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

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

CUSIP Number	912828CP3	Interest 01/15/11 (184 days)	$11.6051
Dated Date	July 15, 2004	Interest 07/15/11 (181 days)	$11.9569
Ref CPI on Dated Date	188.49677	Interest Total	$23.5620
Original Issue Date	July 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	1.16029	170	10.7201	x	x	12.8419	40.90			10.7201	0.00
Mon	01/03/11	218.71694	1.16032	172	10.8465	x	x	12.7155	40.87			10.8465	0.03
Tue	01/04/11	218.71990	1.16034	173	10.9097	x	x	12.6523	40.85			10.9097	0.05
Wed	01/05/11	218.72287	1.16035	174	10.9729	x	x	12.5891	40.84			10.9729	0.06
Thu	01/06/11	218.72584	1.16037	175	11.0361	x	x	12.5259	40.82			11.0361	0.08
Fri	01/07/11	218.72881	1.16038	176	11.0993	x	x	12.4627	40.81			11.0993	0.09
Mon	01/10/11	218.73771	1.16043	179	11.2890	x	x	12.2730	40.76			11.2890	0.14
Tue	01/11/11	218.74068	1.16045	180	11.3522	x	x	12.2098	40.74			11.3522	0.16
Wed	01/12/11	218.74365	1.16046	181	11.4154	x	x	12.1466	40.73			11.4154	0.17
Thu	01/13/11	218.74661	1.16048	182	11.4787	x	x	12.0833	40.71			11.4787	0.19
Fri	01/14/11	218.74958	1.16050	183	11.5419	x	x	12.0201	40.69			11.5419	0.21
Sat	01/15/11	218.75255	1.16051	0	0.0000		x	11.9569	40.68	x		11.6051	0.22
Mon	01/17/11	218.75848	1.16054	2	0.1282		x	11.8287	40.65	x		11.7333	0.25
Tue	01/18/11	218.76145	1.16056	3	0.1924		x	11.7645	40.63	x		11.7975	0.27
Wed	01/19/11	218.76442	1.16057	4	0.2565		x	11.7004	40.62	x		11.8616	0.28
Thu	01/20/11	218.76739	1.16059	5	0.3206		x	11.6363	40.60	x		11.9257	0.30
Fri	01/21/11	218.77035	1.16061	6	0.3847		x	11.5722	40.58	x		11.9898	0.32
Mon	01/24/11	218.77926	1.16065	9	0.5771		x	11.3798	40.54	x		12.1822	0.36
Tue	01/25/11	218.78223	1.16067	10	0.6413		x	11.3156	40.52	x		12.2464	0.38
Wed	01/26/11	218.78519	1.16068	11	0.7054		x	11.2515	40.51	x		12.3105	0.39
Thu	01/27/11	218.78816	1.16070	12	0.7695		x	11.1874	40.49	x		12.3746	0.41
Fri	01/28/11	218.79113	1.16072	13	0.8337		x	11.1232	40.47	x		12.4388	0.43
Mon	01/31/11	218.80003	1.16076	16	1.0261		x	10.9308	40.43	x		12.6312	0.47
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	1.16078	17	1.0902		x	10.8667	40.41	x		12.6953	0.49
Wed	02/02/11	218.81643	1.16085	18	1.1544		x	10.8025	40.34	x		12.7595	0.56
Thu	02/03/11	218.82986	1.16092	19	1.2186		x	10.7383	40.27	x		12.8237	0.63
Fri	02/04/11	218.84329	1.16099	20	1.2829		x	10.6740	40.20	x		12.8880	0.70
Mon	02/07/11	218.88357	1.16121	23	1.4756		x	10.4813	39.98	x		13.0807	0.92
Tue	02/08/11	218.89700	1.16128	24	1.5398		x	10.4171	39.91	x		13.1449	0.99
Wed	02/09/11	218.91043	1.16135	25	1.6041		x	10.3528	39.84	x		13.2092	1.06
Thu	02/10/11	218.92386	1.16142	26	1.6683		x	10.2886	39.77	x		13.2734	1.13
Fri	02/11/11	218.93729	1.16149	27	1.7326		x	10.2243	39.70	x		13.3377	1.20
Mon	02/14/11	218.97757	1.16170	30	1.9255		x	10.0314	39.49	x		13.5306	1.41
Tue	02/15/11	218.99100	1.16178	31	1.9898		x	9.9671	39.41	x		13.5949	1.49
Wed	02/16/11	219.00443	1.16185	32	2.0541		x	9.9028	39.34	x		13.6592	1.56
Thu	02/17/11	219.01786	1.16192	33	2.1184		x	9.8385	39.27	x		13.7235	1.63
Fri	02/18/11	219.03129	1.16199	34	2.1827		x	9.7742	39.20	x		13.7878	1.70
Mon	02/21/11	219.07157	1.16220	37	2.3758		x	9.5811	38.99	x		13.9809	1.91
Tue	02/22/11	219.08500	1.16227	38	2.4401		x	9.5168	38.92	x		14.0452	1.98
Wed	02/23/11	219.09843	1.16235	39	2.5045		x	9.4524	38.84	x		14.1096	2.06
Thu	02/24/11	219.11186	1.16242	40	2.5689		x	9.3880	38.77	x		14.1740	2.13
Fri	02/25/11	219.12529	1.16249	41	2.6333		x	9.3236	38.70	x		14.2384	2.20
Mon	02/28/11	219.16557	1.16270	44	2.8265		x	9.1304	38.49	x		14.4316	2.41
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	1.16277	45	2.8909		x	9.0660	38.42	x		14.4960	2.48
Wed	03/02/11	219.21268	1.16295	46	2.9556		x	9.0013	38.24	x		14.5607	2.66
Thu	03/03/11	219.24635	1.16313	47	3.0203		x	8.9366	38.06	x		14.6254	2.84
Fri	03/04/11	219.28003	1.16331	48	3.0850		x	8.8719	37.88	x		14.6901	3.02
Mon	03/07/11	219.38106	1.16385	51	3.2794		x	8.6775	37.34	x		14.8845	3.56
Tue	03/08/11	219.41474	1.16402	52	3.3441		x	8.6128	37.17	x		14.9492	3.73
Wed	03/09/11	219.44842	1.16420	53	3.4090		x	8.5479	36.99	x		15.0141	3.91
Thu	03/10/11	219.48210	1.16438	54	3.4738		x	8.4831	36.81	x		15.0789	4.09
Fri	03/11/11	219.51577	1.16456	55	3.5387		x	8.4182	36.63	x		15.1438	4.27
Mon	03/14/11	219.61681	1.16510	58	3.7335		x	8.2234	36.09	x		15.3386	4.81
Tue	03/15/11	219.65048	1.16527	59	3.7984		x	8.1585	35.92	x		15.4035	4.98
Wed	03/16/11	219.68416	1.16545	60	3.8634		x	8.0935	35.74	x		15.4685	5.16
Thu	03/17/11	219.71784	1.16563	61	3.9284		x	8.0285	35.56	x		15.5335	5.34
Fri	03/18/11	219.75152	1.16581	62	3.9934		x	7.9635	35.38	x		15.5985	5.52
Mon	03/21/11	219.85255	1.16635	65	4.1885		x	7.7684	34.84	x		15.7936	6.06
Tue	03/22/11	219.88623	1.16653	66	4.2536		x	7.7033	34.66	x		15.8587	6.24
Wed	03/23/11	219.91990	1.16670	67	4.3187		x	7.6382	34.49	x		15.9238	6.41
Thu	03/24/11	219.95358	1.16688	68	4.3839		x	7.5730	34.31	x		15.9890	6.59
Fri	03/25/11	219.98726	1.16706	69	4.4490		x	7.5079	34.13	x		16.0541	6.77
Mon	03/28/11	220.08829	1.16760	72	4.6446		x	7.3123	33.59	x		16.2497	7.31
Tue	03/29/11	220.12197	1.16778	73	4.7098		x	7.2471	33.41	x		16.3149	7.49
Wed	03/30/11	220.15565	1.16795	74	4.7750		x	7.1819	33.24	x		16.3801	7.66
Thu	03/31/11	220.18932	1.16813	75	4.8403		x	7.1166	33.06	x		16.4454	7.84
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	1.16831	76	4.9056		x	7.0513	32.88	x		16.5107	8.02
Mon	04/04/11	220.33160	1.16889	79	5.1018		x	6.8551	32.30	x		16.7069	8.60
Tue	04/05/11	220.36780	1.16908	80	5.1672		x	6.7897	32.11	x		16.7723	8.79
Wed	04/06/11	220.40400	1.16927	81	5.2326		x	6.7243	31.92	x		16.8377	8.98
Thu	04/07/11	220.44020	1.16946	82	5.2981		x	6.6588	31.73	x		16.9032	9.17
Fri	04/08/11	220.47640	1.16966	83	5.3636		x	6.5933	31.53	x		16.9687	9.37
Mon	04/11/11	220.58500	1.17023	86	5.5602		x	6.3967	30.96	x		17.1653	9.94
Tue	04/12/11	220.62120	1.17042	87	5.6258		x	6.3311	30.77	x		17.2309	10.13
Wed	04/13/11	220.65740	1.17062	88	5.6914		x	6.2655	30.57	x		17.2965	10.33
Thu	04/14/11	220.69360	1.17081	89	5.7570		x	6.1999	30.38	x		17.3621	10.52
Fri	04/15/11	220.72980	1.17100	90	5.8227		x	6.1342	30.19	x		17.4278	10.71
Mon	04/18/11	220.83840	1.17158	93	6.0197		x	5.9372	29.61	x		17.6248	11.29
Tue	04/19/11	220.87460	1.17177	94	6.0854		x	5.8715	29.42	x		17.6905	11.48
Wed	04/20/11	220.91080	1.17196	95	6.1512		x	5.8057	29.23	x		17.7563	11.67
Thu	04/21/11	220.94700	1.17215	96	6.2169		x	5.7400	29.04	x		17.8220	11.86
Fri	04/22/11	220.98320	1.17234	97	6.2827		x	5.6742	28.85	x		17.8878	12.05
Mon	04/25/11	221.09180	1.17292	100	6.4802		x	5.4767	28.27	x		18.0853	12.63
Tue	04/26/11	221.12800	1.17311	101	6.5461		x	5.4108	28.08	x		18.1512	12.82
Wed	04/27/11	221.16420	1.17330	102	6.6120		x	5.3449	27.89	x		18.2171	13.01
Thu	04/28/11	221.20040	1.17350	103	6.6779		x	5.2790	27.69	x		18.2830	13.21
Fri	04/29/11	221.23660	1.17369	104	6.7439		x	5.2130	27.50	x		18.3490	13.40
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	1.17444	107	6.9428		x	5.0141	26.75	x		18.5479	14.15
Tue	05/03/11	221.44823	1.17481	108	7.0099		x	4.9470	26.38	x		18.6150	14.52
Wed	05/04/11	221.51784	1.17518	109	7.0771		x	4.8798	26.01	x		18.6822	14.89
Thu	05/05/11	221.58745	1.17555	110	7.1442		x	4.8127	25.64	x		18.7493	15.26
Fri	05/06/11	221.65706	1.17592	111	7.2114		x	4.7455	25.27	x		18.8165	15.63
Mon	05/09/11	221.86590	1.17703	114	7.4133		x	4.5436	24.16	x		19.0184	16.74
Tue	05/10/11	221.93552	1.17740	115	7.4807		x	4.4762	23.79	x		19.0858	17.11
Wed	05/11/11	222.00513	1.17777	116	7.5481		x	4.4088	23.42	x		19.1532	17.48
Thu	05/12/11	222.07474	1.17814	117	7.6156		x	4.3413	23.05	x		19.2207	17.85
Fri	05/13/11	222.14435	1.17850	118	7.6830		x	4.2739	22.69	x		19.2881	18.21
Mon	05/16/11	222.35319	1.17961	121	7.8858		x	4.0711	21.58	x		19.4909	19.32
Tue	05/17/11	222.42281	1.17998	122	7.9535		x	4.0034	21.21	x		19.5586	19.69
Wed	05/18/11	222.49242	1.18035	123	8.0212		x	3.9357	20.84	x		19.6263	20.06
Thu	05/19/11	222.56203	1.18072	124	8.0889		x	3.8680	20.47	x		19.6940	20.43
Fri	05/20/11	222.63165	1.18109	125	8.1567		x	3.8002	20.10	x		19.7618	20.80
Mon	05/23/11	222.84048	1.18220	128	8.3603		x	3.5966	18.99	x		19.9654	21.91
Tue	05/24/11	222.91010	1.18257	129	8.4283		x	3.5286	18.62	x		20.0334	22.28
Wed	05/25/11	222.97971	1.18294	130	8.4963		x	3.4606	18.25	x		20.1014	22.65
Thu	05/26/11	223.04932	1.18331	131	8.5643		x	3.3926	17.88	x		20.1694	23.02
Fri	05/27/11	223.11894	1.18368	132	8.6324		x	3.3245	17.51	x		20.2375	23.39
Mon	05/30/11	223.32777	1.18478	135	8.8368		x	3.1201	16.41	x		20.4419	24.49
Tue	05/31/11	223.39739	1.18515	136	8.9050		x	3.0519	16.04	x		20.5101	24.86
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	1.18552	137	8.9733		x	2.9836	15.67	x		20.5784	25.23
Thu	06/02/11	223.51497	1.18578	138	9.0408		x	2.9161	15.41	x		20.6459	25.49
Fri	06/03/11	223.56293	1.18603	139	9.1082		x	2.8487	15.16	x		20.7133	25.74
Mon	06/06/11	223.70683	1.18679	142	9.3107		x	2.6462	14.40	x		20.9158	26.50
Tue	06/07/11	223.75480	1.18705	143	9.3784		x	2.5785	14.14	x		20.9835	26.76
Wed	06/08/11	223.80277	1.18730	144	9.4459		x	2.5110	13.89	x		21.0510	27.01
Thu	06/09/11	223.85073	1.18756	145	9.5136		x	2.4433	13.63	x		21.1187	27.27
Fri	06/10/11	223.89870	1.18781	146	9.5812		x	2.3757	13.38	x		21.1863	27.52
Mon	06/13/11	224.04260	1.18858	149	9.7844		x	2.1725	12.61	x		21.3895	28.29
Tue	06/14/11	224.09057	1.18883	150	9.8522		x	2.1047	12.36	x		21.4573	28.54
Wed	06/15/11	224.13853	1.18908	151	9.9199		x	2.0370	12.11	x		21.5250	28.79
Thu	06/16/11	224.18650	1.18934	152	9.9878		x	1.9691	11.85	x		21.5929	29.05
Fri	06/17/11	224.23447	1.18959	153	10.0557		x	1.9012	11.60	x		21.6608	29.30
Mon	06/20/11	224.37837	1.19036	156	10.2595		x	1.6974	10.83	x		21.8646	30.07
Tue	06/21/11	224.42633	1.19061	157	10.3274		x	1.6295	10.58	x		21.9325	30.32
Wed	06/22/11	224.47430	1.19087	158	10.3954		x	1.5615	10.32	x		22.0005	30.58
Thu	06/23/11	224.52227	1.19112	159	10.4634		x	1.4935	10.07	x		22.0685	30.83
Fri	06/24/11	224.57023	1.19137	160	10.5314		x	1.4255	9.82	x		22.1365	31.08
Mon	06/27/11	224.71413	1.19214	163	10.7358		x	1.2211	9.05	x		22.3409	31.85
Tue	06/28/11	224.76210	1.19239	164	10.8040		x	1.1529	8.80	x		22.4091	32.10
Wed	06/29/11	224.81007	1.19265	165	10.8722		x	1.0847	8.54	x		22.4773	32.36
Thu	06/30/11	224.85803	1.19290	166	10.9404		x	1.0165	8.29	x		22.5455	32.61
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	1.19316	167	11.0087		x	0.9482	8.03	x		22.6138	32.87
Mon	07/04/11	225.00839	1.19370	170	11.2115		x	0.7454	7.49	x		22.8166	33.41
Tue	07/05/11	225.04252	1.19388	171	11.2792		x	0.6777	7.31	x		22.8843	33.59
Wed	07/06/11	225.07665	1.19406	172	11.3469		x	0.6100	7.13	x		22.9520	33.77
Thu	07/07/11	225.11077	1.19424	173	11.4146		x	0.5423	6.95	x		23.0197	33.95
Fri	07/08/11	225.14490	1.19442	174	11.4823		x	0.4746	6.77	x		23.0874	34.13
Mon	07/11/11	225.24729	1.19497	177	11.6856		x	0.2713	6.22	x		23.2907	34.68
Tue	07/12/11	225.28142	1.19515	178	11.7534		x	0.2035	6.04	x		23.3585	34.86
Wed	07/13/11	225.31555	1.19533	179	11.8212		x	0.1357	5.86	x		23.4263	35.04
Thu	07/14/11	225.34968	1.19551	180	11.8890		x	0.0679	5.68	x		23.4941	35.22
Fri	07/15/11	225.38381	1.19569	0	0.0000			0.0000	5.50	x	x	23.5620	35.40
Mon	07/18/11	225.48619	1.19623	3	0.1950			-0.1950	4.96	x	x	23.7570	35.94
Tue	07/19/11	225.52032	1.19641	4	0.2601			-0.2601	4.78	x	x	23.8221	36.12
Wed	07/20/11	225.55445	1.19660	5	0.3252			-0.3252	4.59	x	x	23.8872	36.31
Thu	07/21/11	225.58858	1.19678	6	0.3903			-0.3903	4.41	x	x	23.9523	36.49
Fri	07/22/11	225.62271	1.19696	7	0.4554			-0.4554	4.23	x	x	24.0174	36.67
Mon	07/25/11	225.72510	1.19750	10	0.6508			-0.6508	3.69	x	x	24.2128	37.21
Tue	07/26/11	225.75923	1.19768	11	0.7160			-0.7160	3.51	x	x	24.2780	37.39
Wed	07/27/11	225.79335	1.19786	12	0.7812			-0.7812	3.33	x	x	24.3432	37.57
Thu	07/28/11	225.82748	1.19804	13	0.8464			-0.8464	3.15	x	x	24.4084	37.75
Fri	07/29/11	225.86161	1.19823	14	0.9117			-0.9117	2.96	x	x	24.4737	37.94
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	1.19877	17	1.1076			-1.1076	2.42	x	x	24.6696	38.48
Tue	08/02/11	225.95619	1.19873	18	1.1727			-1.1727	2.46	x	x	24.7347	38.44
Wed	08/03/11	225.94839	1.19869	19	1.2378			-1.2378	2.50	x	x	24.7998	38.40
Thu	08/04/11	225.94058	1.19864	20	1.3029			-1.3029	2.55	x	x	24.8649	38.35
Fri	08/05/11	225.93277	1.19860	21	1.3680			-1.3680	2.59	x	x	24.9300	38.31
Mon	08/08/11	225.90935	1.19848	24	1.5632			-1.5632	2.71	x	x	25.1252	38.19
Tue	08/09/11	225.90155	1.19844	25	1.6283			-1.6283	2.75	x	x	25.1903	38.15
Wed	08/10/11	225.89374	1.19840	26	1.6934			-1.6934	2.79	x	x	25.2554	38.11
Thu	08/11/11	225.88594	1.19835	27	1.7584			-1.7584	2.84	x	x	25.3204	38.06
Fri	08/12/11	225.87813	1.19831	28	1.8235			-1.8235	2.88	x	x	25.3855	38.02
Mon	08/15/11	225.85471	1.19819	31	2.0187			-2.0187	3.00	x	x	25.5807	37.90
Tue	08/16/11	225.84690	1.19815	32	2.0837			-2.0837	3.04	x	x	25.6457	37.86
Wed	08/17/11	225.83910	1.19811	33	2.1488			-2.1488	3.08	x	x	25.7108	37.82
Thu	08/18/11	225.83129	1.19806	34	2.2138			-2.2138	3.13	x	x	25.7758	37.77
Fri	08/19/11	225.82348	1.19802	35	2.2788			-2.2788	3.17	x	x	25.8408	37.73
Mon	08/22/11	225.80006	1.19790	38	2.4739			-2.4739	3.29	x	x	26.0359	37.61
Tue	08/23/11	225.79226	1.19786	39	2.5389			-2.5389	3.33	x	x	26.1009	37.57
Wed	08/24/11	225.78445	1.19782	40	2.6040			-2.6040	3.37	x	x	26.1660	37.53
Thu	08/25/11	225.77665	1.19777	41	2.6689			-2.6689	3.42	x	x	26.2309	37.48
Fri	08/26/11	225.76884	1.19773	42	2.7339			-2.7339	3.46	x	x	26.2959	37.44
Mon	08/29/11	225.74542	1.19761	45	2.9289			-2.9289	3.58	x	x	26.4909	37.32
Tue	08/30/11	225.73761	1.19757	46	2.9939			-2.9939	3.62	x	x	26.5559	37.28
Wed	08/31/11	225.72981	1.19753	47	3.0589			-3.0589	3.66	x	x	26.6209	37.24
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	1.19748	48	3.1239			-3.1239	3.71	x	x	26.6859	37.19
Fri	09/02/11	225.72867	1.19752	49	3.1890			-3.1890	3.67	x	x	26.7510	37.23
Mon	09/05/11	225.74867	1.19763	52	3.3846			-3.3846	3.56	x	x	26.9466	37.34
Tue	09/06/11	225.75533	1.19766	53	3.4498			-3.4498	3.53	x	x	27.0118	37.37
Wed	09/07/11	225.76200	1.19770	54	3.5150			-3.5150	3.49	x	x	27.0770	37.41
Thu	09/08/11	225.76867	1.19773	55	3.5802			-3.5802	3.46	x	x	27.1422	37.44
Fri	09/09/11	225.77533	1.19777	56	3.6454			-3.6454	3.42	x	x	27.2074	37.48
Mon	09/12/11	225.79533	1.19787	59	3.8410			-3.8410	3.32	x	x	27.4030	37.58
Tue	09/13/11	225.80200	1.19791	60	3.9062			-3.9062	3.28	x	x	27.4682	37.62
Wed	09/14/11	225.80867	1.19794	61	3.9714			-3.9714	3.25	x	x	27.5334	37.65
Thu	09/15/11	225.81533	1.19798	62	4.0367			-4.0367	3.21	x	x	27.5987	37.69
Fri	09/16/11	225.82200	1.19802	63	4.1019			-4.1019	3.17	x	x	27.6639	37.73
Mon	09/19/11	225.84200	1.19812	66	4.2976			-4.2976	3.07	x	x	27.8596	37.83
Tue	09/20/11	225.84867	1.19816	67	4.3629			-4.3629	3.03	x	x	27.9249	37.87
Wed	09/21/11	225.85533	1.19819	68	4.4281			-4.4281	3.00	x	x	27.9901	37.90
Thu	09/22/11	225.86200	1.19823	69	4.4934			-4.4934	2.96	x	x	28.0554	37.94
Fri	09/23/11	225.86867	1.19826	70	4.5586			-4.5586	2.93	x	x	28.1206	37.97
Mon	09/26/11	225.88867	1.19837	73	4.7544			-4.7544	2.82	x	x	28.3164	38.08
Tue	09/27/11	225.89533	1.19840	74	4.8197			-4.8197	2.79	x	x	28.3817	38.11
Wed	09/28/11	225.90200	1.19844	75	4.8849			-4.8849	2.75	x	x	28.4469	38.15
Thu	09/29/11	225.90867	1.19848	76	4.9502			-4.9502	2.71	x	x	28.5122	38.19
Fri	09/30/11	225.91533	1.19851	77	5.0155			-5.0155	2.68	x	x	28.5775	38.22
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	10/03/11	225.96219	1.19876	80	5.2120			-5.2120	2.43	x	x	28.7740	38.47
Tue	10/04/11	225.98229	1.19887	81	5.2776			-5.2776	2.32	x	x	28.8396	38.58
Wed	10/05/11	226.00239	1.19897	82	5.3432			-5.3432	2.22	x	x	28.9052	38.68
Thu	10/06/11	226.02248	1.19908	83	5.4089			-5.4089	2.11	x	x	28.9709	38.79
Fri	10/07/11	226.04258	1.19919	84	5.4746			-5.4746	2.00	x	x	29.0366	38.90
Mon	10/10/11	226.10287	1.19951	87	5.6716			-5.6716	1.68	x	x	29.2336	39.22
Tue	10/11/11	226.12297	1.19961	88	5.7373			-5.7373	1.58	x	x	29.2993	39.32
Wed	10/12/11	226.14306	1.19972	89	5.8030			-5.8030	1.47	x	x	29.3650	39.43
Thu	10/13/11	226.16316	1.19983	90	5.8687			-5.8687	1.36	x	x	29.4307	39.54
Fri	10/14/11	226.18326	1.19993	91	5.9344			-5.9344	1.26	x	x	29.4964	39.64
Mon	10/17/11	226.24355	1.20025	94	6.1317			-6.1317	0.94	x	x	29.6937	39.96
Tue	10/18/11	226.26365	1.20036	95	6.1975			-6.1975	0.83	x	x	29.7595	40.07
Wed	10/19/11	226.28374	1.20046	96	6.2633			-6.2633	0.73	x	x	29.8253	40.17
Thu	10/20/11	226.30384	1.20057	97	6.3291			-6.3291	0.62	x	x	29.8911	40.28
Fri	10/21/11	226.32394	1.20068	98	6.3949			-6.3949	0.51	x	x	29.9569	40.39
Mon	10/24/11	226.38423	1.20100	101	6.5924			-6.5924	0.19	x	x	30.1544	40.71
Tue	10/25/11	226.40432	1.20110	102	6.6583			-6.6583	0.09	x	x	30.2203	40.81
Wed	10/26/11	226.42442	1.20121	103	6.7242			-6.7242	-0.02	x	x	30.2862	40.92
Thu	10/27/11	226.44452	1.20132	104	6.7901			-6.7901	-0.13	x	x	30.3521	41.03
Fri	10/28/11	226.46461	1.20142	105	6.8559			-6.8559	-0.23	x	x	30.4179	41.13
Mon	10/31/11	226.52490	1.20174	108	7.0537			-7.0537	-0.55	x	x	30.6157	41.45
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	1.20185	109	7.1197			-7.1197	-0.66	x	x	30.6817	41.56
Wed	11/02/11	226.55647	1.20191	110	7.1853			-7.1853	-0.72	x	x	30.7473	41.62
Thu	11/03/11	226.56793	1.20197	111	7.2510			-7.2510	-0.78	x	x	30.8130	41.68
Fri	11/04/11	226.57940	1.20203	112	7.3167			-7.3167	-0.84	x	x	30.8787	41.74
Mon	11/07/11	226.61380	1.20222	115	7.5139			-7.5139	-1.03	x	x	31.0759	41.93
Tue	11/08/11	226.62527	1.20228	116	7.5796			-7.5796	-1.09	x	x	31.1416	41.99
Wed	11/09/11	226.63673	1.20234	117	7.6453			-7.6453	-1.15	x	x	31.2073	42.05
Thu	11/10/11	226.64820	1.20240	118	7.7110			-7.7110	-1.21	x	x	31.2730	42.11
Fri	11/11/11	226.65967	1.20246	119	7.7768			-7.7768	-1.27	x	x	31.3388	42.17
Mon	11/14/11	226.69407	1.20264	122	7.9740			-7.9740	-1.45	x	x	31.5360	42.35
Tue	11/15/11	226.70553	1.20270	123	8.0398			-8.0398	-1.51	x	x	31.6018	42.41
Wed	11/16/11	226.71700	1.20276	124	8.1056			-8.1056	-1.57	x	x	31.6676	42.47
Thu	11/17/11	226.72847	1.20282	125	8.1713			-8.1713	-1.63	x	x	31.7333	42.53
Fri	11/18/11	226.73993	1.20288	126	8.2371			-8.2371	-1.69	x	x	31.7991	42.59
Mon	11/21/11	226.77433	1.20307	129	8.4346			-8.4346	-1.88	x	x	31.9966	42.78
Tue	11/22/11	226.78580	1.20313	130	8.5004			-8.5004	-1.94	x	x	32.0624	42.84
Wed	11/23/11	226.79727	1.20319	131	8.5662			-8.5662	-2.00	x	x	32.1282	42.90
Thu	11/24/11	226.80873	1.20325	132	8.6320			-8.6320	-2.06	x	x	32.1940	42.96
Fri	11/25/11	226.82020	1.20331	133	8.6978			-8.6978	-2.12	x	x	32.2598	43.02
Mon	11/28/11	226.85460	1.20349	136	8.8954			-8.8954	-2.30	x	x	32.4574	43.20
Tue	11/29/11	226.86607	1.20355	137	8.9612			-8.9612	-2.36	x	x	32.5232	43.26
Wed	11/30/11	226.87753	1.20361	138	9.0271			-9.0271	-2.42	x	x	32.5891	43.32
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/11	226.88900	1.20368	139	9.0930			-9.0930	-2.49	x	x	32.6550	43.39
Fri	12/02/11	226.87390	1.20360	140	9.1578			-9.1578	-2.41	x	x	32.7198	43.31
Mon	12/05/11	226.82861	1.20336	143	9.3522			-9.3522	-2.17	x	x	32.9142	43.07
Tue	12/06/11	226.81352	1.20328	144	9.4170			-9.4170	-2.09	x	x	32.9790	42.99
Wed	12/07/11	226.79842	1.20320	145	9.4817			-9.4817	-2.01	x	x	33.0437	42.91
Thu	12/08/11	226.78332	1.20312	146	9.5465			-9.5465	-1.93	x	x	33.1085	42.83
Fri	12/09/11	226.76823	1.20304	147	9.6112			-9.6112	-1.85	x	x	33.1732	42.75
Mon	12/12/11	226.72294	1.20279	150	9.8054			-9.8054	-1.60	x	x	33.3674	42.50
Tue	12/13/11	226.70784	1.20271	151	9.8701			-9.8701	-1.52	x	x	33.4321	42.42
Wed	12/14/11	226.69274	1.20263	152	9.9348			-9.9348	-1.44	x	x	33.4968	42.34
Thu	12/15/11	226.67765	1.20255	153	9.9995			-9.9995	-1.36	x	x	33.5615	42.26
Fri	12/16/11	226.66255	1.20247	154	10.0642			-10.0642	-1.28	x	x	33.6262	42.18
Mon	12/19/11	226.61726	1.20223	157	10.2582			-10.2582	-1.04	x	x	33.8202	41.94
Tue	12/20/11	226.60216	1.20215	158	10.3228			-10.3228	-0.96	x	x	33.8848	41.86
Wed	12/21/11	226.58706	1.20207	159	10.3875			-10.3875	-0.88	x	x	33.9495	41.78
Thu	12/22/11	226.57197	1.20199	160	10.4521			-10.4521	-0.80	x	x	34.0141	41.70
Fri	12/23/11	226.55687	1.20191	161	10.5167			-10.5167	-0.72	x	x	34.0787	41.62
Mon	12/26/11	226.51158	1.20167	164	10.7105			-10.7105	-0.48	x	x	34.2725	41.38
Tue	12/27/11	226.49648	1.20159	165	10.7751			-10.7751	-0.40	x	x	34.3371	41.30
Wed	12/28/11	226.48139	1.20151	166	10.8397			-10.8397	-0.32	x	x	34.4017	41.22
Thu	12/29/11	226.46629	1.20143	167	10.9043			-10.9043	-0.24	x	x	34.4663	41.14
Fri	12/30/11	226.45119	1.20135	168	10.9688			-10.9688	-0.16	x	x	34.5308	41.06
Sun	01/01/12	226.42100	1.20119

Generated 12/16/11 09:15