2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/11 (184 days)	$13.7811
Dated Date	July 15, 2004	Interest 07/15/11 (181 days)	$14.1988
Ref CPI on Dated Date	188.49677	Interest Total	$27.9799
Original Issue Date	July 30, 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	12.7301	x	x	15.2498	40.90			12.7301	0.00
Mon	01/03/11	218.71694	1.16032	172	12.8802	x	x	15.0997	40.87			12.8802	0.03
Tue	01/04/11	218.71990	1.16034	173	12.9553	x	x	15.0246	40.85			12.9553	0.05
Wed	01/05/11	218.72287	1.16035	174	13.0303	x	x	14.9496	40.84			13.0303	0.06
Thu	01/06/11	218.72584	1.16037	175	13.1054	x	x	14.8745	40.82			13.1054	0.08
Fri	01/07/11	218.72881	1.16038	176	13.1804	x	x	14.7995	40.81			13.1804	0.09
Mon	01/10/11	218.73771	1.16043	179	13.4056	x	x	14.5743	40.76			13.4056	0.14
Tue	01/11/11	218.74068	1.16045	180	13.4808	x	x	14.4991	40.74			13.4808	0.16
Wed	01/12/11	218.74365	1.16046	181	13.5558	x	x	14.4241	40.73			13.5558	0.17
Thu	01/13/11	218.74661	1.16048	182	13.6309	x	x	14.3490	40.71			13.6309	0.19
Fri	01/14/11	218.74958	1.16050	183	13.7060	x	x	14.2739	40.69			13.7060	0.21
Sat	01/15/11	218.75255	1.16051	0	0.0000		x	14.1988	40.68	x		13.7811	0.22
Mon	01/17/11	218.75848	1.16054	2	0.1523		x	14.0465	40.65	x		13.9334	0.25
Tue	01/18/11	218.76145	1.16056	3	0.2284		x	13.9704	40.63	x		14.0095	0.27
Wed	01/19/11	218.76442	1.16057	4	0.3046		x	13.8942	40.62	x		14.0857	0.28
Thu	01/20/11	218.76739	1.16059	5	0.3807		x	13.8181	40.60	x		14.1618	0.30
Fri	01/21/11	218.77035	1.16061	6	0.4569		x	13.7419	40.58	x		14.2380	0.32
Mon	01/24/11	218.77926	1.16065	9	0.6853		x	13.5135	40.54	x		14.4664	0.36
Tue	01/25/11	218.78223	1.16067	10	0.7615		x	13.4373	40.52	x		14.5426	0.38
Wed	01/26/11	218.78519	1.16068	11	0.8376		x	13.3612	40.51	x		14.6187	0.39
Thu	01/27/11	218.78816	1.16070	12	0.9138		x	13.2850	40.49	x		14.6949	0.41
Fri	01/28/11	218.79113	1.16072	13	0.9900		x	13.2088	40.47	x		14.7711	0.43
Mon	01/31/11	218.80003	1.16076	16	1.2185		x	12.9803	40.43	x		14.9996	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	1.2947		x	12.9041	40.41	x		15.0758	0.49
Wed	02/02/11	218.81643	1.16085	18	1.3709		x	12.8279	40.34	x		15.1520	0.56
Thu	02/03/11	218.82986	1.16092	19	1.4471		x	12.7517	40.27	x		15.2282	0.63
Fri	02/04/11	218.84329	1.16099	20	1.5234		x	12.6754	40.20	x		15.3045	0.70
Mon	02/07/11	218.88357	1.16121	23	1.7522		x	12.4466	39.98	x		15.5333	0.92
Tue	02/08/11	218.89700	1.16128	24	1.8285		x	12.3703	39.91	x		15.6096	0.99
Wed	02/09/11	218.91043	1.16135	25	1.9048		x	12.2940	39.84	x		15.6859	1.06
Thu	02/10/11	218.92386	1.16142	26	1.9812		x	12.2176	39.77	x		15.7623	1.13
Fri	02/11/11	218.93729	1.16149	27	2.0575		x	12.1413	39.70	x		15.8386	1.20
Mon	02/14/11	218.97757	1.16170	30	2.2865		x	11.9123	39.49	x		16.0676	1.41
Tue	02/15/11	218.99100	1.16178	31	2.3629		x	11.8359	39.41	x		16.1440	1.49
Wed	02/16/11	219.00443	1.16185	32	2.4392		x	11.7596	39.34	x		16.2203	1.56
Thu	02/17/11	219.01786	1.16192	33	2.5156		x	11.6832	39.27	x		16.2967	1.63
Fri	02/18/11	219.03129	1.16199	34	2.5920		x	11.6068	39.20	x		16.3731	1.70
Mon	02/21/11	219.07157	1.16220	37	2.8212		x	11.3776	38.99	x		16.6023	1.91
Tue	02/22/11	219.08500	1.16227	38	2.8976		x	11.3012	38.92	x		16.6787	1.98
Wed	02/23/11	219.09843	1.16235	39	2.9741		x	11.2247	38.84	x		16.7552	2.06
Thu	02/24/11	219.11186	1.16242	40	3.0505		x	11.1483	38.77	x		16.8316	2.13
Fri	02/25/11	219.12529	1.16249	41	3.1270		x	11.0718	38.70	x		16.9081	2.20
Mon	02/28/11	219.16557	1.16270	44	3.3564		x	10.8424	38.49	x		17.1375	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	3.4329		x	10.7659	38.42	x		17.2140	2.48
Wed	03/02/11	219.21268	1.16295	46	3.5097		x	10.6891	38.24	x		17.2908	2.66
Thu	03/03/11	219.24635	1.16313	47	3.5866		x	10.6122	38.06	x		17.3677	2.84
Fri	03/04/11	219.28003	1.16331	48	3.6635		x	10.5353	37.88	x		17.4446	3.02
Mon	03/07/11	219.38106	1.16385	51	3.8942		x	10.3046	37.34	x		17.6753	3.56
Tue	03/08/11	219.41474	1.16402	52	3.9712		x	10.2276	37.17	x		17.7523	3.73
Wed	03/09/11	219.44842	1.16420	53	4.0482		x	10.1506	36.99	x		17.8293	3.91
Thu	03/10/11	219.48210	1.16438	54	4.1252		x	10.0736	36.81	x		17.9063	4.09
Fri	03/11/11	219.51577	1.16456	55	4.2022		x	9.9966	36.63	x		17.9833	4.27
Mon	03/14/11	219.61681	1.16510	58	4.4335		x	9.7653	36.09	x		18.2146	4.81
Tue	03/15/11	219.65048	1.16527	59	4.5106		x	9.6882	35.92	x		18.2917	4.98
Wed	03/16/11	219.68416	1.16545	60	4.5878		x	9.6110	35.74	x		18.3689	5.16
Thu	03/17/11	219.71784	1.16563	61	4.6649		x	9.5339	35.56	x		18.4460	5.34
Fri	03/18/11	219.75152	1.16581	62	4.7421		x	9.4567	35.38	x		18.5232	5.52
Mon	03/21/11	219.85255	1.16635	65	4.9739		x	9.2249	34.84	x		18.7550	6.06
Tue	03/22/11	219.88623	1.16653	66	5.0512		x	9.1476	34.66	x		18.8323	6.24
Wed	03/23/11	219.91990	1.16670	67	5.1285		x	9.0703	34.49	x		18.9096	6.41
Thu	03/24/11	219.95358	1.16688	68	5.2058		x	8.9930	34.31	x		18.9869	6.59
Fri	03/25/11	219.98726	1.16706	69	5.2832		x	8.9156	34.13	x		19.0643	6.77
Mon	03/28/11	220.08829	1.16760	72	5.5155		x	8.6833	33.59	x		19.2966	7.31
Tue	03/29/11	220.12197	1.16778	73	5.5929		x	8.6059	33.41	x		19.3740	7.49
Wed	03/30/11	220.15565	1.16795	74	5.6704		x	8.5284	33.24	x		19.4515	7.66
Thu	03/31/11	220.18932	1.16813	75	5.7479		x	8.4509	33.06	x		19.5290	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	5.8254		x	8.3734	32.88	x		19.6065	8.02
Mon	04/04/11	220.33160	1.16889	79	6.0584		x	8.1404	32.30	x		19.8395	8.60
Tue	04/05/11	220.36780	1.16908	80	6.1361		x	8.0627	32.11	x		19.9172	8.79
Wed	04/06/11	220.40400	1.16927	81	6.2138		x	7.9850	31.92	x		19.9949	8.98
Thu	04/07/11	220.44020	1.16946	82	6.2915		x	7.9073	31.73	x		20.0726	9.17
Fri	04/08/11	220.47640	1.16966	83	6.3693		x	7.8295	31.53	x		20.1504	9.37
Mon	04/11/11	220.58500	1.17023	86	6.6027		x	7.5961	30.96	x		20.3838	9.94
Tue	04/12/11	220.62120	1.17042	87	6.6806		x	7.5182	30.77	x		20.4617	10.13
Wed	04/13/11	220.65740	1.17062	88	6.7586		x	7.4402	30.57	x		20.5397	10.33
Thu	04/14/11	220.69360	1.17081	89	6.8365		x	7.3623	30.38	x		20.6176	10.52
Fri	04/15/11	220.72980	1.17100	90	6.9144		x	7.2844	30.19	x		20.6955	10.71
Mon	04/18/11	220.83840	1.17158	93	7.1484		x	7.0504	29.61	x		20.9295	11.29
Tue	04/19/11	220.87460	1.17177	94	7.2265		x	6.9723	29.42	x		21.0076	11.48
Wed	04/20/11	220.91080	1.17196	95	7.3045		x	6.8943	29.23	x		21.0856	11.67
Thu	04/21/11	220.94700	1.17215	96	7.3826		x	6.8162	29.04	x		21.1637	11.86
Fri	04/22/11	220.98320	1.17234	97	7.4607		x	6.7381	28.85	x		21.2418	12.05
Mon	04/25/11	221.09180	1.17292	100	7.6953		x	6.5035	28.27	x		21.4764	12.63
Tue	04/26/11	221.12800	1.17311	101	7.7735		x	6.4253	28.08	x		21.5546	12.82
Wed	04/27/11	221.16420	1.17330	102	7.8517		x	6.3471	27.89	x		21.6328	13.01
Thu	04/28/11	221.20040	1.17350	103	7.9300		x	6.2688	27.69	x		21.7111	13.21
Fri	04/29/11	221.23660	1.17369	104	8.0083		x	6.1905	27.50	x		21.7894	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	8.2446		x	5.9542	26.75	x		22.0257	14.15
Tue	05/03/11	221.44823	1.17481	108	8.3243		x	5.8745	26.38	x		22.1054	14.52
Wed	05/04/11	221.51784	1.17518	109	8.4040		x	5.7948	26.01	x		22.1851	14.89
Thu	05/05/11	221.58745	1.17555	110	8.4838		x	5.7150	25.64	x		22.2649	15.26
Fri	05/06/11	221.65706	1.17592	111	8.5636		x	5.6352	25.27	x		22.3447	15.63
Mon	05/09/11	221.86590	1.17703	114	8.8033		x	5.3955	24.16	x		22.5844	16.74
Tue	05/10/11	221.93552	1.17740	115	8.8834		x	5.3154	23.79	x		22.6645	17.11
Wed	05/11/11	222.00513	1.17777	116	8.9634		x	5.2354	23.42	x		22.7445	17.48
Thu	05/12/11	222.07474	1.17814	117	9.0435		x	5.1553	23.05	x		22.8246	17.85
Fri	05/13/11	222.14435	1.17850	118	9.1236		x	5.0752	22.69	x		22.9047	18.21
Mon	05/16/11	222.35319	1.17961	121	9.3644		x	4.8344	21.58	x		23.1455	19.32
Tue	05/17/11	222.42281	1.17998	122	9.4447		x	4.7541	21.21	x		23.2258	19.69
Wed	05/18/11	222.49242	1.18035	123	9.5251		x	4.6737	20.84	x		23.3062	20.06
Thu	05/19/11	222.56203	1.18072	124	9.6056		x	4.5932	20.47	x		23.3867	20.43
Fri	05/20/11	222.63165	1.18109	125	9.6861		x	4.5127	20.10	x		23.4672	20.80
Mon	05/23/11	222.84048	1.18220	128	9.9279		x	4.2709	18.99	x		23.7090	21.91
Tue	05/24/11	222.91010	1.18257	129	10.0086		x	4.1902	18.62	x		23.7897	22.28
Wed	05/25/11	222.97971	1.18294	130	10.0893		x	4.1095	18.25	x		23.8704	22.65
Thu	05/26/11	223.04932	1.18331	131	10.1701		x	4.0287	17.88	x		23.9512	23.02
Fri	05/27/11	223.11894	1.18368	132	10.2509		x	3.9479	17.51	x		24.0320	23.39
Mon	05/30/11	223.32777	1.18478	135	10.4936		x	3.7052	16.41	x		24.2747	24.49
Tue	05/31/11	223.39739	1.18515	136	10.5747		x	3.6241	16.04	x		24.3558	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	10.6558		x	3.5430	15.67	x		24.4369	25.23
Thu	06/02/11	223.51497	1.18578	138	10.7359		x	3.4629	15.41	x		24.5170	25.49
Fri	06/03/11	223.56293	1.18603	139	10.8160		x	3.3828	15.16	x		24.5971	25.74
Mon	06/06/11	223.70683	1.18679	142	11.0565		x	3.1423	14.40	x		24.8376	26.50
Tue	06/07/11	223.75480	1.18705	143	11.1368		x	3.0620	14.14	x		24.9179	26.76
Wed	06/08/11	223.80277	1.18730	144	11.2170		x	2.9818	13.89	x		24.9981	27.01
Thu	06/09/11	223.85073	1.18756	145	11.2974		x	2.9014	13.63	x		25.0785	27.27
Fri	06/10/11	223.89870	1.18781	146	11.3777		x	2.8211	13.38	x		25.1588	27.52
Mon	06/13/11	224.04260	1.18858	149	11.6190		x	2.5798	12.61	x		25.4001	28.29
Tue	06/14/11	224.09057	1.18883	150	11.6995		x	2.4993	12.36	x		25.4806	28.54
Wed	06/15/11	224.13853	1.18908	151	11.7799		x	2.4189	12.11	x		25.5610	28.79
Thu	06/16/11	224.18650	1.18934	152	11.8605		x	2.3383	11.85	x		25.6416	29.05
Fri	06/17/11	224.23447	1.18959	153	11.9411		x	2.2577	11.60	x		25.7222	29.30
Mon	06/20/11	224.37837	1.19036	156	12.1831		x	2.0157	10.83	x		25.9642	30.07
Tue	06/21/11	224.42633	1.19061	157	12.2638		x	1.9350	10.58	x		26.0449	30.32
Wed	06/22/11	224.47430	1.19087	158	12.3446		x	1.8542	10.32	x		26.1257	30.58
Thu	06/23/11	224.52227	1.19112	159	12.4253		x	1.7735	10.07	x		26.2064	30.83
Fri	06/24/11	224.57023	1.19137	160	12.5061		x	1.6927	9.82	x		26.2872	31.08
Mon	06/27/11	224.71413	1.19214	163	12.7488		x	1.4500	9.05	x		26.5299	31.85
Tue	06/28/11	224.76210	1.19239	164	12.8297		x	1.3691	8.80	x		26.6108	32.10
Wed	06/29/11	224.81007	1.19265	165	12.9108		x	1.2880	8.54	x		26.6919	32.36
Thu	06/30/11	224.85803	1.19290	166	12.9917		x	1.2071	8.29	x		26.7728	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	13.0728		x	1.1260	8.03	x		26.8539	32.87
Mon	07/04/11	225.00839	1.19370	170	13.3137		x	0.8851	7.49	x		27.0948	33.41
Tue	07/05/11	225.04252	1.19388	171	13.3940		x	0.8048	7.31	x		27.1751	33.59
Wed	07/06/11	225.07665	1.19406	172	13.4744		x	0.7244	7.13	x		27.2555	33.77
Thu	07/07/11	225.11077	1.19424	173	13.5548		x	0.6440	6.95	x		27.3359	33.95
Fri	07/08/11	225.14490	1.19442	174	13.6352		x	0.5636	6.77	x		27.4163	34.13
Mon	07/11/11	225.24729	1.19497	177	13.8767		x	0.3221	6.22	x		27.6578	34.68
Tue	07/12/11	225.28142	1.19515	178	13.9572		x	0.2416	6.04	x		27.7383	34.86
Wed	07/13/11	225.31555	1.19533	179	14.0377		x	0.1611	5.86	x		27.8188	35.04
Thu	07/14/11	225.34968	1.19551	180	14.1182		x	0.0806	5.68	x		27.8993	35.22
Fri	07/15/11	225.38381	1.19569	0	0.0000			0.0000	5.50	x	x	27.9799	35.40
Mon	07/18/11	225.48619	1.19623	3	0.2316			-0.2316	4.96	x	x	28.2115	35.94
Tue	07/19/11	225.52032	1.19641	4	0.3089			-0.3089	4.78	x	x	28.2888	36.12
Wed	07/20/11	225.55445	1.19660	5	0.3861			-0.3861	4.59	x	x	28.3660	36.31
Thu	07/21/11	225.58858	1.19678	6	0.4634			-0.4634	4.41	x	x	28.4433	36.49
Fri	07/22/11	225.62271	1.19696	7	0.5407			-0.5407	4.23	x	x	28.5206	36.67
Mon	07/25/11	225.72510	1.19750	10	0.7728			-0.7728	3.69	x	x	28.7527	37.21
Tue	07/26/11	225.75923	1.19768	11	0.8503			-0.8503	3.51	x	x	28.8302	37.39
Wed	07/27/11	225.79335	1.19786	12	0.9277			-0.9277	3.33	x	x	28.9076	37.57
Thu	07/28/11	225.82748	1.19804	13	1.0051			-1.0051	3.15	x	x	28.9850	37.75
Fri	07/29/11	225.86161	1.19823	14	1.0826			-1.0826	2.96	x	x	29.0625	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	1.3152			-1.3152	2.42	x	x	29.2951	38.48
Tue	08/02/11	225.95619	1.19873	18	1.3925			-1.3925	2.46	x	x	29.3724	38.44
Wed	08/03/11	225.94839	1.19869	19	1.4699			-1.4699	2.50	x	x	29.4498	38.40
Thu	08/04/11	225.94058	1.19864	20	1.5472			-1.5472	2.55	x	x	29.5271	38.35
Fri	08/05/11	225.93277	1.19860	21	1.6245			-1.6245	2.59	x	x	29.6044	38.31
Mon	08/08/11	225.90935	1.19848	24	1.8563			-1.8563	2.71	x	x	29.8362	38.19
Tue	08/09/11	225.90155	1.19844	25	1.9336			-1.9336	2.75	x	x	29.9135	38.15
Wed	08/10/11	225.89374	1.19840	26	2.0109			-2.0109	2.79	x	x	29.9908	38.11
Thu	08/11/11	225.88594	1.19835	27	2.0882			-2.0882	2.84	x	x	30.0681	38.06
Fri	08/12/11	225.87813	1.19831	28	2.1654			-2.1654	2.88	x	x	30.1453	38.02
Mon	08/15/11	225.85471	1.19819	31	2.3972			-2.3972	3.00	x	x	30.3771	37.90
Tue	08/16/11	225.84690	1.19815	32	2.4744			-2.4744	3.04	x	x	30.4543	37.86
Wed	08/17/11	225.83910	1.19811	33	2.5517			-2.5517	3.08	x	x	30.5316	37.82
Thu	08/18/11	225.83129	1.19806	34	2.6289			-2.6289	3.13	x	x	30.6088	37.77
Fri	08/19/11	225.82348	1.19802	35	2.7061			-2.7061	3.17	x	x	30.6860	37.73
Mon	08/22/11	225.80006	1.19790	38	2.9378			-2.9378	3.29	x	x	30.9177	37.61
Tue	08/23/11	225.79226	1.19786	39	3.0150			-3.0150	3.33	x	x	30.9949	37.57
Wed	08/24/11	225.78445	1.19782	40	3.0922			-3.0922	3.37	x	x	31.0721	37.53
Thu	08/25/11	225.77665	1.19777	41	3.1694			-3.1694	3.42	x	x	31.1493	37.48
Fri	08/26/11	225.76884	1.19773	42	3.2466			-3.2466	3.46	x	x	31.2265	37.44
Mon	08/29/11	225.74542	1.19761	45	3.4781			-3.4781	3.58	x	x	31.4580	37.32
Tue	08/30/11	225.73761	1.19757	46	3.5553			-3.5553	3.62	x	x	31.5352	37.28
Wed	08/31/11	225.72981	1.19753	47	3.6325			-3.6325	3.66	x	x	31.6124	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	3.7096			-3.7096	3.71	x	x	31.6895	37.19
Fri	09/02/11	225.72867	1.19752	49	3.7870			-3.7870	3.67	x	x	31.7669	37.23
Mon	09/05/11	225.74867	1.19763	52	4.0192			-4.0192	3.56	x	x	31.9991	37.34
Tue	09/06/11	225.75533	1.19766	53	4.0966			-4.0966	3.53	x	x	32.0765	37.37
Wed	09/07/11	225.76200	1.19770	54	4.1740			-4.1740	3.49	x	x	32.1539	37.41
Thu	09/08/11	225.76867	1.19773	55	4.2515			-4.2515	3.46	x	x	32.2314	37.44
Fri	09/09/11	225.77533	1.19777	56	4.3289			-4.3289	3.42	x	x	32.3088	37.48
Mon	09/12/11	225.79533	1.19787	59	4.5612			-4.5612	3.32	x	x	32.5411	37.58
Tue	09/13/11	225.80200	1.19791	60	4.6386			-4.6386	3.28	x	x	32.6185	37.62
Wed	09/14/11	225.80867	1.19794	61	4.7161			-4.7161	3.25	x	x	32.6960	37.65
Thu	09/15/11	225.81533	1.19798	62	4.7935			-4.7935	3.21	x	x	32.7734	37.69
Fri	09/16/11	225.82200	1.19802	63	4.8710			-4.8710	3.17	x	x	32.8509	37.73
Mon	09/19/11	225.84200	1.19812	66	5.1034			-5.1034	3.07	x	x	33.0833	37.83
Tue	09/20/11	225.84867	1.19816	67	5.1809			-5.1809	3.03	x	x	33.1608	37.87
Wed	09/21/11	225.85533	1.19819	68	5.2584			-5.2584	3.00	x	x	33.2383	37.90
Thu	09/22/11	225.86200	1.19823	69	5.3359			-5.3359	2.96	x	x	33.3158	37.94
Fri	09/23/11	225.86867	1.19826	70	5.4133			-5.4133	2.93	x	x	33.3932	37.97
Mon	09/26/11	225.88867	1.19837	73	5.6459			-5.6459	2.82	x	x	33.6258	38.08
Tue	09/27/11	225.89533	1.19840	74	5.7233			-5.7233	2.79	x	x	33.7032	38.11
Wed	09/28/11	225.90200	1.19844	75	5.8009			-5.8009	2.75	x	x	33.7808	38.15
Thu	09/29/11	225.90867	1.19848	76	5.8784			-5.8784	2.71	x	x	33.8583	38.19
Fri	09/30/11	225.91533	1.19851	77	5.9559			-5.9559	2.68	x	x	33.9358	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	6.1893			-6.1893	2.43	x	x	34.1692	38.47
Tue	10/04/11	225.98229	1.19887	81	6.2672			-6.2672	2.32	x	x	34.2471	38.58
Wed	10/05/11	226.00239	1.19897	82	6.3451			-6.3451	2.22	x	x	34.3250	38.68
Thu	10/06/11	226.02248	1.19908	83	6.4231			-6.4231	2.11	x	x	34.4030	38.79
Fri	10/07/11	226.04258	1.19919	84	6.5010			-6.5010	2.00	x	x	34.4809	38.90
Mon	10/10/11	226.10287	1.19951	87	6.7350			-6.7350	1.68	x	x	34.7149	39.22
Tue	10/11/11	226.12297	1.19961	88	6.8130			-6.8130	1.58	x	x	34.7929	39.32
Wed	10/12/11	226.14306	1.19972	89	6.8911			-6.8911	1.47	x	x	34.8710	39.43
Thu	10/13/11	226.16316	1.19983	90	6.9691			-6.9691	1.36	x	x	34.9490	39.54
Fri	10/14/11	226.18326	1.19993	91	7.0471			-7.0471	1.26	x	x	35.0270	39.64
Mon	10/17/11	226.24355	1.20025	94	7.2814			-7.2814	0.94	x	x	35.2613	39.96
Tue	10/18/11	226.26365	1.20036	95	7.3595			-7.3595	0.83	x	x	35.3394	40.07
Wed	10/19/11	226.28374	1.20046	96	7.4376			-7.4376	0.73	x	x	35.4175	40.17
Thu	10/20/11	226.30384	1.20057	97	7.5158			-7.5158	0.62	x	x	35.4957	40.28
Fri	10/21/11	226.32394	1.20068	98	7.5940			-7.5940	0.51	x	x	35.5739	40.39
Mon	10/24/11	226.38423	1.20100	101	7.8285			-7.8285	0.19	x	x	35.8084	40.71
Tue	10/25/11	226.40432	1.20110	102	7.9067			-7.9067	0.09	x	x	35.8866	40.81
Wed	10/26/11	226.42442	1.20121	103	7.9849			-7.9849	-0.02	x	x	35.9648	40.92
Thu	10/27/11	226.44452	1.20132	104	8.0632			-8.0632	-0.13	x	x	36.0431	41.03
Fri	10/28/11	226.46461	1.20142	105	8.1414			-8.1414	-0.23	x	x	36.1213	41.13
Mon	10/31/11	226.52490	1.20174	108	8.3763			-8.3763	-0.55	x	x	36.3562	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	8.4546			-8.4546	-0.66	x	x	36.4345	41.56
Wed	11/02/11	226.55647	1.20191	110	8.5326			-8.5326	-0.72	x	x	36.5125	41.62
Thu	11/03/11	226.56793	1.20197	111	8.6106			-8.6106	-0.78	x	x	36.5905	41.68
Fri	11/04/11	226.57940	1.20203	112	8.6886			-8.6886	-0.84	x	x	36.6685	41.74
Mon	11/07/11	226.61380	1.20222	115	8.9227			-8.9227	-1.03	x	x	36.9026	41.93
Tue	11/08/11	226.62527	1.20228	116	9.0008			-9.0008	-1.09	x	x	36.9807	41.99
Wed	11/09/11	226.63673	1.20234	117	9.0788			-9.0788	-1.15	x	x	37.0587	42.05
Thu	11/10/11	226.64820	1.20240	118	9.1569			-9.1569	-1.21	x	x	37.1368	42.11
Fri	11/11/11	226.65967	1.20246	119	9.2349			-9.2349	-1.27	x	x	37.2148	42.17
Mon	11/14/11	226.69407	1.20264	122	9.4692			-9.4692	-1.45	x	x	37.4491	42.35
Tue	11/15/11	226.70553	1.20270	123	9.5472			-9.5472	-1.51	x	x	37.5271	42.41
Wed	11/16/11	226.71700	1.20276	124	9.6253			-9.6253	-1.57	x	x	37.6052	42.47
Thu	11/17/11	226.72847	1.20282	125	9.7035			-9.7035	-1.63	x	x	37.6834	42.53
Fri	11/18/11	226.73993	1.20288	126	9.7816			-9.7816	-1.69	x	x	37.7615	42.59
Mon	11/21/11	226.77433	1.20307	129	10.0160			-10.0160	-1.88	x	x	37.9959	42.78
Tue	11/22/11	226.78580	1.20313	130	10.0942			-10.0942	-1.94	x	x	38.0741	42.84
Wed	11/23/11	226.79727	1.20319	131	10.1724			-10.1724	-2.00	x	x	38.1523	42.90
Thu	11/24/11	226.80873	1.20325	132	10.2505			-10.2505	-2.06	x	x	38.2304	42.96
Fri	11/25/11	226.82020	1.20331	133	10.3287			-10.3287	-2.12	x	x	38.3086	43.02
Mon	11/28/11	226.85460	1.20349	136	10.5632			-10.5632	-2.30	x	x	38.5431	43.20
Tue	11/29/11	226.86607	1.20355	137	10.6414			-10.6414	-2.36	x	x	38.6213	43.26
Wed	11/30/11	226.87753	1.20361	138	10.7197			-10.7197	-2.42	x	x	38.6996	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	10.7980			-10.7980	-2.49	x	x	38.7779	43.39
Fri	12/02/11	226.87390	1.20360	140	10.8749			-10.8749	-2.41	x	x	38.8548	43.31
Mon	12/05/11	226.82861	1.20336	143	11.1057			-11.1057	-2.17	x	x	39.0856	43.07
Tue	12/06/11	226.81352	1.20328	144	11.1827			-11.1827	-2.09	x	x	39.1626	42.99
Wed	12/07/11	226.79842	1.20320	145	11.2596			-11.2596	-2.01	x	x	39.2395	42.91
Thu	12/08/11	226.78332	1.20312	146	11.3365			-11.3365	-1.93	x	x	39.3164	42.83
Fri	12/09/11	226.76823	1.20304	147	11.4134			-11.4134	-1.85	x	x	39.3933	42.75
Mon	12/12/11	226.72294	1.20279	150	11.6439			-11.6439	-1.60	x	x	39.6238	42.50
Tue	12/13/11	226.70784	1.20271	151	11.7207			-11.7207	-1.52	x	x	39.7006	42.42
Wed	12/14/11	226.69274	1.20263	152	11.7975			-11.7975	-1.44	x	x	39.7774	42.34
Thu	12/15/11	226.67765	1.20255	153	11.8744			-11.8744	-1.36	x	x	39.8543	42.26
Fri	12/16/11	226.66255	1.20247	154	11.9512			-11.9512	-1.28	x	x	39.9311	42.18
Mon	12/19/11	226.61726	1.20223	157	12.1816			-12.1816	-1.04	x	x	40.1615	41.94
Tue	12/20/11	226.60216	1.20215	158	12.2583			-12.2583	-0.96	x	x	40.2382	41.86
Wed	12/21/11	226.58706	1.20207	159	12.3351			-12.3351	-0.88	x	x	40.3150	41.78
Thu	12/22/11	226.57197	1.20199	160	12.4119			-12.4119	-0.80	x	x	40.3918	41.70
Fri	12/23/11	226.55687	1.20191	161	12.4886			-12.4886	-0.72	x	x	40.4685	41.62
Mon	12/26/11	226.51158	1.20167	164	12.7188			-12.7188	-0.48	x	x	40.6987	41.38
Tue	12/27/11	226.49648	1.20159	165	12.7955			-12.7955	-0.40	x	x	40.7754	41.30
Wed	12/28/11	226.48139	1.20151	166	12.8722			-12.8722	-0.32	x	x	40.8521	41.22
Thu	12/29/11	226.46629	1.20143	167	12.9488			-12.9488	-0.24	x	x	40.9287	41.14
Fri	12/30/11	226.45119	1.20135	168	13.0255			-13.0255	-0.16	x	x	41.0054	41.06
Sun	01/01/12	226.42100	1.20119

Generated 12/16/11 09:15