2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2014

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

CUSIP Number	912828BW9	Interest 01/15/11 (184 days)	$11.8389
Dated Date	January 15, 2004	Interest 07/15/11 (181 days)	$12.1978
Ref CPI on Dated Date	184.77419	Interest Total	$24.0367
Original Issue Date	January 15, 2004	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	1.18367	170	10.9361	x	x	13.1006	41.72			10.9361	0.00
Mon	01/03/11	218.71694	1.18370	172	11.0650	x	x	12.9717	41.69			11.0650	0.03
Tue	01/04/11	218.71990	1.18371	173	11.1294	x	x	12.9073	41.68			11.1294	0.04
Wed	01/05/11	218.72287	1.18373	174	11.1940	x	x	12.8427	41.66			11.1940	0.06
Thu	01/06/11	218.72584	1.18375	175	11.2585	x	x	12.7782	41.64			11.2585	0.08
Fri	01/07/11	218.72881	1.18376	176	11.3229	x	x	12.7138	41.63			11.3229	0.09
Mon	01/10/11	218.73771	1.18381	179	11.5164	x	x	12.5203	41.58			11.5164	0.14
Tue	01/11/11	218.74068	1.18383	180	11.5809	x	x	12.4558	41.56			11.5809	0.16
Wed	01/12/11	218.74365	1.18384	181	11.6454	x	x	12.3913	41.55			11.6454	0.17
Thu	01/13/11	218.74661	1.18386	182	11.7099	x	x	12.3268	41.53			11.7099	0.19
Fri	01/14/11	218.74958	1.18388	183	11.7745	x	x	12.2622	41.51			11.7745	0.21
Sat	01/15/11	218.75255	1.18389	0	0.0000		x	12.1978	41.50	x		11.8389	0.22
Mon	01/17/11	218.75848	1.18392	2	0.1308		x	12.0670	41.47	x		11.9697	0.25
Tue	01/18/11	218.76145	1.18394	3	0.1962		x	12.0016	41.45	x		12.0351	0.27
Wed	01/19/11	218.76442	1.18396	4	0.2616		x	11.9362	41.43	x		12.1005	0.29
Thu	01/20/11	218.76739	1.18397	5	0.3271		x	11.8707	41.42	x		12.1660	0.30
Fri	01/21/11	218.77035	1.18399	6	0.3925		x	11.8053	41.40	x		12.2314	0.32
Mon	01/24/11	218.77926	1.18404	9	0.5887		x	11.6091	41.35	x		12.4276	0.37
Tue	01/25/11	218.78223	1.18405	10	0.6542		x	11.5436	41.34	x		12.4931	0.38
Wed	01/26/11	218.78519	1.18407	11	0.7196		x	11.4782	41.32	x		12.5585	0.40
Thu	01/27/11	218.78816	1.18408	12	0.7850		x	11.4128	41.31	x		12.6239	0.41
Fri	01/28/11	218.79113	1.18410	13	0.8505		x	11.3473	41.29	x		12.6894	0.43
Mon	01/31/11	218.80003	1.18415	16	1.0468		x	11.1510	41.24	x		12.8857	0.48
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	1.18416	17	1.1122		x	11.0856	41.23	x		12.9511	0.49
Wed	02/02/11	218.81643	1.18424	18	1.1777		x	11.0201	41.15	x		13.0166	0.57
Thu	02/03/11	218.82986	1.18431	19	1.2432		x	10.9546	41.08	x		13.0821	0.64
Fri	02/04/11	218.84329	1.18438	20	1.3087		x	10.8891	41.01	x		13.1476	0.71
Mon	02/07/11	218.88357	1.18460	23	1.5053		x	10.6925	40.79	x		13.3442	0.93
Tue	02/08/11	218.89700	1.18467	24	1.5708		x	10.6270	40.72	x		13.4097	1.00
Wed	02/09/11	218.91043	1.18475	25	1.6364		x	10.5614	40.64	x		13.4753	1.08
Thu	02/10/11	218.92386	1.18482	26	1.7020		x	10.4958	40.57	x		13.5409	1.15
Fri	02/11/11	218.93729	1.18489	27	1.7675		x	10.4303	40.50	x		13.6064	1.22
Mon	02/14/11	218.97757	1.18511	30	1.9643		x	10.2335	40.28	x		13.8032	1.44
Tue	02/15/11	218.99100	1.18518	31	2.0299		x	10.1679	40.21	x		13.8688	1.51
Wed	02/16/11	219.00443	1.18525	32	2.0955		x	10.1023	40.14	x		13.9344	1.58
Thu	02/17/11	219.01786	1.18533	33	2.1611		x	10.0367	40.06	x		14.0000	1.66
Fri	02/18/11	219.03129	1.18540	34	2.2267		x	9.9711	39.99	x		14.0656	1.73
Mon	02/21/11	219.07157	1.18562	37	2.4236		x	9.7742	39.77	x		14.2625	1.95
Tue	02/22/11	219.08500	1.18569	38	2.4893		x	9.7085	39.70	x		14.3282	2.02
Wed	02/23/11	219.09843	1.18576	39	2.5550		x	9.6428	39.63	x		14.3939	2.09
Thu	02/24/11	219.11186	1.18584	40	2.6206		x	9.5772	39.55	x		14.4595	2.17
Fri	02/25/11	219.12529	1.18591	41	2.6863		x	9.5115	39.48	x		14.5252	2.24
Mon	02/28/11	219.16557	1.18613	44	2.8834		x	9.3144	39.26	x		14.7223	2.46
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	1.18620	45	2.9491		x	9.2487	39.19	x		14.7880	2.53
Wed	03/02/11	219.21268	1.18638	46	3.0151		x	9.1827	39.01	x		14.8540	2.71
Thu	03/03/11	219.24635	1.18656	47	3.0811		x	9.1167	38.83	x		14.9200	2.89
Fri	03/04/11	219.28003	1.18675	48	3.1472		x	9.0506	38.64	x		14.9861	3.08
Mon	03/07/11	219.38106	1.18729	51	3.3454		x	8.8524	38.10	x		15.1843	3.62
Tue	03/08/11	219.41474	1.18748	52	3.4115		x	8.7863	37.91	x		15.2504	3.81
Wed	03/09/11	219.44842	1.18766	53	3.4777		x	8.7201	37.73	x		15.3166	3.99
Thu	03/10/11	219.48210	1.18784	54	3.5438		x	8.6540	37.55	x		15.3827	4.17
Fri	03/11/11	219.51577	1.18802	55	3.6100		x	8.5878	37.37	x		15.4489	4.35
Mon	03/14/11	219.61681	1.18857	58	3.8087		x	8.3891	36.82	x		15.6476	4.90
Tue	03/15/11	219.65048	1.18875	59	3.8749		x	8.3229	36.64	x		15.7138	5.08
Wed	03/16/11	219.68416	1.18893	60	3.9412		x	8.2566	36.46	x		15.7801	5.26
Thu	03/17/11	219.71784	1.18912	61	4.0075		x	8.1903	36.27	x		15.8464	5.45
Fri	03/18/11	219.75152	1.18930	62	4.0738		x	8.1240	36.09	x		15.9127	5.63
Mon	03/21/11	219.85255	1.18984	65	4.2729		x	7.9249	35.55	x		16.1118	6.17
Tue	03/22/11	219.88623	1.19003	66	4.3393		x	7.8585	35.36	x		16.1782	6.36
Wed	03/23/11	219.91990	1.19021	67	4.4057		x	7.7921	35.18	x		16.2446	6.54
Thu	03/24/11	219.95358	1.19039	68	4.4722		x	7.7256	35.00	x		16.3111	6.72
Fri	03/25/11	219.98726	1.19057	69	4.5386		x	7.6592	34.82	x		16.3775	6.90
Mon	03/28/11	220.08829	1.19112	72	4.7382		x	7.4596	34.27	x		16.5771	7.45
Tue	03/29/11	220.12197	1.19130	73	4.8047		x	7.3931	34.09	x		16.6436	7.63
Wed	03/30/11	220.15565	1.19148	74	4.8712		x	7.3266	33.91	x		16.7101	7.81
Thu	03/31/11	220.18932	1.19167	75	4.9379		x	7.2599	33.72	x		16.7768	8.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/11	220.22300	1.19185	76	5.0045		x	7.1933	33.54	x		16.8434	8.18
Mon	04/04/11	220.33160	1.19244	79	5.2046		x	6.9932	32.95	x		17.0435	8.77
Tue	04/05/11	220.36780	1.19263	80	5.2713		x	6.9265	32.76	x		17.1102	8.96
Wed	04/06/11	220.40400	1.19283	81	5.3381		x	6.8597	32.56	x		17.1770	9.16
Thu	04/07/11	220.44020	1.19302	82	5.4048		x	6.7930	32.37	x		17.2437	9.35
Fri	04/08/11	220.47640	1.19322	83	5.4717		x	6.7261	32.17	x		17.3106	9.55
Mon	04/11/11	220.58500	1.19381	86	5.6722		x	6.5256	31.58	x		17.5111	10.14
Tue	04/12/11	220.62120	1.19400	87	5.7391		x	6.4587	31.39	x		17.5780	10.33
Wed	04/13/11	220.65740	1.19420	88	5.8061		x	6.3917	31.19	x		17.6450	10.53
Thu	04/14/11	220.69360	1.19440	89	5.8730		x	6.3248	30.99	x		17.7119	10.73
Fri	04/15/11	220.72980	1.19459	90	5.9400		x	6.2578	30.80	x		17.7789	10.92
Mon	04/18/11	220.83840	1.19518	93	6.1410		x	6.0568	30.21	x		17.9799	11.51
Tue	04/19/11	220.87460	1.19538	94	6.2081		x	5.9897	30.01	x		18.0470	11.71
Wed	04/20/11	220.91080	1.19557	95	6.2751		x	5.9227	29.82	x		18.1140	11.90
Thu	04/21/11	220.94700	1.19577	96	6.3422		x	5.8556	29.62	x		18.1811	12.10
Fri	04/22/11	220.98320	1.19596	97	6.4093		x	5.7885	29.43	x		18.2482	12.29
Mon	04/25/11	221.09180	1.19655	100	6.6108		x	5.5870	28.84	x		18.4497	12.88
Tue	04/26/11	221.12800	1.19675	101	6.6780		x	5.5198	28.64	x		18.5169	13.08
Wed	04/27/11	221.16420	1.19694	102	6.7452		x	5.4526	28.45	x		18.5841	13.27
Thu	04/28/11	221.20040	1.19714	103	6.8125		x	5.3853	28.25	x		18.6514	13.47
Fri	04/29/11	221.23660	1.19733	104	6.8797		x	5.3181	28.06	x		18.7186	13.66
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	1.19810	107	7.0827		x	5.1151	27.29	x		18.9216	14.43
Tue	05/03/11	221.44823	1.19848	108	7.1512		x	5.0466	26.91	x		18.9901	14.81
Wed	05/04/11	221.51784	1.19886	109	7.2197		x	4.9781	26.53	x		19.0586	15.19
Thu	05/05/11	221.58745	1.19923	110	7.2881		x	4.9097	26.16	x		19.1270	15.56
Fri	05/06/11	221.65706	1.19961	111	7.3567		x	4.8411	25.78	x		19.1956	15.94
Mon	05/09/11	221.86590	1.20074	114	7.5627		x	4.6351	24.65	x		19.4016	17.07
Tue	05/10/11	221.93552	1.20112	115	7.6314		x	4.5664	24.27	x		19.4703	17.45
Wed	05/11/11	222.00513	1.20149	116	7.7002		x	4.4976	23.90	x		19.5391	17.82
Thu	05/12/11	222.07474	1.20187	117	7.7690		x	4.4288	23.52	x		19.6079	18.20
Fri	05/13/11	222.14435	1.20225	118	7.8379		x	4.3599	23.14	x		19.6768	18.58
Mon	05/16/11	222.35319	1.20338	121	8.0447		x	4.1531	22.01	x		19.8836	19.71
Tue	05/17/11	222.42281	1.20375	122	8.1137		x	4.0841	21.64	x		19.9526	20.08
Wed	05/18/11	222.49242	1.20413	123	8.1828		x	4.0150	21.26	x		20.0217	20.46
Thu	05/19/11	222.56203	1.20451	124	8.2519		x	3.9459	20.88	x		20.0908	20.84
Fri	05/20/11	222.63165	1.20489	125	8.3211		x	3.8767	20.50	x		20.1600	21.22
Mon	05/23/11	222.84048	1.20602	128	8.5288		x	3.6690	19.37	x		20.3677	22.35
Tue	05/24/11	222.91010	1.20639	129	8.5980		x	3.5998	19.00	x		20.4369	22.72
Wed	05/25/11	222.97971	1.20677	130	8.6674		x	3.5304	18.62	x		20.5063	23.10
Thu	05/26/11	223.04932	1.20715	131	8.7368		x	3.4610	18.24	x		20.5757	23.48
Fri	05/27/11	223.11894	1.20752	132	8.8062		x	3.3916	17.87	x		20.6451	23.85
Mon	05/30/11	223.32777	1.20865	135	9.0148		x	3.1830	16.74	x		20.8537	24.98
Tue	05/31/11	223.39739	1.20903	136	9.0844		x	3.1134	16.36	x		20.9233	25.36
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	1.20941	137	9.1541		x	3.0437	15.98	x		20.9930	25.74
Thu	06/02/11	223.51497	1.20967	138	9.2229		x	2.9749	15.72	x		21.0618	26.00
Fri	06/03/11	223.56293	1.20993	139	9.2917		x	2.9061	15.46	x		21.1306	26.26
Mon	06/06/11	223.70683	1.21070	142	9.4983		x	2.6995	14.69	x		21.3372	27.03
Tue	06/07/11	223.75480	1.21096	143	9.5673		x	2.6305	14.43	x		21.4062	27.29
Wed	06/08/11	223.80277	1.21122	144	9.6362		x	2.5616	14.17	x		21.4751	27.55
Thu	06/09/11	223.85073	1.21148	145	9.7052		x	2.4926	13.91	x		21.5441	27.81
Fri	06/10/11	223.89870	1.21174	146	9.7743		x	2.4235	13.65	x		21.6132	28.07
Mon	06/13/11	224.04260	1.21252	149	9.9815		x	2.2163	12.87	x		21.8204	28.85
Tue	06/14/11	224.09057	1.21278	150	10.0507		x	2.1471	12.61	x		21.8896	29.11
Wed	06/15/11	224.13853	1.21304	151	10.1198		x	2.0780	12.35	x		21.9587	29.37
Thu	06/16/11	224.18650	1.21330	152	10.1890		x	2.0088	12.09	x		22.0279	29.63
Fri	06/17/11	224.23447	1.21356	153	10.2583		x	1.9395	11.83	x		22.0972	29.89
Mon	06/20/11	224.37837	1.21434	156	10.4661		x	1.7317	11.05	x		22.3050	30.67
Tue	06/21/11	224.42633	1.21460	157	10.5355		x	1.6623	10.79	x		22.3744	30.93
Wed	06/22/11	224.47430	1.21486	158	10.6049		x	1.5929	10.53	x		22.4438	31.19
Thu	06/23/11	224.52227	1.21512	159	10.6743		x	1.5235	10.27	x		22.5132	31.45
Fri	06/24/11	224.57023	1.21538	160	10.7437		x	1.4541	10.01	x		22.5826	31.71
Mon	06/27/11	224.71413	1.21616	163	10.9522		x	1.2456	9.23	x		22.7911	32.49
Tue	06/28/11	224.76210	1.21642	164	11.0217		x	1.1761	8.97	x		22.8606	32.75
Wed	06/29/11	224.81007	1.21667	165	11.0912		x	1.1066	8.72	x		22.9301	33.00
Thu	06/30/11	224.85803	1.21693	166	11.1608		x	1.0370	8.46	x		22.9997	33.26
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	1.21719	167	11.2304		x	0.9674	8.20	x		23.0693	33.52
Mon	07/04/11	225.00839	1.21775	170	11.4374		x	0.7604	7.64	x		23.2763	34.08
Tue	07/05/11	225.04252	1.21793	171	11.5064		x	0.6914	7.46	x		23.3453	34.26
Wed	07/06/11	225.07665	1.21812	172	11.5755		x	0.6223	7.27	x		23.4144	34.45
Thu	07/07/11	225.11077	1.21830	173	11.6445		x	0.5533	7.09	x		23.4834	34.63
Fri	07/08/11	225.14490	1.21849	174	11.7137		x	0.4841	6.90	x		23.5526	34.82
Mon	07/11/11	225.24729	1.21904	177	11.9210		x	0.2768	6.35	x		23.7599	35.37
Tue	07/12/11	225.28142	1.21923	178	11.9902		x	0.2076	6.16	x		23.8291	35.56
Wed	07/13/11	225.31555	1.21941	179	12.0594		x	0.1384	5.98	x		23.8983	35.74
Thu	07/14/11	225.34968	1.21960	180	12.1286		x	0.0692	5.79	x		23.9675	35.93
Fri	07/15/11	225.38381	1.21978	0	0.0000			0.0000	5.61	x	x	24.0367	36.11
Mon	07/18/11	225.48619	1.22033	3	0.1990			-0.1990	5.06	x	x	24.2357	36.66
Tue	07/19/11	225.52032	1.22052	4	0.2653			-0.2653	4.87	x	x	24.3020	36.85
Wed	07/20/11	225.55445	1.22070	5	0.3317			-0.3317	4.69	x	x	24.3684	37.03
Thu	07/21/11	225.58858	1.22089	6	0.3981			-0.3981	4.50	x	x	24.4348	37.22
Fri	07/22/11	225.62271	1.22107	7	0.4645			-0.4645	4.32	x	x	24.5012	37.40
Mon	07/25/11	225.72510	1.22163	10	0.6639			-0.6639	3.76	x	x	24.7006	37.96
Tue	07/26/11	225.75923	1.22181	11	0.7304			-0.7304	3.58	x	x	24.7671	38.14
Wed	07/27/11	225.79335	1.22200	12	0.7970			-0.7970	3.39	x	x	24.8337	38.33
Thu	07/28/11	225.82748	1.22218	13	0.8635			-0.8635	3.21	x	x	24.9002	38.51
Fri	07/29/11	225.86161	1.22237	14	0.9301			-0.9301	3.02	x	x	24.9668	38.70
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	1.22292	17	1.1299			-1.1299	2.47	x	x	25.1666	39.25
Tue	08/02/11	225.95619	1.22288	18	1.1963			-1.1963	2.51	x	x	25.2330	39.21
Wed	08/03/11	225.94839	1.22284	19	1.2627			-1.2627	2.55	x	x	25.2994	39.17
Thu	08/04/11	225.94058	1.22279	20	1.3291			-1.3291	2.60	x	x	25.3658	39.12
Fri	08/05/11	225.93277	1.22275	21	1.3955			-1.3955	2.64	x	x	25.4322	39.08
Mon	08/08/11	225.90935	1.22262	24	1.5947			-1.5947	2.77	x	x	25.6314	38.95
Tue	08/09/11	225.90155	1.22258	25	1.6611			-1.6611	2.81	x	x	25.6978	38.91
Wed	08/10/11	225.89374	1.22254	26	1.7275			-1.7275	2.85	x	x	25.7642	38.87
Thu	08/11/11	225.88594	1.22250	27	1.7939			-1.7939	2.89	x	x	25.8306	38.83
Fri	08/12/11	225.87813	1.22245	28	1.8603			-1.8603	2.94	x	x	25.8970	38.78
Mon	08/15/11	225.85471	1.22233	31	2.0594			-2.0594	3.06	x	x	26.0961	38.66
Tue	08/16/11	225.84690	1.22229	32	2.1257			-2.1257	3.10	x	x	26.1624	38.62
Wed	08/17/11	225.83910	1.22224	33	2.1921			-2.1921	3.15	x	x	26.2288	38.57
Thu	08/18/11	225.83129	1.22220	34	2.2584			-2.2584	3.19	x	x	26.2951	38.53
Fri	08/19/11	225.82348	1.22216	35	2.3248			-2.3248	3.23	x	x	26.3615	38.49
Mon	08/22/11	225.80006	1.22203	38	2.5238			-2.5238	3.36	x	x	26.5605	38.36
Tue	08/23/11	225.79226	1.22199	39	2.5901			-2.5901	3.40	x	x	26.6268	38.32
Wed	08/24/11	225.78445	1.22195	40	2.6564			-2.6564	3.44	x	x	26.6931	38.28
Thu	08/25/11	225.77665	1.22191	41	2.7227			-2.7227	3.48	x	x	26.7594	38.24
Fri	08/26/11	225.76884	1.22186	42	2.7890			-2.7890	3.53	x	x	26.8257	38.19
Mon	08/29/11	225.74542	1.22174	45	2.9880			-2.9880	3.65	x	x	27.0247	38.07
Tue	08/30/11	225.73761	1.22169	46	3.0542			-3.0542	3.70	x	x	27.0909	38.02
Wed	08/31/11	225.72981	1.22165	47	3.1205			-3.1205	3.74	x	x	27.1572	37.98
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/11	225.72200	1.22161	48	3.1868			-3.1868	3.78	x	x	27.2235	37.94
Fri	09/02/11	225.72867	1.22165	49	3.2533			-3.2533	3.74	x	x	27.2900	37.98
Mon	09/05/11	225.74867	1.22175	52	3.4528			-3.4528	3.64	x	x	27.4895	38.08
Tue	09/06/11	225.75533	1.22179	53	3.5193			-3.5193	3.60	x	x	27.5560	38.12
Wed	09/07/11	225.76200	1.22183	54	3.5858			-3.5858	3.56	x	x	27.6225	38.16
Thu	09/08/11	225.76867	1.22186	55	3.6523			-3.6523	3.53	x	x	27.6890	38.19
Fri	09/09/11	225.77533	1.22190	56	3.7188			-3.7188	3.49	x	x	27.7555	38.23
Mon	09/12/11	225.79533	1.22201	59	3.9184			-3.9184	3.38	x	x	27.9551	38.34
Tue	09/13/11	225.80200	1.22204	60	3.9849			-3.9849	3.35	x	x	28.0216	38.37
Wed	09/14/11	225.80867	1.22208	61	4.0515			-4.0515	3.31	x	x	28.0882	38.41
Thu	09/15/11	225.81533	1.22212	62	4.1180			-4.1180	3.27	x	x	28.1547	38.45
Fri	09/16/11	225.82200	1.22215	63	4.1845			-4.1845	3.24	x	x	28.2212	38.48
Mon	09/19/11	225.84200	1.22226	66	4.3842			-4.3842	3.13	x	x	28.4209	38.59
Tue	09/20/11	225.84867	1.22230	67	4.4508			-4.4508	3.09	x	x	28.4875	38.63
Wed	09/21/11	225.85533	1.22233	68	4.5173			-4.5173	3.06	x	x	28.5540	38.66
Thu	09/22/11	225.86200	1.22237	69	4.5839			-4.5839	3.02	x	x	28.6206	38.70
Fri	09/23/11	225.86867	1.22240	70	4.6504			-4.6504	2.99	x	x	28.6871	38.73
Mon	09/26/11	225.88867	1.22251	73	4.8502			-4.8502	2.88	x	x	28.8869	38.84
Tue	09/27/11	225.89533	1.22255	74	4.9168			-4.9168	2.84	x	x	28.9535	38.88
Wed	09/28/11	225.90200	1.22258	75	4.9833			-4.9833	2.81	x	x	29.0200	38.91
Thu	09/29/11	225.90867	1.22262	76	5.0500			-5.0500	2.77	x	x	29.0867	38.95
Fri	09/30/11	225.91533	1.22266	77	5.1166			-5.1166	2.73	x	x	29.1533	38.99
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/03/11	225.96219	1.22291	80	5.3170			-5.3170	2.48	x	x	29.3537	39.24
Tue	10/04/11	225.98229	1.22302	81	5.3839			-5.3839	2.37	x	x	29.4206	39.35
Wed	10/05/11	226.00239	1.22313	82	5.4509			-5.4509	2.26	x	x	29.4876	39.46
Thu	10/06/11	226.02248	1.22324	83	5.5179			-5.5179	2.15	x	x	29.5546	39.57
Fri	10/07/11	226.04258	1.22334	84	5.5848			-5.5848	2.05	x	x	29.6215	39.67
Mon	10/10/11	226.10287	1.22367	87	5.7858			-5.7858	1.72	x	x	29.8225	40.00
Tue	10/11/11	226.12297	1.22378	88	5.8529			-5.8529	1.61	x	x	29.8896	40.11
Wed	10/12/11	226.14306	1.22389	89	5.9199			-5.9199	1.50	x	x	29.9566	40.22
Thu	10/13/11	226.16316	1.22400	90	5.9870			-5.9870	1.39	x	x	30.0237	40.33
Fri	10/14/11	226.18326	1.22411	91	6.0540			-6.0540	1.28	x	x	30.0907	40.44
Mon	10/17/11	226.24355	1.22443	94	6.2552			-6.2552	0.96	x	x	30.2919	40.76
Tue	10/18/11	226.26365	1.22454	95	6.3224			-6.3224	0.85	x	x	30.3591	40.87
Wed	10/19/11	226.28374	1.22465	96	6.3895			-6.3895	0.74	x	x	30.4262	40.98
Thu	10/20/11	226.30384	1.22476	97	6.4566			-6.4566	0.63	x	x	30.4933	41.09
Fri	10/21/11	226.32394	1.22487	98	6.5238			-6.5238	0.52	x	x	30.5605	41.20
Mon	10/24/11	226.38423	1.22519	101	6.7252			-6.7252	0.20	x	x	30.7619	41.52
Tue	10/25/11	226.40432	1.22530	102	6.7924			-6.7924	0.09	x	x	30.8291	41.63
Wed	10/26/11	226.42442	1.22541	103	6.8596			-6.8596	-0.02	x	x	30.8963	41.74
Thu	10/27/11	226.44452	1.22552	104	6.9269			-6.9269	-0.13	x	x	30.9636	41.85
Fri	10/28/11	226.46461	1.22563	105	6.9941			-6.9941	-0.24	x	x	31.0308	41.96
Mon	10/31/11	226.52490	1.22596	108	7.1959			-7.1959	-0.57	x	x	31.2326	42.29
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	1.22606	109	7.2631			-7.2631	-0.67	x	x	31.2998	42.39
Wed	11/02/11	226.55647	1.22613	110	7.3301			-7.3301	-0.74	x	x	31.3668	42.46
Thu	11/03/11	226.56793	1.22619	111	7.3971			-7.3971	-0.80	x	x	31.4338	42.52
Fri	11/04/11	226.57940	1.22625	112	7.4641			-7.4641	-0.86	x	x	31.5008	42.58
Mon	11/07/11	226.61380	1.22644	115	7.6653			-7.6653	-1.05	x	x	31.7020	42.77
Tue	11/08/11	226.62527	1.22650	116	7.7323			-7.7323	-1.11	x	x	31.7690	42.83
Wed	11/09/11	226.63673	1.22656	117	7.7993			-7.7993	-1.17	x	x	31.8360	42.89
Thu	11/10/11	226.64820	1.22662	118	7.8664			-7.8664	-1.23	x	x	31.9031	42.95
Fri	11/11/11	226.65967	1.22668	119	7.9334			-7.9334	-1.29	x	x	31.9701	43.01
Mon	11/14/11	226.69407	1.22687	122	8.1347			-8.1347	-1.48	x	x	32.1714	43.20
Tue	11/15/11	226.70553	1.22693	123	8.2018			-8.2018	-1.54	x	x	32.2385	43.26
Wed	11/16/11	226.71700	1.22699	124	8.2688			-8.2688	-1.60	x	x	32.3055	43.32
Thu	11/17/11	226.72847	1.22706	125	8.3360			-8.3360	-1.67	x	x	32.3727	43.39
Fri	11/18/11	226.73993	1.22712	126	8.4031			-8.4031	-1.73	x	x	32.4398	43.45
Mon	11/21/11	226.77433	1.22731	129	8.6045			-8.6045	-1.92	x	x	32.6412	43.64
Tue	11/22/11	226.78580	1.22737	130	8.6716			-8.6716	-1.98	x	x	32.7083	43.70
Wed	11/23/11	226.79727	1.22743	131	8.7388			-8.7388	-2.04	x	x	32.7755	43.76
Thu	11/24/11	226.80873	1.22749	132	8.8059			-8.8059	-2.10	x	x	32.8426	43.82
Fri	11/25/11	226.82020	1.22755	133	8.8731			-8.8731	-2.16	x	x	32.9098	43.88
Mon	11/28/11	226.85460	1.22774	136	9.0746			-9.0746	-2.35	x	x	33.1113	44.07
Tue	11/29/11	226.86607	1.22780	137	9.1418			-9.1418	-2.41	x	x	33.1785	44.13
Wed	11/30/11	226.87753	1.22786	138	9.2090			-9.2090	-2.47	x	x	33.2457	44.19
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	1.22793	139	9.2762			-9.2762	-2.54	x	x	33.3129	44.26
Fri	12/02/11	226.87390	1.22784	140	9.3423			-9.3423	-2.45	x	x	33.3790	44.17
Mon	12/05/11	226.82861	1.22760	143	9.5406			-9.5406	-2.21	x	x	33.5773	43.93
Tue	12/06/11	226.81352	1.22752	144	9.6067			-9.6067	-2.13	x	x	33.6434	43.85
Wed	12/07/11	226.79842	1.22744	145	9.6728			-9.6728	-2.05	x	x	33.7095	43.77
Thu	12/08/11	226.78332	1.22735	146	9.7388			-9.7388	-1.96	x	x	33.7755	43.68
Fri	12/09/11	226.76823	1.22727	147	9.8048			-9.8048	-1.88	x	x	33.8415	43.60
Mon	12/12/11	226.72294	1.22703	150	10.0030			-10.0030	-1.64	x	x	34.0397	43.36
Tue	12/13/11	226.70784	1.22695	151	10.0690			-10.0690	-1.56	x	x	34.1057	43.28
Wed	12/14/11	226.69274	1.22686	152	10.1349			-10.1349	-1.47	x	x	34.1716	43.19
Thu	12/15/11	226.67765	1.22678	153	10.2009			-10.2009	-1.39	x	x	34.2376	43.11
Fri	12/16/11	226.66255	1.22670	154	10.2669			-10.2669	-1.31	x	x	34.3036	43.03
Mon	12/19/11	226.61726	1.22646	157	10.4649			-10.4649	-1.07	x	x	34.5016	42.79
Tue	12/20/11	226.60216	1.22637	158	10.5308			-10.5308	-0.98	x	x	34.5675	42.70
Wed	12/21/11	226.58706	1.22629	159	10.5967			-10.5967	-0.90	x	x	34.6334	42.62
Thu	12/22/11	226.57197	1.22621	160	10.6627			-10.6627	-0.82	x	x	34.6994	42.54
Fri	12/23/11	226.55687	1.22613	161	10.7286			-10.7286	-0.74	x	x	34.7653	42.46
Mon	12/26/11	226.51158	1.22588	164	10.9263			-10.9263	-0.49	x	x	34.9630	42.21
Tue	12/27/11	226.49648	1.22580	165	10.9922			-10.9922	-0.41	x	x	35.0289	42.13
Wed	12/28/11	226.48139	1.22572	166	11.0581			-11.0581	-0.33	x	x	35.0948	42.05
Thu	12/29/11	226.46629	1.22564	167	11.1240			-11.1240	-0.25	x	x	35.1607	41.97
Fri	12/30/11	226.45119	1.22556	168	11.1899			-11.1899	-0.17	x	x	35.2266	41.89
Sun	01/01/12	226.42100	1.22539

Generated 12/16/11 09:15