3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2012

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

CUSIP Number	9128277J5	Interest 01/15/11 (184 days)	$20.7893
Dated Date	January 15, 2002	Interest 07/15/11 (181 days)	$21.4196
Ref CPI on Dated Date	177.56452	Interest Total	$42.2089
Original Issue Date	January 15, 2002	Interest 01/15/12 (184 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	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Sat	01/01/11	218.71100	1.23173	170	19.2039	x	x	23.0050	43.42			19.2039	0.00
Mon	01/03/11	218.71694	1.23176	172	19.4303	x	x	22.7786	43.39			19.4303	0.03
Tue	01/04/11	218.71990	1.23178	173	19.5436	x	x	22.6653	43.37			19.5436	0.05
Wed	01/05/11	218.72287	1.23179	174	19.6568	x	x	22.5521	43.36			19.6568	0.06
Thu	01/06/11	218.72584	1.23181	175	19.7700	x	x	22.4389	43.34			19.7700	0.08
Fri	01/07/11	218.72881	1.23183	176	19.8833	x	x	22.3256	43.32			19.8833	0.10
Mon	01/10/11	218.73771	1.23188	179	20.2231	x	x	21.9858	43.27			20.2231	0.15
Tue	01/11/11	218.74068	1.23189	180	20.3362	x	x	21.8727	43.26			20.3362	0.16
Wed	01/12/11	218.74365	1.23191	181	20.4495	x	x	21.7594	43.24			20.4495	0.18
Thu	01/13/11	218.74661	1.23193	182	20.5629	x	x	21.6460	43.22			20.5629	0.20
Fri	01/14/11	218.74958	1.23194	183	20.6760	x	x	21.5329	43.21			20.6760	0.21
Sat	01/15/11	218.75255	1.23196	0	0.0000		x	21.4196	43.19	x		20.7893	0.23
Mon	01/17/11	218.75848	1.23199	2	0.2297		x	21.1899	43.16	x		21.0190	0.26
Tue	01/18/11	218.76145	1.23201	3	0.3446		x	21.0750	43.14	x		21.1339	0.28
Wed	01/19/11	218.76442	1.23203	4	0.4595		x	20.9601	43.12	x		21.2488	0.30
Thu	01/20/11	218.76739	1.23204	5	0.5743		x	20.8453	43.11	x		21.3636	0.31
Fri	01/21/11	218.77035	1.23206	6	0.6892		x	20.7304	43.09	x		21.4785	0.33
Mon	01/24/11	218.77926	1.23211	9	1.0338		x	20.3858	43.04	x		21.8231	0.38
Tue	01/25/11	218.78223	1.23213	10	1.1487		x	20.2709	43.02	x		21.9380	0.40
Wed	01/26/11	218.78519	1.23214	11	1.2636		x	20.1560	43.01	x		22.0529	0.41
Thu	01/27/11	218.78816	1.23216	12	1.3785		x	20.0411	42.99	x		22.1678	0.43
Fri	01/28/11	218.79113	1.23218	13	1.4934		x	19.9262	42.97	x		22.2827	0.45
Mon	01/31/11	218.80003	1.23223	16	1.8381		x	19.5815	42.92	x		22.6274	0.50
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	02/01/11	218.80300	1.23225	17	1.9530		x	19.4666	42.90	x		22.7423	0.52
Wed	02/02/11	218.81643	1.23232	18	2.0681		x	19.3515	42.83	x		22.8574	0.59
Thu	02/03/11	218.82986	1.23240	19	2.1831		x	19.2365	42.75	x		22.9724	0.67
Fri	02/04/11	218.84329	1.23247	20	2.2981		x	19.1215	42.68	x		23.0874	0.74
Mon	02/07/11	218.88357	1.23270	23	2.6433		x	18.7763	42.45	x		23.4326	0.97
Tue	02/08/11	218.89700	1.23277	24	2.7584		x	18.6612	42.38	x		23.5477	1.04
Wed	02/09/11	218.91043	1.23285	25	2.8735		x	18.5461	42.30	x		23.6628	1.12
Thu	02/10/11	218.92386	1.23293	26	2.9887		x	18.4309	42.22	x		23.7780	1.20
Fri	02/11/11	218.93729	1.23300	27	3.1038		x	18.3158	42.15	x		23.8931	1.27
Mon	02/14/11	218.97757	1.23323	30	3.4493		x	17.9703	41.92	x		24.2386	1.50
Tue	02/15/11	218.99100	1.23330	31	3.5645		x	17.8551	41.85	x		24.3538	1.57
Wed	02/16/11	219.00443	1.23338	32	3.6797		x	17.7399	41.77	x		24.4690	1.65
Thu	02/17/11	219.01786	1.23346	33	3.7949		x	17.6247	41.69	x		24.5842	1.73
Fri	02/18/11	219.03129	1.23353	34	3.9102		x	17.5094	41.62	x		24.6995	1.80
Mon	02/21/11	219.07157	1.23376	37	4.2560		x	17.1636	41.39	x		25.0453	2.03
Tue	02/22/11	219.08500	1.23383	38	4.3712		x	17.0484	41.32	x		25.1605	2.10
Wed	02/23/11	219.09843	1.23391	39	4.4866		x	16.9330	41.24	x		25.2759	2.18
Thu	02/24/11	219.11186	1.23398	40	4.6019		x	16.8177	41.17	x		25.3912	2.25
Fri	02/25/11	219.12529	1.23406	41	4.7172		x	16.7024	41.09	x		25.5065	2.33
Mon	02/28/11	219.16557	1.23429	44	5.0633		x	16.3563	40.86	x		25.8526	2.56
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	03/01/11	219.17900	1.23436	45	5.1787		x	16.2409	40.79	x		25.9680	2.63
Wed	03/02/11	219.21268	1.23455	46	5.2946		x	16.1250	40.60	x		26.0839	2.82
Thu	03/03/11	219.24635	1.23474	47	5.4105		x	16.0091	40.41	x		26.1998	3.01
Fri	03/04/11	219.28003	1.23493	48	5.5265		x	15.8931	40.22	x		26.3158	3.20
Mon	03/07/11	219.38106	1.23550	51	5.8746		x	15.5450	39.65	x		26.6639	3.77
Tue	03/08/11	219.41474	1.23569	52	5.9907		x	15.4289	39.46	x		26.7800	3.96
Wed	03/09/11	219.44842	1.23588	53	6.1069		x	15.3127	39.27	x		26.8962	4.15
Thu	03/10/11	219.48210	1.23607	54	6.2230		x	15.1966	39.08	x		27.0123	4.34
Fri	03/11/11	219.51577	1.23626	55	6.3392		x	15.0804	38.89	x		27.1285	4.53
Mon	03/14/11	219.61681	1.23683	58	6.6881		x	14.7315	38.32	x		27.4774	5.10
Tue	03/15/11	219.65048	1.23702	59	6.8045		x	14.6151	38.13	x		27.5938	5.29
Wed	03/16/11	219.68416	1.23721	60	6.9209		x	14.4987	37.94	x		27.7102	5.48
Thu	03/17/11	219.71784	1.23740	61	7.0373		x	14.3823	37.75	x		27.8266	5.67
Fri	03/18/11	219.75152	1.23759	62	7.1537		x	14.2659	37.56	x		27.9430	5.86
Mon	03/21/11	219.85255	1.23816	65	7.5034		x	13.9162	36.99	x		28.2927	6.43
Tue	03/22/11	219.88623	1.23835	66	7.6200		x	13.7996	36.80	x		28.4093	6.62
Wed	03/23/11	219.91990	1.23854	67	7.7366		x	13.6830	36.61	x		28.5259	6.81
Thu	03/24/11	219.95358	1.23872	68	7.8532		x	13.5664	36.43	x		28.6425	6.99
Fri	03/25/11	219.98726	1.23891	69	7.9699		x	13.4497	36.24	x		28.7592	7.18
Mon	03/28/11	220.08829	1.23948	72	8.3203		x	13.0993	35.67	x		29.1096	7.75
Tue	03/29/11	220.12197	1.23967	73	8.4371		x	12.9825	35.48	x		29.2264	7.94
Wed	03/30/11	220.15565	1.23986	74	8.5540		x	12.8656	35.29	x		29.3433	8.13
Thu	03/31/11	220.18932	1.24005	75	8.6709		x	12.7487	35.10	x		29.4602	8.32
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	04/01/11	220.22300	1.24024	76	8.7879		x	12.6317	34.91	x		29.5772	8.51
Mon	04/04/11	220.33160	1.24085	79	9.1393		x	12.2803	34.30	x		29.9286	9.12
Tue	04/05/11	220.36780	1.24106	80	9.2565		x	12.1631	34.09	x		30.0458	9.33
Wed	04/06/11	220.40400	1.24126	81	9.3737		x	12.0459	33.89	x		30.1630	9.53
Thu	04/07/11	220.44020	1.24147	82	9.4911		x	11.9285	33.68	x		30.2804	9.74
Fri	04/08/11	220.47640	1.24167	83	9.6084		x	11.8112	33.48	x		30.3977	9.94
Mon	04/11/11	220.58500	1.24228	86	9.9605		x	11.4591	32.87	x		30.7498	10.55
Tue	04/12/11	220.62120	1.24248	87	10.0780		x	11.3416	32.67	x		30.8673	10.75
Wed	04/13/11	220.65740	1.24269	88	10.1956		x	11.2240	32.46	x		30.9849	10.96
Thu	04/14/11	220.69360	1.24289	89	10.3131		x	11.1065	32.26	x		31.1024	11.16
Fri	04/15/11	220.72980	1.24310	90	10.4307		x	10.9889	32.05	x		31.2200	11.37
Mon	04/18/11	220.83840	1.24371	93	10.7837		x	10.6359	31.44	x		31.5730	11.98
Tue	04/19/11	220.87460	1.24391	94	10.9014		x	10.5182	31.24	x		31.6907	12.18
Wed	04/20/11	220.91080	1.24412	95	11.0192		x	10.4004	31.03	x		31.8085	12.39
Thu	04/21/11	220.94700	1.24432	96	11.1370		x	10.2826	30.83	x		31.9263	12.59
Fri	04/22/11	220.98320	1.24452	97	11.2548		x	10.1648	30.63	x		32.0441	12.79
Mon	04/25/11	221.09180	1.24514	100	11.6087		x	9.8109	30.01	x		32.3980	13.41
Tue	04/26/11	221.12800	1.24534	101	11.7267		x	9.6929	29.81	x		32.5160	13.61
Wed	04/27/11	221.16420	1.24554	102	11.8447		x	9.5749	29.61	x		32.6340	13.81
Thu	04/28/11	221.20040	1.24575	103	11.9628		x	9.4568	29.40	x		32.7521	14.02
Fri	04/29/11	221.23660	1.24595	104	12.0809		x	9.3387	29.20	x		32.8702	14.22
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	05/02/11	221.37861	1.24675	107	12.4374		x	8.9822	28.40	x		33.2267	15.02
Tue	05/03/11	221.44823	1.24714	108	12.5575		x	8.8621	28.01	x		33.3468	15.41
Wed	05/04/11	221.51784	1.24753	109	12.6778		x	8.7418	27.62	x		33.4671	15.80
Thu	05/05/11	221.58745	1.24793	110	12.7982		x	8.6214	27.22	x		33.5875	16.20
Fri	05/06/11	221.65706	1.24832	111	12.9186		x	8.5010	26.83	x		33.7079	16.59
Mon	05/09/11	221.86590	1.24949	114	13.2801		x	8.1395	25.66	x		34.0694	17.76
Tue	05/10/11	221.93552	1.24989	115	13.4009		x	8.0187	25.26	x		34.1902	18.16
Wed	05/11/11	222.00513	1.25028	116	13.5217		x	7.8979	24.87	x		34.3110	18.55
Thu	05/12/11	222.07474	1.25067	117	13.6425		x	7.7771	24.48	x		34.4318	18.94
Fri	05/13/11	222.14435	1.25106	118	13.7634		x	7.6562	24.09	x		34.5527	19.33
Mon	05/16/11	222.35319	1.25224	121	14.1266		x	7.2930	22.91	x		34.9159	20.51
Tue	05/17/11	222.42281	1.25263	122	14.2478		x	7.1718	22.52	x		35.0371	20.90
Wed	05/18/11	222.49242	1.25302	123	14.3691		x	7.0505	22.13	x		35.1584	21.29
Thu	05/19/11	222.56203	1.25341	124	14.4904		x	6.9292	21.74	x		35.2797	21.68
Fri	05/20/11	222.63165	1.25381	125	14.6119		x	6.8077	21.34	x		35.4012	22.08
Mon	05/23/11	222.84048	1.25498	128	14.9766		x	6.4430	20.17	x		35.7659	23.25
Tue	05/24/11	222.91010	1.25538	129	15.0984		x	6.3212	19.77	x		35.8877	23.65
Wed	05/25/11	222.97971	1.25577	130	15.2201		x	6.1995	19.38	x		36.0094	24.04
Thu	05/26/11	223.04932	1.25616	131	15.3420		x	6.0776	18.99	x		36.1313	24.43
Fri	05/27/11	223.11894	1.25655	132	15.4639		x	5.9557	18.60	x		36.2532	24.82
Mon	05/30/11	223.32777	1.25773	135	15.8302		x	5.5894	17.42	x		36.6195	26.00
Tue	05/31/11	223.39739	1.25812	136	15.9524		x	5.4672	17.03	x		36.7417	26.39
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	06/01/11	223.46700	1.25851	137	16.0747		x	5.3449	16.64	x		36.8640	26.78
Thu	06/02/11	223.51497	1.25878	138	16.1955		x	5.2241	16.37	x		36.9848	27.05
Fri	06/03/11	223.56293	1.25905	139	16.3163		x	5.1033	16.10	x		37.1056	27.32
Mon	06/06/11	223.70683	1.25986	142	16.6792		x	4.7404	15.29	x		37.4685	28.13
Tue	06/07/11	223.75480	1.26013	143	16.8003		x	4.6193	15.02	x		37.5896	28.40
Wed	06/08/11	223.80277	1.26040	144	16.9214		x	4.4982	14.75	x		37.7107	28.67
Thu	06/09/11	223.85073	1.26067	145	17.0426		x	4.3770	14.48	x		37.8319	28.94
Fri	06/10/11	223.89870	1.26094	146	17.1638		x	4.2558	14.21	x		37.9531	29.21
Mon	06/13/11	224.04260	1.26175	149	17.5277		x	3.8919	13.40	x		38.3170	30.02
Tue	06/14/11	224.09057	1.26202	150	17.6491		x	3.7705	13.13	x		38.4384	30.29
Wed	06/15/11	224.13853	1.26229	151	17.7706		x	3.6490	12.86	x		38.5599	30.56
Thu	06/16/11	224.18650	1.26256	152	17.8921		x	3.5275	12.59	x		38.6814	30.83
Fri	06/17/11	224.23447	1.26283	153	18.0136		x	3.4060	12.32	x		38.8029	31.10
Mon	06/20/11	224.37837	1.26364	156	18.3786		x	3.0410	11.51	x		39.1679	31.91
Tue	06/21/11	224.42633	1.26391	157	18.5004		x	2.9192	11.24	x		39.2897	32.18
Wed	06/22/11	224.47430	1.26418	158	18.6222		x	2.7974	10.97	x		39.4115	32.45
Thu	06/23/11	224.52227	1.26445	159	18.7441		x	2.6755	10.70	x		39.5334	32.72
Fri	06/24/11	224.57023	1.26472	160	18.8660		x	2.5536	10.43	x		39.6553	32.99
Mon	06/27/11	224.71413	1.26554	163	19.2322		x	2.1874	9.61	x		40.0215	33.81
Tue	06/28/11	224.76210	1.26581	164	19.3543		x	2.0653	9.34	x		40.1436	34.08
Wed	06/29/11	224.81007	1.26608	165	19.4765		x	1.9431	9.07	x		40.2658	34.35
Thu	06/30/11	224.85803	1.26635	166	19.5987		x	1.8209	8.80	x		40.3880	34.62
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	07/01/11	224.90600	1.26662	167	19.7210		x	1.6986	8.53	x		40.5103	34.89
Mon	07/04/11	225.00839	1.26719	170	20.0843		x	1.3353	7.96	x		40.8736	35.46
Tue	07/05/11	225.04252	1.26738	171	20.2054		x	1.2142	7.77	x		40.9947	35.65
Wed	07/06/11	225.07665	1.26758	172	20.3268		x	1.0928	7.57	x		41.1161	35.85
Thu	07/07/11	225.11077	1.26777	173	20.4480		x	0.9716	7.38	x		41.2373	36.04
Fri	07/08/11	225.14490	1.26796	174	20.5693		x	0.8503	7.19	x		41.3586	36.23
Mon	07/11/11	225.24729	1.26854	177	20.9335		x	0.4861	6.61	x		41.7228	36.81
Tue	07/12/11	225.28142	1.26873	178	21.0550		x	0.3646	6.42	x		41.8443	37.00
Wed	07/13/11	225.31555	1.26892	179	21.1764		x	0.2432	6.23	x		41.9657	37.19
Thu	07/14/11	225.34968	1.26911	180	21.2979		x	0.1217	6.04	x		42.0872	37.38
Fri	07/15/11	225.38381	1.26931	0	0.0000			0.0000	5.84	x	x	42.2089	37.58
Mon	07/18/11	225.48619	1.26988	3	0.3494			-0.3494	5.27	x	x	42.5583	38.15
Tue	07/19/11	225.52032	1.27008	4	0.4659			-0.4659	5.07	x	x	42.6748	38.35
Wed	07/20/11	225.55445	1.27027	5	0.5825			-0.5825	4.88	x	x	42.7914	38.54
Thu	07/21/11	225.58858	1.27046	6	0.6991			-0.6991	4.69	x	x	42.9080	38.73
Fri	07/22/11	225.62271	1.27065	7	0.8157			-0.8157	4.50	x	x	43.0246	38.92
Mon	07/25/11	225.72510	1.27123	10	1.1659			-1.1659	3.92	x	x	43.3748	39.50
Tue	07/26/11	225.75923	1.27142	11	1.2826			-1.2826	3.73	x	x	43.4915	39.69
Wed	07/27/11	225.79335	1.27161	12	1.3995			-1.3995	3.54	x	x	43.6084	39.88
Thu	07/28/11	225.82748	1.27181	13	1.5163			-1.5163	3.34	x	x	43.7252	40.08
Fri	07/29/11	225.86161	1.27200	14	1.6332			-1.6332	3.15	x	x	43.8421	40.27
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	08/01/11	225.96400	1.27257	17	1.9841			-1.9841	2.58	x	x	44.1930	40.84
Tue	08/02/11	225.95619	1.27253	18	2.1007			-2.1007	2.62	x	x	44.3096	40.80
Wed	08/03/11	225.94839	1.27249	19	2.2173			-2.2173	2.66	x	x	44.4262	40.76
Thu	08/04/11	225.94058	1.27244	20	2.3340			-2.3340	2.71	x	x	44.5429	40.71
Fri	08/05/11	225.93277	1.27240	21	2.4506			-2.4506	2.75	x	x	44.6595	40.67
Mon	08/08/11	225.90935	1.27227	24	2.8004			-2.8004	2.88	x	x	45.0093	40.54
Tue	08/09/11	225.90155	1.27222	25	2.9169			-2.9169	2.93	x	x	45.1258	40.49
Wed	08/10/11	225.89374	1.27218	26	3.0335			-3.0335	2.97	x	x	45.2424	40.45
Thu	08/11/11	225.88594	1.27213	27	3.1501			-3.1501	3.02	x	x	45.3590	40.40
Fri	08/12/11	225.87813	1.27209	28	3.2666			-3.2666	3.06	x	x	45.4755	40.36
Mon	08/15/11	225.85471	1.27196	31	3.6163			-3.6163	3.19	x	x	45.8252	40.23
Tue	08/16/11	225.84690	1.27191	32	3.7328			-3.7328	3.24	x	x	45.9417	40.18
Wed	08/17/11	225.83910	1.27187	33	3.8493			-3.8493	3.28	x	x	46.0582	40.14
Thu	08/18/11	225.83129	1.27183	34	3.9658			-3.9658	3.32	x	x	46.1747	40.10
Fri	08/19/11	225.82348	1.27178	35	4.0823			-4.0823	3.37	x	x	46.2912	40.05
Mon	08/22/11	225.80006	1.27165	38	4.4318			-4.4318	3.50	x	x	46.6407	39.92
Tue	08/23/11	225.79226	1.27161	39	4.5483			-4.5483	3.54	x	x	46.7572	39.88
Wed	08/24/11	225.78445	1.27156	40	4.6647			-4.6647	3.59	x	x	46.8736	39.83
Thu	08/25/11	225.77665	1.27152	41	4.7812			-4.7812	3.63	x	x	46.9901	39.79
Fri	08/26/11	225.76884	1.27147	42	4.8976			-4.8976	3.68	x	x	47.1065	39.74
Mon	08/29/11	225.74542	1.27134	45	5.2469			-5.2469	3.81	x	x	47.4558	39.61
Tue	08/30/11	225.73761	1.27130	46	5.3633			-5.3633	3.85	x	x	47.5722	39.57
Wed	08/31/11	225.72981	1.27126	47	5.4797			-5.4797	3.89	x	x	47.6886	39.53
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	09/01/11	225.72200	1.27121	48	5.5961			-5.5961	3.94	x	x	47.8050	39.48
Fri	09/02/11	225.72867	1.27125	49	5.7129			-5.7129	3.90	x	x	47.9218	39.52
Mon	09/05/11	225.74867	1.27136	52	6.0631			-6.0631	3.79	x	x	48.2720	39.63
Tue	09/06/11	225.75533	1.27140	53	6.1799			-6.1799	3.75	x	x	48.3888	39.67
Wed	09/07/11	225.76200	1.27144	54	6.2967			-6.2967	3.71	x	x	48.5056	39.71
Thu	09/08/11	225.76867	1.27147	55	6.4135			-6.4135	3.68	x	x	48.6224	39.74
Fri	09/09/11	225.77533	1.27151	56	6.5303			-6.5303	3.64	x	x	48.7392	39.78
Mon	09/12/11	225.79533	1.27162	59	6.8807			-6.8807	3.53	x	x	49.0896	39.89
Tue	09/13/11	225.80200	1.27166	60	6.9976			-6.9976	3.49	x	x	49.2065	39.93
Wed	09/14/11	225.80867	1.27170	61	7.1144			-7.1144	3.45	x	x	49.3233	39.97
Thu	09/15/11	225.81533	1.27174	62	7.2313			-7.2313	3.41	x	x	49.4402	40.01
Fri	09/16/11	225.82200	1.27177	63	7.3481			-7.3481	3.38	x	x	49.5570	40.04
Mon	09/19/11	225.84200	1.27189	66	7.6987			-7.6987	3.26	x	x	49.9076	40.16
Tue	09/20/11	225.84867	1.27192	67	7.8156			-7.8156	3.23	x	x	50.0245	40.19
Wed	09/21/11	225.85533	1.27196	68	7.9325			-7.9325	3.19	x	x	50.1414	40.23
Thu	09/22/11	225.86200	1.27200	69	8.0494			-8.0494	3.15	x	x	50.2583	40.27
Fri	09/23/11	225.86867	1.27204	70	8.1663			-8.1663	3.11	x	x	50.3752	40.31
Mon	09/26/11	225.88867	1.27215	73	8.5170			-8.5170	3.00	x	x	50.7259	40.42
Tue	09/27/11	225.89533	1.27219	74	8.6340			-8.6340	2.96	x	x	50.8429	40.46
Wed	09/28/11	225.90200	1.27222	75	8.7508			-8.7508	2.93	x	x	50.9597	40.49
Thu	09/29/11	225.90867	1.27226	76	8.8678			-8.8678	2.89	x	x	51.0767	40.53
Fri	09/30/11	225.91533	1.27230	77	8.9848			-8.9848	2.85	x	x	51.1937	40.57
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	10/03/11	225.96219	1.27256	80	9.3367			-9.3367	2.59	x	x	51.5456	40.83
Tue	10/04/11	225.98229	1.27268	81	9.4543			-9.4543	2.47	x	x	51.6632	40.95
Wed	10/05/11	226.00239	1.27279	82	9.5719			-9.5719	2.36	x	x	51.7808	41.06
Thu	10/06/11	226.02248	1.27290	83	9.6894			-9.6894	2.25	x	x	51.8983	41.17
Fri	10/07/11	226.04258	1.27302	84	9.8071			-9.8071	2.13	x	x	52.0160	41.29
Mon	10/10/11	226.10287	1.27336	87	10.1601			-10.1601	1.79	x	x	52.3690	41.63
Tue	10/11/11	226.12297	1.27347	88	10.2777			-10.2777	1.68	x	x	52.4866	41.74
Wed	10/12/11	226.14306	1.27358	89	10.3954			-10.3954	1.57	x	x	52.6043	41.85
Thu	10/13/11	226.16316	1.27370	90	10.5132			-10.5132	1.45	x	x	52.7221	41.97
Fri	10/14/11	226.18326	1.27381	91	10.6309			-10.6309	1.34	x	x	52.8398	42.08
Mon	10/17/11	226.24355	1.27415	94	10.9844			-10.9844	1.00	x	x	53.1933	42.42
Tue	10/18/11	226.26365	1.27426	95	11.1022			-11.1022	0.89	x	x	53.3111	42.53
Wed	10/19/11	226.28374	1.27437	96	11.2200			-11.2200	0.78	x	x	53.4289	42.64
Thu	10/20/11	226.30384	1.27449	97	11.3379			-11.3379	0.66	x	x	53.5468	42.76
Fri	10/21/11	226.32394	1.27460	98	11.4558			-11.4558	0.55	x	x	53.6647	42.87
Mon	10/24/11	226.38423	1.27494	101	11.8097			-11.8097	0.21	x	x	54.0186	43.21
Tue	10/25/11	226.40432	1.27505	102	11.9276			-11.9276	0.10	x	x	54.1365	43.32
Wed	10/26/11	226.42442	1.27517	103	12.0457			-12.0457	-0.02	x	x	54.2546	43.44
Thu	10/27/11	226.44452	1.27528	104	12.1637			-12.1637	-0.13	x	x	54.3726	43.55
Fri	10/28/11	226.46461	1.27539	105	12.2817			-12.2817	-0.24	x	x	54.4906	43.66
Mon	10/31/11	226.52490	1.27573	108	12.6360			-12.6360	-0.58	x	x	54.8449	44.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/11	226.54500	1.27585	109	12.7542			-12.7542	-0.70	x	x	54.9631	44.12
Wed	11/02/11	226.55647	1.27591	110	12.8718			-12.8718	-0.76	x	x	55.0807	44.18
Thu	11/03/11	226.56793	1.27598	111	12.9895			-12.9895	-0.83	x	x	55.1984	44.25
Fri	11/04/11	226.57940	1.27604	112	13.1072			-13.1072	-0.89	x	x	55.3161	44.31
Mon	11/07/11	226.61380	1.27623	115	13.4602			-13.4602	-1.08	x	x	55.6691	44.50
Tue	11/08/11	226.62527	1.27630	116	13.5780			-13.5780	-1.15	x	x	55.7869	44.57
Wed	11/09/11	226.63673	1.27636	117	13.6957			-13.6957	-1.21	x	x	55.9046	44.63
Thu	11/10/11	226.64820	1.27643	118	13.8135			-13.8135	-1.28	x	x	56.0224	44.70
Fri	11/11/11	226.65967	1.27649	119	13.9313			-13.9313	-1.34	x	x	56.1402	44.76
Mon	11/14/11	226.69407	1.27669	122	14.2847			-14.2847	-1.54	x	x	56.4936	44.96
Tue	11/15/11	226.70553	1.27675	123	14.4025			-14.4025	-1.60	x	x	56.6114	45.02
Wed	11/16/11	226.71700	1.27681	124	14.5202			-14.5202	-1.66	x	x	56.7291	45.08
Thu	11/17/11	226.72847	1.27688	125	14.6381			-14.6381	-1.73	x	x	56.8470	45.15
Fri	11/18/11	226.73993	1.27694	126	14.7559			-14.7559	-1.79	x	x	56.9648	45.21
Mon	11/21/11	226.77433	1.27714	129	15.1096			-15.1096	-1.99	x	x	57.3185	45.41
Tue	11/22/11	226.78580	1.27720	130	15.2275			-15.2275	-2.05	x	x	57.4364	45.47
Wed	11/23/11	226.79727	1.27727	131	15.3455			-15.3455	-2.12	x	x	57.5544	45.54
Thu	11/24/11	226.80873	1.27733	132	15.4633			-15.4633	-2.18	x	x	57.6722	45.60
Fri	11/25/11	226.82020	1.27740	133	15.5813			-15.5813	-2.25	x	x	57.7902	45.67
Mon	11/28/11	226.85460	1.27759	136	15.9352			-15.9352	-2.44	x	x	58.1441	45.86
Tue	11/29/11	226.86607	1.27765	137	16.0531			-16.0531	-2.50	x	x	58.2620	45.92
Wed	11/30/11	226.87753	1.27772	138	16.1711			-16.1711	-2.57	x	x	58.3800	45.99
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	12/01/11	226.88900	1.27778	139	16.2891			-16.2891	-2.63	x	x	58.4980	46.05
Fri	12/02/11	226.87390	1.27770	140	16.4053			-16.4053	-2.55	x	x	58.6142	45.97
Mon	12/05/11	226.82861	1.27744	143	16.7534			-16.7534	-2.29	x	x	58.9623	45.71
Tue	12/06/11	226.81352	1.27736	144	16.8695			-16.8695	-2.21	x	x	59.0784	45.63
Wed	12/07/11	226.79842	1.27727	145	16.9854			-16.9854	-2.12	x	x	59.1943	45.54
Thu	12/08/11	226.78332	1.27719	146	17.1015			-17.1015	-2.04	x	x	59.3104	45.46
Fri	12/09/11	226.76823	1.27710	147	17.2174			-17.2174	-1.95	x	x	59.4263	45.37
Mon	12/12/11	226.72294	1.27685	150	17.5654			-17.5654	-1.70	x	x	59.7743	45.12
Tue	12/13/11	226.70784	1.27676	151	17.6812			-17.6812	-1.61	x	x	59.8901	45.03
Wed	12/14/11	226.69274	1.27668	152	17.7972			-17.7972	-1.53	x	x	60.0061	44.95
Thu	12/15/11	226.67765	1.27659	153	17.9130			-17.9130	-1.44	x	x	60.1219	44.86
Fri	12/16/11	226.66255	1.27651	154	18.0290			-18.0290	-1.36	x	x	60.2379	44.78
Mon	12/19/11	226.61726	1.27625	157	18.3764			-18.3764	-1.10	x	x	60.5853	44.52
Tue	12/20/11	226.60216	1.27617	158	18.4923			-18.4923	-1.02	x	x	60.7012	44.44
Wed	12/21/11	226.58706	1.27608	159	18.6081			-18.6081	-0.93	x	x	60.8170	44.35
Thu	12/22/11	226.57197	1.27600	160	18.7239			-18.7239	-0.85	x	x	60.9328	44.27
Fri	12/23/11	226.55687	1.27591	161	18.8396			-18.8396	-0.76	x	x	61.0485	44.18
Mon	12/26/11	226.51158	1.27566	164	19.1869			-19.1869	-0.51	x	x	61.3958	43.93
Tue	12/27/11	226.49648	1.27557	165	19.3025			-19.3025	-0.42	x	x	61.5114	43.84
Wed	12/28/11	226.48139	1.27549	166	19.4183			-19.4183	-0.34	x	x	61.6272	43.76
Thu	12/29/11	226.46629	1.27540	167	19.5339			-19.5339	-0.25	x	x	61.7428	43.67
Fri	12/30/11	226.45119	1.27532	168	19.6496			-19.6496	-0.17	x	x	61.8585	43.59
Sun	01/01/12	226.42100	1.27515

Generated 12/16/11 09:15