			-8.0040	-0.85	x	x	50.4942	44.29
Fri	12/23/11	226.55687	1.27638	69	8.1212			-8.1212	-0.77	x	x	50.6114	44.21
Mon	12/26/11	226.51158	1.27612	72	8.4726			-8.4726	-0.51	x	x	50.9628	43.95
Tue	12/27/11	226.49648	1.27604	73	8.5897			-8.5897	-0.43	x	x	51.0799	43.87
Wed	12/28/11	226.48139	1.27595	74	8.7068			-8.7068	-0.34	x	x	51.1970	43.78
Thu	12/29/11	226.46629	1.27587	75	8.8239			-8.8239	-0.26	x	x	51.3141	43.70
Fri	12/30/11	226.45119	1.27578	76	8.9409			-8.9409	-0.17	x	x	51.4311	43.61
Sun	01/01/12	226.42100	1.27561

Generated 12/16/11 09:15