1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2015

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

CUSIP Number	912828DH0	Interest 01/15/11 (184 days)	$9.3082
Dated Date	January 15, 2005	Interest 07/15/11 (181 days)	$9.5904
Ref CPI on Dated Date	190.94516	Interest Total	$18.8986
Original Issue Date	January 18, 2005	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	1.14541	170	8.5984	x	x	10.3002	40.38			8.5984	0.00
Mon	01/03/11	218.71694	1.14544	172	8.6997	x	x	10.1989	40.35			8.6997	0.03
Tue	01/04/11	218.71990	1.14546	173	8.7505	x	x	10.1481	40.33			8.7505	0.05
Wed	01/05/11	218.72287	1.14547	174	8.8011	x	x	10.0975	40.32			8.8011	0.06
Thu	01/06/11	218.72584	1.14549	175	8.8519	x	x	10.0467	40.30			8.8519	0.08
Fri	01/07/11	218.72881	1.14551	176	8.9026	x	x	9.9960	40.28			8.9026	0.10
Mon	01/10/11	218.73771	1.14555	179	9.0547	x	x	9.8439	40.24			9.0547	0.14
Tue	01/11/11	218.74068	1.14557	180	9.1054	x	x	9.7932	40.22			9.1054	0.16
Wed	01/12/11	218.74365	1.14558	181	9.1561	x	x	9.7425	40.21			9.1561	0.17
Thu	01/13/11	218.74661	1.14560	182	9.2068	x	x	9.6918	40.19			9.2068	0.19
Fri	01/14/11	218.74958	1.14561	183	9.2575	x	x	9.6411	40.18			9.2575	0.20
Sat	01/15/11	218.75255	1.14563	0	0.0000		x	9.5904	40.16	x		9.3082	0.22
Mon	01/17/11	218.75848	1.14566	2	0.1029		x	9.4875	40.13	x		9.4111	0.25
Tue	01/18/11	218.76145	1.14568	3	0.1543		x	9.4361	40.11	x		9.4625	0.27
Wed	01/19/11	218.76442	1.14569	4	0.2057		x	9.3847	40.10	x		9.5139	0.28
Thu	01/20/11	218.76739	1.14571	5	0.2572		x	9.3332	40.08	x		9.5654	0.30
Fri	01/21/11	218.77035	1.14572	6	0.3086		x	9.2818	40.07	x		9.6168	0.31
Mon	01/24/11	218.77926	1.14577	9	0.4629		x	9.1275	40.02	x		9.7711	0.36
Tue	01/25/11	218.78223	1.14579	10	0.5143		x	9.0761	40.00	x		9.8225	0.38
Wed	01/26/11	218.78519	1.14580	11	0.5658		x	9.0246	39.99	x		9.8740	0.39
Thu	01/27/11	218.78816	1.14582	12	0.6172		x	8.9732	39.97	x		9.9254	0.41
Fri	01/28/11	218.79113	1.14583	13	0.6687		x	8.9217	39.96	x		9.9769	0.42
Mon	01/31/11	218.80003	1.14588	16	0.8230		x	8.7674	39.91	x		10.1312	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	1.14589	17	0.8745		x	8.7159	39.90	x		10.1827	0.48
Wed	02/02/11	218.81643	1.14596	18	0.9259		x	8.6645	39.83	x		10.2341	0.55
Thu	02/03/11	218.82986	1.14604	19	0.9775		x	8.6129	39.75	x		10.2857	0.63
Fri	02/04/11	218.84329	1.14611	20	1.0290		x	8.5614	39.68	x		10.3372	0.70
Mon	02/07/11	218.88357	1.14632	23	1.1835		x	8.4069	39.47	x		10.4917	0.91
Tue	02/08/11	218.89700	1.14639	24	1.2351		x	8.3553	39.40	x		10.5433	0.98
Wed	02/09/11	218.91043	1.14646	25	1.2866		x	8.3038	39.33	x		10.5948	1.05
Thu	02/10/11	218.92386	1.14653	26	1.3381		x	8.2523	39.26	x		10.6463	1.12
Fri	02/11/11	218.93729	1.14660	27	1.3897		x	8.2007	39.19	x		10.6979	1.19
Mon	02/14/11	218.97757	1.14681	30	1.5444		x	8.0460	38.98	x		10.8526	1.40
Tue	02/15/11	218.99100	1.14688	31	1.5960		x	7.9944	38.91	x		10.9042	1.47
Wed	02/16/11	219.00443	1.14695	32	1.6476		x	7.9428	38.84	x		10.9558	1.54
Thu	02/17/11	219.01786	1.14702	33	1.6991		x	7.8913	38.77	x		11.0073	1.61
Fri	02/18/11	219.03129	1.14709	34	1.7507		x	7.8397	38.70	x		11.0589	1.68
Mon	02/21/11	219.07157	1.14730	37	1.9056		x	7.6848	38.49	x		11.2138	1.89
Tue	02/22/11	219.08500	1.14737	38	1.9572		x	7.6332	38.42	x		11.2654	1.96
Wed	02/23/11	219.09843	1.14744	39	2.0088		x	7.5816	38.35	x		11.3170	2.03
Thu	02/24/11	219.11186	1.14751	40	2.0604		x	7.5300	38.28	x		11.3686	2.10
Fri	02/25/11	219.12529	1.14758	41	2.1121		x	7.4783	38.21	x		11.4203	2.17
Mon	02/28/11	219.16557	1.14779	44	2.2670		x	7.3234	38.00	x		11.5752	2.38
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	1.14786	45	2.3187		x	7.2717	37.93	x		11.6269	2.45
Wed	03/02/11	219.21268	1.14804	46	2.3706		x	7.2198	37.75	x		11.6788	2.63
Thu	03/03/11	219.24635	1.14822	47	2.4225		x	7.1679	37.57	x		11.7307	2.81
Fri	03/04/11	219.28003	1.14839	48	2.4744		x	7.1160	37.40	x		11.7826	2.98
Mon	03/07/11	219.38106	1.14892	51	2.6303		x	6.9601	36.87	x		11.9385	3.51
Tue	03/08/11	219.41474	1.14910	52	2.6823		x	6.9081	36.69	x		11.9905	3.69
Wed	03/09/11	219.44842	1.14927	53	2.7343		x	6.8561	36.52	x		12.0425	3.86
Thu	03/10/11	219.48210	1.14945	54	2.7863		x	6.8041	36.34	x		12.0945	4.04
Fri	03/11/11	219.51577	1.14963	55	2.8383		x	6.7521	36.16	x		12.1465	4.22
Mon	03/14/11	219.61681	1.15016	58	2.9945		x	6.5959	35.63	x		12.3027	4.75
Tue	03/15/11	219.65048	1.15033	59	3.0466		x	6.5438	35.46	x		12.3548	4.92
Wed	03/16/11	219.68416	1.15051	60	3.0987		x	6.4917	35.28	x		12.4069	5.10
Thu	03/17/11	219.71784	1.15069	61	3.1509		x	6.4395	35.10	x		12.4591	5.28
Fri	03/18/11	219.75152	1.15086	62	3.2030		x	6.3874	34.93	x		12.5112	5.45
Mon	03/21/11	219.85255	1.15139	65	3.3595		x	6.2309	34.40	x		12.6677	5.98
Tue	03/22/11	219.88623	1.15157	66	3.4118		x	6.1786	34.22	x		12.7200	6.16
Wed	03/23/11	219.91990	1.15174	67	3.4640		x	6.1264	34.05	x		12.7722	6.33
Thu	03/24/11	219.95358	1.15192	68	3.5162		x	6.0742	33.87	x		12.8244	6.51
Fri	03/25/11	219.98726	1.15210	69	3.5685		x	6.0219	33.69	x		12.8767	6.69
Mon	03/28/11	220.08829	1.15263	72	3.7254		x	5.8650	33.16	x		13.0336	7.22
Tue	03/29/11	220.12197	1.15280	73	3.7776		x	5.8128	32.99	x		13.0858	7.39
Wed	03/30/11	220.15565	1.15298	74	3.8300		x	5.7604	32.81	x		13.1382	7.57
Thu	03/31/11	220.18932	1.15315	75	3.8823		x	5.7081	32.64	x		13.1905	7.74
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	1.15333	76	3.9347		x	5.6557	32.46	x		13.2429	7.92
Mon	04/04/11	220.33160	1.15390	79	4.0920		x	5.4984	31.89	x		13.4002	8.49
Tue	04/05/11	220.36780	1.15409	80	4.1445		x	5.4459	31.70	x		13.4527	8.68
Wed	04/06/11	220.40400	1.15428	81	4.1970		x	5.3934	31.51	x		13.5052	8.87
Thu	04/07/11	220.44020	1.15447	82	4.2495		x	5.3409	31.32	x		13.5577	9.06
Fri	04/08/11	220.47640	1.15466	83	4.3021		x	5.2883	31.13	x		13.6103	9.25
Mon	04/11/11	220.58500	1.15523	86	4.4598		x	5.1306	30.56	x		13.7680	9.82
Tue	04/12/11	220.62120	1.15542	87	4.5124		x	5.0780	30.37	x		13.8206	10.01
Wed	04/13/11	220.65740	1.15561	88	4.5650		x	5.0254	30.18	x		13.8732	10.20
Thu	04/14/11	220.69360	1.15580	89	4.6176		x	4.9728	29.99	x		13.9258	10.39
Fri	04/15/11	220.72980	1.15599	90	4.6703		x	4.9201	29.80	x		13.9785	10.58
Mon	04/18/11	220.83840	1.15655	93	4.8283		x	4.7621	29.24	x		14.1365	11.14
Tue	04/19/11	220.87460	1.15674	94	4.8810		x	4.7094	29.05	x		14.1892	11.33
Wed	04/20/11	220.91080	1.15693	95	4.9337		x	4.6567	28.86	x		14.2419	11.52
Thu	04/21/11	220.94700	1.15712	96	4.9865		x	4.6039	28.67	x		14.2947	11.71
Fri	04/22/11	220.98320	1.15731	97	5.0393		x	4.5511	28.48	x		14.3475	11.90
Mon	04/25/11	221.09180	1.15788	100	5.1977		x	4.3927	27.91	x		14.5059	12.47
Tue	04/26/11	221.12800	1.15807	101	5.2505		x	4.3399	27.72	x		14.5587	12.66
Wed	04/27/11	221.16420	1.15826	102	5.3034		x	4.2870	27.53	x		14.6116	12.85
Thu	04/28/11	221.20040	1.15845	103	5.3562		x	4.2342	27.34	x		14.6644	13.04
Fri	04/29/11	221.23660	1.15864	104	5.4091		x	4.1813	27.15	x		14.7173	13.23
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	1.15938	107	5.5687		x	4.0217	26.41	x		14.8769	13.97
Tue	05/03/11	221.44823	1.15975	108	5.6225		x	3.9679	26.04	x		14.9307	14.34
Wed	05/04/11	221.51784	1.16011	109	5.6764		x	3.9140	25.68	x		14.9846	14.70
Thu	05/05/11	221.58745	1.16048	110	5.7303		x	3.8601	25.31	x		15.0385	15.07
Fri	05/06/11	221.65706	1.16084	111	5.7842		x	3.8062	24.95	x		15.0924	15.43
Mon	05/09/11	221.86590	1.16194	114	5.9461		x	3.6443	23.85	x		15.2543	16.53
Tue	05/10/11	221.93552	1.16230	115	6.0001		x	3.5903	23.49	x		15.3083	16.89
Wed	05/11/11	222.00513	1.16266	116	6.0542		x	3.5362	23.13	x		15.3624	17.25
Thu	05/12/11	222.07474	1.16303	117	6.1083		x	3.4821	22.76	x		15.4165	17.62
Fri	05/13/11	222.14435	1.16339	118	6.1624		x	3.4280	22.40	x		15.4706	17.98
Mon	05/16/11	222.35319	1.16449	121	6.3251		x	3.2653	21.30	x		15.6333	19.08
Tue	05/17/11	222.42281	1.16485	122	6.3793		x	3.2111	20.94	x		15.6875	19.44
Wed	05/18/11	222.49242	1.16522	123	6.4337		x	3.1567	20.57	x		15.7419	19.81
Thu	05/19/11	222.56203	1.16558	124	6.4880		x	3.1024	20.21	x		15.7962	20.17
Fri	05/20/11	222.63165	1.16595	125	6.5424		x	3.0480	19.84	x		15.8506	20.54
Mon	05/23/11	222.84048	1.16704	128	6.7056		x	2.8848	18.75	x		16.0138	21.63
Tue	05/24/11	222.91010	1.16740	129	6.7601		x	2.8303	18.39	x		16.0683	21.99
Wed	05/25/11	222.97971	1.16777	130	6.8147		x	2.7757	18.02	x		16.1229	22.36
Thu	05/26/11	223.04932	1.16813	131	6.8692		x	2.7212	17.66	x		16.1774	22.72
Fri	05/27/11	223.11894	1.16850	132	6.9238		x	2.6666	17.29	x		16.2320	23.09
Mon	05/30/11	223.32777	1.16959	135	7.0878		x	2.5026	16.20	x		16.3960	24.18
Tue	05/31/11	223.39739	1.16996	136	7.1426		x	2.4478	15.83	x		16.4508	24.55
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	1.17032	137	7.1973		x	2.3931	15.47	x		16.5055	24.91
Thu	06/02/11	223.51497	1.17057	138	7.2514		x	2.3390	15.22	x		16.5596	25.16
Fri	06/03/11	223.56293	1.17082	139	7.3055		x	2.2849	14.97	x		16.6137	25.41
Mon	06/06/11	223.70683	1.17158	142	7.4680		x	2.1224	14.21	x		16.7762	26.17
Tue	06/07/11	223.75480	1.17183	143	7.5222		x	2.0682	13.96	x		16.8304	26.42
Wed	06/08/11	223.80277	1.17208	144	7.5764		x	2.0140	13.71	x		16.8846	26.67
Thu	06/09/11	223.85073	1.17233	145	7.6307		x	1.9597	13.46	x		16.9389	26.92
Fri	06/10/11	223.89870	1.17258	146	7.6849		x	1.9055	13.21	x		16.9931	27.17
Mon	06/13/11	224.04260	1.17333	149	7.8479		x	1.7425	12.46	x		17.1561	27.92
Tue	06/14/11	224.09057	1.17359	150	7.9023		x	1.6881	12.20	x		17.2105	28.18
Wed	06/15/11	224.13853	1.17384	151	7.9567		x	1.6337	11.95	x		17.2649	28.43
Thu	06/16/11	224.18650	1.17409	152	8.0111		x	1.5793	11.70	x		17.3193	28.68
Fri	06/17/11	224.23447	1.17434	153	8.0655		x	1.5249	11.45	x		17.3737	28.93
Mon	06/20/11	224.37837	1.17509	156	8.2289		x	1.3615	10.70	x		17.5371	29.68
Tue	06/21/11	224.42633	1.17534	157	8.2834		x	1.3070	10.45	x		17.5916	29.93
Wed	06/22/11	224.47430	1.17560	158	8.3380		x	1.2524	10.19	x		17.6462	30.19
Thu	06/23/11	224.52227	1.17585	159	8.3925		x	1.1979	9.94	x		17.7007	30.44
Fri	06/24/11	224.57023	1.17610	160	8.4471		x	1.1433	9.69	x		17.7553	30.69
Mon	06/27/11	224.71413	1.17685	163	8.6110		x	0.9794	8.94	x		17.9192	31.44
Tue	06/28/11	224.76210	1.17710	164	8.6657		x	0.9247	8.69	x		17.9739	31.69
Wed	06/29/11	224.81007	1.17735	165	8.7204		x	0.8700	8.44	x		18.0286	31.94
Thu	06/30/11	224.85803	1.17761	166	8.7751		x	0.8153	8.18	x		18.0833	32.20
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	1.17786	167	8.8299		x	0.7605	7.93	x		18.1381	32.45
Mon	07/04/11	225.00839	1.17839	170	8.9925		x	0.5979	7.40	x		18.3007	32.98
Tue	07/05/11	225.04252	1.17857	171	9.0468		x	0.5436	7.22	x		18.3550	33.16
Wed	07/06/11	225.07665	1.17875	172	9.1011		x	0.4893	7.04	x		18.4093	33.34
Thu	07/07/11	225.11077	1.17893	173	9.1554		x	0.4350	6.86	x		18.4636	33.52
Fri	07/08/11	225.14490	1.17911	174	9.2098		x	0.3806	6.68	x		18.5180	33.70
Mon	07/11/11	225.24729	1.17964	177	9.3728		x	0.2176	6.15	x		18.6810	34.23
Tue	07/12/11	225.28142	1.17982	178	9.4272		x	0.1632	5.97	x		18.7354	34.41
Wed	07/13/11	225.31555	1.18000	179	9.4816		x	0.1088	5.79	x		18.7898	34.59
Thu	07/14/11	225.34968	1.18018	180	9.5360		x	0.0544	5.61	x		18.8442	34.77
Fri	07/15/11	225.38381	1.18036	0	0.0000			0.0000	5.43	x	x	18.8986	34.95
Mon	07/18/11	225.48619	1.18090	3	0.1564			-0.1564	4.89	x	x	19.0550	35.49
Tue	07/19/11	225.52032	1.18107	4	0.2086			-0.2086	4.72	x	x	19.1072	35.66
Wed	07/20/11	225.55445	1.18125	5	0.2608			-0.2608	4.54	x	x	19.1594	35.84
Thu	07/21/11	225.58858	1.18143	6	0.3130			-0.3130	4.36	x	x	19.2116	36.02
Fri	07/22/11	225.62271	1.18161	7	0.3652			-0.3652	4.18	x	x	19.2638	36.20
Mon	07/25/11	225.72510	1.18215	10	0.5220			-0.5220	3.64	x	x	19.4206	36.74
Tue	07/26/11	225.75923	1.18232	11	0.5743			-0.5743	3.47	x	x	19.4729	36.91
Wed	07/27/11	225.79335	1.18250	12	0.6266			-0.6266	3.29	x	x	19.5252	37.09
Thu	07/28/11	225.82748	1.18268	13	0.6789			-0.6789	3.11	x	x	19.5775	37.27
Fri	07/29/11	225.86161	1.18286	14	0.7313			-0.7313	2.93	x	x	19.6299	37.45
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/01/11	225.96400	1.18340	17	0.8884			-0.8884	2.39	x	x	19.7870	37.99
Tue	08/02/11	225.95619	1.18336	18	0.9406			-0.9406	2.43	x	x	19.8392	37.95
Wed	08/03/11	225.94839	1.18332	19	0.9928			-0.9928	2.47	x	x	19.8914	37.91
Thu	08/04/11	225.94058	1.18327	20	1.0450			-1.0450	2.52	x	x	19.9436	37.86
Fri	08/05/11	225.93277	1.18323	21	1.0972			-1.0972	2.56	x	x	19.9958	37.82
Mon	08/08/11	225.90935	1.18311	24	1.2538			-1.2538	2.68	x	x	20.1524	37.70
Tue	08/09/11	225.90155	1.18307	25	1.3060			-1.3060	2.72	x	x	20.2046	37.66
Wed	08/10/11	225.89374	1.18303	26	1.3582			-1.3582	2.76	x	x	20.2568	37.62
Thu	08/11/11	225.88594	1.18299	27	1.4104			-1.4104	2.80	x	x	20.3090	37.58
Fri	08/12/11	225.87813	1.18295	28	1.4626			-1.4626	2.84	x	x	20.3612	37.54
Mon	08/15/11	225.85471	1.18283	31	1.6192			-1.6192	2.96	x	x	20.5178	37.42
Tue	08/16/11	225.84690	1.18278	32	1.6713			-1.6713	3.01	x	x	20.5699	37.37
Wed	08/17/11	225.83910	1.18274	33	1.7235			-1.7235	3.05	x	x	20.6221	37.33
Thu	08/18/11	225.83129	1.18270	34	1.7757			-1.7757	3.09	x	x	20.6743	37.29
Fri	08/19/11	225.82348	1.18266	35	1.8278			-1.8278	3.13	x	x	20.7264	37.25
Mon	08/22/11	225.80006	1.18254	38	1.9843			-1.9843	3.25	x	x	20.8829	37.13
Tue	08/23/11	225.79226	1.18250	39	2.0364			-2.0364	3.29	x	x	20.9350	37.09
Wed	08/24/11	225.78445	1.18246	40	2.0886			-2.0886	3.33	x	x	20.9872	37.05
Thu	08/25/11	225.77665	1.18242	41	2.1407			-2.1407	3.37	x	x	21.0393	37.01
Fri	08/26/11	225.76884	1.18238	42	2.1929			-2.1929	3.41	x	x	21.0915	36.97
Mon	08/29/11	225.74542	1.18225	45	2.3492			-2.3492	3.54	x	x	21.2478	36.84
Tue	08/30/11	225.73761	1.18221	46	2.4014			-2.4014	3.58	x	x	21.3000	36.80
Wed	08/31/11	225.72981	1.18217	47	2.4535			-2.4535	3.62	x	x	21.3521	36.76
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	1.18213	48	2.5056			-2.5056	3.66	x	x	21.4042	36.72
Fri	09/02/11	225.72867	1.18216	49	2.5579			-2.5579	3.63	x	x	21.4565	36.75
Mon	09/05/11	225.74867	1.18227	52	2.7147			-2.7147	3.52	x	x	21.6133	36.86
Tue	09/06/11	225.75533	1.18230	53	2.7670			-2.7670	3.49	x	x	21.6656	36.89
Wed	09/07/11	225.76200	1.18234	54	2.8193			-2.8193	3.45	x	x	21.7179	36.93
Thu	09/08/11	225.76867	1.18237	55	2.8716			-2.8716	3.42	x	x	21.7702	36.96
Fri	09/09/11	225.77533	1.18241	56	2.9239			-2.9239	3.38	x	x	21.8225	37.00
Mon	09/12/11	225.79533	1.18251	59	3.0808			-3.0808	3.28	x	x	21.9794	37.10
Tue	09/13/11	225.80200	1.18255	60	3.1331			-3.1331	3.24	x	x	22.0317	37.14
Wed	09/14/11	225.80867	1.18258	61	3.1854			-3.1854	3.21	x	x	22.0840	37.17
Thu	09/15/11	225.81533	1.18262	62	3.2377			-3.2377	3.17	x	x	22.1363	37.21
Fri	09/16/11	225.82200	1.18265	63	3.2900			-3.2900	3.14	x	x	22.1886	37.24
Mon	09/19/11	225.84200	1.18276	66	3.4470			-3.4470	3.03	x	x	22.3456	37.35
Tue	09/20/11	225.84867	1.18279	67	3.4994			-3.4994	3.00	x	x	22.3980	37.38
Wed	09/21/11	225.85533	1.18283	68	3.5517			-3.5517	2.96	x	x	22.4503	37.42
Thu	09/22/11	225.86200	1.18286	69	3.6040			-3.6040	2.93	x	x	22.5026	37.45
Fri	09/23/11	225.86867	1.18290	70	3.6564			-3.6564	2.89	x	x	22.5550	37.49
Mon	09/26/11	225.88867	1.18300	73	3.8134			-3.8134	2.79	x	x	22.7120	37.59
Tue	09/27/11	225.89533	1.18304	74	3.8658			-3.8658	2.75	x	x	22.7644	37.63
Wed	09/28/11	225.90200	1.18307	75	3.9181			-3.9181	2.72	x	x	22.8167	37.66
Thu	09/29/11	225.90867	1.18311	76	3.9705			-3.9705	2.68	x	x	22.8691	37.70
Fri	09/30/11	225.91533	1.18314	77	4.0228			-4.0228	2.65	x	x	22.9214	37.73
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	1.18339	80	4.1805			-4.1805	2.40	x	x	23.0791	37.98
Tue	10/04/11	225.98229	1.18349	81	4.2331			-4.2331	2.30	x	x	23.1317	38.08
Wed	10/05/11	226.00239	1.18360	82	4.2857			-4.2857	2.19	x	x	23.1843	38.19
Thu	10/06/11	226.02248	1.18370	83	4.3384			-4.3384	2.09	x	x	23.2370	38.29
Fri	10/07/11	226.04258	1.18381	84	4.3910			-4.3910	1.98	x	x	23.2896	38.40
Mon	10/10/11	226.10287	1.18412	87	4.5490			-4.5490	1.67	x	x	23.4476	38.71
Tue	10/11/11	226.12297	1.18423	88	4.6018			-4.6018	1.56	x	x	23.5004	38.82
Wed	10/12/11	226.14306	1.18434	89	4.6545			-4.6545	1.45	x	x	23.5531	38.93
Thu	10/13/11	226.16316	1.18444	90	4.7072			-4.7072	1.35	x	x	23.6058	39.03
Fri	10/14/11	226.18326	1.18455	91	4.7599			-4.7599	1.24	x	x	23.6585	39.14
Mon	10/17/11	226.24355	1.18486	94	4.9181			-4.9181	0.93	x	x	23.8167	39.45
Tue	10/18/11	226.26365	1.18497	95	4.9709			-4.9709	0.82	x	x	23.8695	39.56
Wed	10/19/11	226.28374	1.18507	96	5.0237			-5.0237	0.72	x	x	23.9223	39.66
Thu	10/20/11	226.30384	1.18518	97	5.0765			-5.0765	0.61	x	x	23.9751	39.77
Fri	10/21/11	226.32394	1.18528	98	5.1292			-5.1292	0.51	x	x	24.0278	39.87
Mon	10/24/11	226.38423	1.18560	101	5.2877			-5.2877	0.19	x	x	24.1863	40.19
Tue	10/25/11	226.40432	1.18570	102	5.3405			-5.3405	0.09	x	x	24.2391	40.29
Wed	10/26/11	226.42442	1.18581	103	5.3933			-5.3933	-0.02	x	x	24.2919	40.40
Thu	10/27/11	226.44452	1.18591	104	5.4462			-5.4462	-0.12	x	x	24.3448	40.50
Fri	10/28/11	226.46461	1.18602	105	5.4990			-5.4990	-0.23	x	x	24.3976	40.61
Mon	10/31/11	226.52490	1.18633	108	5.6576			-5.6576	-0.54	x	x	24.5562	40.92
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	1.18644	109	5.7105			-5.7105	-0.65	x	x	24.6091	41.03
Wed	11/02/11	226.55647	1.18650	110	5.7632			-5.7632	-0.71	x	x	24.6618	41.09
Thu	11/03/11	226.56793	1.18656	111	5.8159			-5.8159	-0.77	x	x	24.7145	41.15
Fri	11/04/11	226.57940	1.18662	112	5.8686			-5.8686	-0.83	x	x	24.7672	41.21
Mon	11/07/11	226.61380	1.18680	115	6.0267			-6.0267	-1.01	x	x	24.9253	41.39
Tue	11/08/11	226.62527	1.18686	116	6.0794			-6.0794	-1.07	x	x	24.9780	41.45
Wed	11/09/11	226.63673	1.18692	117	6.1322			-6.1322	-1.13	x	x	25.0308	41.51
Thu	11/10/11	226.64820	1.18698	118	6.1849			-6.1849	-1.19	x	x	25.0835	41.57
Fri	11/11/11	226.65967	1.18704	119	6.2376			-6.2376	-1.25	x	x	25.1362	41.63
Mon	11/14/11	226.69407	1.18722	122	6.3958			-6.3958	-1.43	x	x	25.2944	41.81
Tue	11/15/11	226.70553	1.18728	123	6.4486			-6.4486	-1.49	x	x	25.3472	41.87
Wed	11/16/11	226.71700	1.18734	124	6.5013			-6.5013	-1.55	x	x	25.3999	41.93
Thu	11/17/11	226.72847	1.18740	125	6.5541			-6.5541	-1.61	x	x	25.4527	41.99
Fri	11/18/11	226.73993	1.18746	126	6.6069			-6.6069	-1.67	x	x	25.5055	42.05
Mon	11/21/11	226.77433	1.18764	129	6.7652			-6.7652	-1.85	x	x	25.6638	42.23
Tue	11/22/11	226.78580	1.18770	130	6.8180			-6.8180	-1.91	x	x	25.7166	42.29
Wed	11/23/11	226.79727	1.18776	131	6.8708			-6.8708	-1.97	x	x	25.7694	42.35
Thu	11/24/11	226.80873	1.18782	132	6.9236			-6.9236	-2.03	x	x	25.8222	42.41
Fri	11/25/11	226.82020	1.18788	133	6.9764			-6.9764	-2.09	x	x	25.8750	42.47
Mon	11/28/11	226.85460	1.18806	136	7.1348			-7.1348	-2.27	x	x	26.0334	42.65
Tue	11/29/11	226.86607	1.18812	137	7.1876			-7.1876	-2.33	x	x	26.0862	42.71
Wed	11/30/11	226.87753	1.18818	138	7.2405			-7.2405	-2.39	x	x	26.1391	42.77
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	1.18824	139	7.2933			-7.2933	-2.45	x	x	26.1919	42.83
Fri	12/02/11	226.87390	1.18816	140	7.3453			-7.3453	-2.37	x	x	26.2439	42.75
Mon	12/05/11	226.82861	1.18793	143	7.5012			-7.5012	-2.14	x	x	26.3998	42.52
Tue	12/06/11	226.81352	1.18785	144	7.5532			-7.5532	-2.06	x	x	26.4518	42.44
Wed	12/07/11	226.79842	1.18777	145	7.6051			-7.6051	-1.98	x	x	26.5037	42.36
Thu	12/08/11	226.78332	1.18769	146	7.6571			-7.6571	-1.90	x	x	26.5557	42.28
Fri	12/09/11	226.76823	1.18761	147	7.7090			-7.7090	-1.82	x	x	26.6076	42.20
Mon	12/12/11	226.72294	1.18737	150	7.8647			-7.8647	-1.58	x	x	26.7633	41.96
Tue	12/13/11	226.70784	1.18729	151	7.9166			-7.9166	-1.50	x	x	26.8152	41.88
Wed	12/14/11	226.69274	1.18721	152	7.9685			-7.9685	-1.42	x	x	26.8671	41.80
Thu	12/15/11	226.67765	1.18713	153	8.0204			-8.0204	-1.34	x	x	26.9190	41.72
Fri	12/16/11	226.66255	1.18706	154	8.0723			-8.0723	-1.27	x	x	26.9709	41.65
Mon	12/19/11	226.61726	1.18682	157	8.2279			-8.2279	-1.03	x	x	27.1265	41.41
Tue	12/20/11	226.60216	1.18674	158	8.2798			-8.2798	-0.95	x	x	27.1784	41.33
Wed	12/21/11	226.58706	1.18666	159	8.3316			-8.3316	-0.87	x	x	27.2302	41.25
Thu	12/22/11	226.57197	1.18658	160	8.3834			-8.3834	-0.79	x	x	27.2820	41.17
Fri	12/23/11	226.55687	1.18650	161	8.4353			-8.4353	-0.71	x	x	27.3339	41.09
Mon	12/26/11	226.51158	1.18627	164	8.5908			-8.5908	-0.48	x	x	27.4894	40.86
Tue	12/27/11	226.49648	1.18619	165	8.6426			-8.6426	-0.40	x	x	27.5412	40.78
Wed	12/28/11	226.48139	1.18611	166	8.6944			-8.6944	-0.32	x	x	27.5930	40.70
Thu	12/29/11	226.46629	1.18603	167	8.7462			-8.7462	-0.24	x	x	27.6448	40.62
Fri	12/30/11	226.45119	1.18595	168	8.7979			-8.7979	-0.16	x	x	27.6965	40.54
Sun	01/01/12	226.42100	1.18579

Generated 12/16/11 09:15