2% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912810FS2	Interest 01/15/11 (184 days)	$11.0215
Dated Date	January 15, 2006	Interest 07/15/11 (181 days)	$11.3556
Ref CPI on Dated Date	198.47742	Interest Total	$22.3771
Original Issue Date	January 31, 2006	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	1.10194	170	10.1810	x	x	12.1961	38.85			10.1810	0.00
Mon	01/03/11	218.71694	1.10197	172	10.3010	x	x	12.0761	38.82			10.3010	0.03
Tue	01/04/11	218.71990	1.10199	173	10.3611	x	x	12.0160	38.80			10.3611	0.05
Wed	01/05/11	218.72287	1.10200	174	10.4211	x	x	11.9560	38.79			10.4211	0.06
Thu	01/06/11	218.72584	1.10202	175	10.4812	x	x	11.8959	38.77			10.4812	0.08
Fri	01/07/11	218.72881	1.10203	176	10.5412	x	x	11.8359	38.76			10.5412	0.09
Mon	01/10/11	218.73771	1.10208	179	10.7213	x	x	11.6558	38.71			10.7213	0.14
Tue	01/11/11	218.74068	1.10209	180	10.7813	x	x	11.5958	38.70			10.7813	0.15
Wed	01/12/11	218.74365	1.10211	181	10.8414	x	x	11.5357	38.68			10.8414	0.17
Thu	01/13/11	218.74661	1.10212	182	10.9014	x	x	11.4757	38.67			10.9014	0.18
Fri	01/14/11	218.74958	1.10214	183	10.9615	x	x	11.4156	38.65			10.9615	0.20
Sat	01/15/11	218.75255	1.10215	0	0.0000		x	11.3556	38.64	x		11.0215	0.21
Mon	01/17/11	218.75848	1.10218	2	0.1218		x	11.2338	38.61	x		11.1433	0.24
Tue	01/18/11	218.76145	1.10220	3	0.1827		x	11.1729	38.59	x		11.2042	0.26
Wed	01/19/11	218.76442	1.10221	4	0.2436		x	11.1120	38.58	x		11.2651	0.27
Thu	01/20/11	218.76739	1.10223	5	0.3045		x	11.0511	38.56	x		11.3260	0.29
Fri	01/21/11	218.77035	1.10224	6	0.3654		x	10.9902	38.55	x		11.3869	0.30
Mon	01/24/11	218.77926	1.10229	9	0.5481		x	10.8075	38.50	x		11.5696	0.35
Tue	01/25/11	218.78223	1.10230	10	0.6090		x	10.7466	38.49	x		11.6305	0.36
Wed	01/26/11	218.78519	1.10232	11	0.6699		x	10.6857	38.47	x		11.6914	0.38
Thu	01/27/11	218.78816	1.10233	12	0.7308		x	10.6248	38.46	x		11.7523	0.39
Fri	01/28/11	218.79113	1.10235	13	0.7917		x	10.5639	38.44	x		11.8132	0.41
Mon	01/31/11	218.80003	1.10239	16	0.9745		x	10.3811	38.40	x		11.9960	0.45
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	02/01/11	218.80300	1.10241	17	1.0354		x	10.3202	38.38	x		12.0569	0.47
Wed	02/02/11	218.81643	1.10248	18	1.0964		x	10.2592	38.31	x		12.1179	0.54
Thu	02/03/11	218.82986	1.10254	19	1.1574		x	10.1982	38.25	x		12.1789	0.60
Fri	02/04/11	218.84329	1.10261	20	1.2184		x	10.1372	38.18	x		12.2399	0.67
Mon	02/07/11	218.88357	1.10281	23	1.4014		x	9.9542	37.98	x		12.4229	0.87
Tue	02/08/11	218.89700	1.10288	24	1.4624		x	9.8932	37.91	x		12.4839	0.94
Wed	02/09/11	218.91043	1.10295	25	1.5234		x	9.8322	37.84	x		12.5449	1.01
Thu	02/10/11	218.92386	1.10302	26	1.5844		x	9.7712	37.77	x		12.6059	1.08
Fri	02/11/11	218.93729	1.10308	27	1.6455		x	9.7101	37.71	x		12.6670	1.14
Mon	02/14/11	218.97757	1.10329	30	1.8287		x	9.5269	37.50	x		12.8502	1.35
Tue	02/15/11	218.99100	1.10335	31	1.8897		x	9.4659	37.44	x		12.9112	1.41
Wed	02/16/11	219.00443	1.10342	32	1.9508		x	9.4048	37.37	x		12.9723	1.48
Thu	02/17/11	219.01786	1.10349	33	2.0119		x	9.3437	37.30	x		13.0334	1.55
Fri	02/18/11	219.03129	1.10356	34	2.0730		x	9.2826	37.23	x		13.0945	1.62
Mon	02/21/11	219.07157	1.10376	37	2.2563		x	9.0993	37.03	x		13.2778	1.82
Tue	02/22/11	219.08500	1.10383	38	2.3174		x	9.0382	36.96	x		13.3389	1.89
Wed	02/23/11	219.09843	1.10390	39	2.3786		x	8.9770	36.89	x		13.4001	1.96
Thu	02/24/11	219.11186	1.10396	40	2.4397		x	8.9159	36.83	x		13.4612	2.02
Fri	02/25/11	219.12529	1.10403	41	2.5008		x	8.8548	36.76	x		13.5223	2.09
Mon	02/28/11	219.16557	1.10423	44	2.6843		x	8.6713	36.56	x		13.7058	2.29
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	03/01/11	219.17900	1.10430	45	2.7455		x	8.6101	36.49	x		13.7670	2.36
Wed	03/02/11	219.21268	1.10447	46	2.8069		x	8.5487	36.32	x		13.8284	2.53
Thu	03/03/11	219.24635	1.10464	47	2.8684		x	8.4872	36.15	x		13.8899	2.70
Fri	03/04/11	219.28003	1.10481	48	2.9299		x	8.4257	35.98	x		13.9514	2.87
Mon	03/07/11	219.38106	1.10532	51	3.1144		x	8.2412	35.47	x		14.1359	3.38
Tue	03/08/11	219.41474	1.10549	52	3.1760		x	8.1796	35.30	x		14.1975	3.55
Wed	03/09/11	219.44842	1.10566	53	3.2376		x	8.1180	35.13	x		14.2591	3.72
Thu	03/10/11	219.48210	1.10583	54	3.2992		x	8.0564	34.96	x		14.3207	3.89
Fri	03/11/11	219.51577	1.10600	55	3.3608		x	7.9948	34.79	x		14.3823	4.06
Mon	03/14/11	219.61681	1.10651	58	3.5457		x	7.8099	34.28	x		14.5672	4.57
Tue	03/15/11	219.65048	1.10668	59	3.6074		x	7.7482	34.11	x		14.6289	4.74
Wed	03/16/11	219.68416	1.10685	60	3.6691		x	7.6865	33.94	x		14.6906	4.91
Thu	03/17/11	219.71784	1.10702	61	3.7308		x	7.6248	33.77	x		14.7523	5.08
Fri	03/18/11	219.75152	1.10719	62	3.7926		x	7.5630	33.60	x		14.8141	5.25
Mon	03/21/11	219.85255	1.10770	65	3.9779		x	7.3777	33.09	x		14.9994	5.76
Tue	03/22/11	219.88623	1.10787	66	4.0397		x	7.3159	32.92	x		15.0612	5.93
Wed	03/23/11	219.91990	1.10803	67	4.1015		x	7.2541	32.76	x		15.1230	6.09
Thu	03/24/11	219.95358	1.10820	68	4.1634		x	7.1922	32.59	x		15.1849	6.26
Fri	03/25/11	219.98726	1.10837	69	4.2253		x	7.1303	32.42	x		15.2468	6.43
Mon	03/28/11	220.08829	1.10888	72	4.4110		x	6.9446	31.91	x		15.4325	6.94
Tue	03/29/11	220.12197	1.10905	73	4.4730		x	6.8826	31.74	x		15.4945	7.11
Wed	03/30/11	220.15565	1.10922	74	4.5349		x	6.8207	31.57	x		15.5564	7.28
Thu	03/31/11	220.18932	1.10939	75	4.5969		x	6.7587	31.40	x		15.6184	7.45
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/11	220.22300	1.10956	76	4.6589		x	6.6967	31.23	x		15.6804	7.62
Mon	04/04/11	220.33160	1.11011	79	4.8452		x	6.5104	30.68	x		15.8667	8.17
Tue	04/05/11	220.36780	1.11029	80	4.9074		x	6.4482	30.50	x		15.9289	8.35
Wed	04/06/11	220.40400	1.11047	81	4.9695		x	6.3861	30.32	x		15.9910	8.53
Thu	04/07/11	220.44020	1.11066	82	5.0317		x	6.3239	30.13	x		16.0532	8.72
Fri	04/08/11	220.47640	1.11084	83	5.0939		x	6.2617	29.95	x		16.1154	8.90
Mon	04/11/11	220.58500	1.11139	86	5.2806		x	6.0750	29.40	x		16.3021	9.45
Tue	04/12/11	220.62120	1.11157	87	5.3429		x	6.0127	29.22	x		16.3644	9.63
Wed	04/13/11	220.65740	1.11175	88	5.4052		x	5.9504	29.04	x		16.4267	9.81
Thu	04/14/11	220.69360	1.11193	89	5.4675		x	5.8881	28.86	x		16.4890	9.99
Fri	04/15/11	220.72980	1.11212	90	5.5299		x	5.8257	28.67	x		16.5514	10.18
Mon	04/18/11	220.83840	1.11266	93	5.7170		x	5.6386	28.13	x		16.7385	10.72
Tue	04/19/11	220.87460	1.11284	94	5.7794		x	5.5762	27.95	x		16.8009	10.90
Wed	04/20/11	220.91080	1.11303	95	5.8419		x	5.5137	27.76	x		16.8634	11.09
Thu	04/21/11	220.94700	1.11321	96	5.9043		x	5.4513	27.58	x		16.9258	11.27
Fri	04/22/11	220.98320	1.11339	97	5.9668		x	5.3888	27.40	x		16.9883	11.45
Mon	04/25/11	221.09180	1.11394	100	6.1544		x	5.2012	26.85	x		17.1759	12.00
Tue	04/26/11	221.12800	1.11412	101	6.2169		x	5.1387	26.67	x		17.2384	12.18
Wed	04/27/11	221.16420	1.11430	102	6.2795		x	5.0761	26.49	x		17.3010	12.36
Thu	04/28/11	221.20040	1.11449	103	6.3421		x	5.0135	26.30	x		17.3636	12.55
Fri	04/29/11	221.23660	1.11467	104	6.4047		x	4.9509	26.12	x		17.4262	12.73
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	05/02/11	221.37861	1.11538	107	6.5937		x	4.7619	25.41	x		17.6152	13.44
Tue	05/03/11	221.44823	1.11574	108	6.6575		x	4.6981	25.05	x		17.6790	13.80
Wed	05/04/11	221.51784	1.11609	109	6.7212		x	4.6344	24.70	x		17.7427	14.15
Thu	05/05/11	221.58745	1.11644	110	6.7850		x	4.5706	24.35	x		17.8065	14.50
Fri	05/06/11	221.65706	1.11679	111	6.8488		x	4.5068	24.00	x		17.8703	14.85
Mon	05/09/11	221.86590	1.11784	114	7.0405		x	4.3151	22.95	x		18.0620	15.90
Tue	05/10/11	221.93552	1.11819	115	7.1045		x	4.2511	22.60	x		18.1260	16.25
Wed	05/11/11	222.00513	1.11854	116	7.1685		x	4.1871	22.25	x		18.1900	16.60
Thu	05/12/11	222.07474	1.11889	117	7.2326		x	4.1230	21.90	x		18.2541	16.95
Fri	05/13/11	222.14435	1.11924	118	7.2967		x	4.0589	21.55	x		18.3182	17.30
Mon	05/16/11	222.35319	1.12029	121	7.4892		x	3.8664	20.50	x		18.5107	18.35
Tue	05/17/11	222.42281	1.12065	122	7.5536		x	3.8020	20.14	x		18.5751	18.71
Wed	05/18/11	222.49242	1.12100	123	7.6178		x	3.7378	19.79	x		18.6393	19.06
Thu	05/19/11	222.56203	1.12135	124	7.6822		x	3.6734	19.44	x		18.7037	19.41
Fri	05/20/11	222.63165	1.12170	125	7.7465		x	3.6091	19.09	x		18.7680	19.76
Mon	05/23/11	222.84048	1.12275	128	7.9399		x	3.4157	18.04	x		18.9614	20.81
Tue	05/24/11	222.91010	1.12310	129	8.0044		x	3.3512	17.69	x		19.0259	21.16
Wed	05/25/11	222.97971	1.12345	130	8.0690		x	3.2866	17.34	x		19.0905	21.51
Thu	05/26/11	223.04932	1.12380	131	8.1336		x	3.2220	16.99	x		19.1551	21.86
Fri	05/27/11	223.11894	1.12415	132	8.1982		x	3.1574	16.64	x		19.2197	22.21
Mon	05/30/11	223.32777	1.12520	135	8.3924		x	2.9632	15.59	x		19.4139	23.26
Tue	05/31/11	223.39739	1.12556	136	8.4572		x	2.8984	15.23	x		19.4787	23.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/11	223.46700	1.12591	137	8.5221		x	2.8335	14.88	x		19.5436	23.97
Thu	06/02/11	223.51497	1.12615	138	8.5861		x	2.7695	14.64	x		19.6076	24.21
Fri	06/03/11	223.56293	1.12639	139	8.6502		x	2.7054	14.40	x		19.6717	24.45
Mon	06/06/11	223.70683	1.12711	142	8.8425		x	2.5131	13.68	x		19.8640	25.17
Tue	06/07/11	223.75480	1.12736	143	8.9068		x	2.4488	13.43	x		19.9283	25.42
Wed	06/08/11	223.80277	1.12760	144	8.9710		x	2.3846	13.19	x		19.9925	25.66
Thu	06/09/11	223.85073	1.12784	145	9.0352		x	2.3204	12.95	x		20.0567	25.90
Fri	06/10/11	223.89870	1.12808	146	9.0994		x	2.2562	12.71	x		20.1209	26.14
Mon	06/13/11	224.04260	1.12881	149	9.2924		x	2.0632	11.98	x		20.3139	26.87
Tue	06/14/11	224.09057	1.12905	150	9.3568		x	1.9988	11.74	x		20.3783	27.11
Wed	06/15/11	224.13853	1.12929	151	9.4211		x	1.9345	11.50	x		20.4426	27.35
Thu	06/16/11	224.18650	1.12953	152	9.4856		x	1.8700	11.26	x		20.5071	27.59
Fri	06/17/11	224.23447	1.12977	153	9.5500		x	1.8056	11.02	x		20.5715	27.83
Mon	06/20/11	224.37837	1.13050	156	9.7435		x	1.6121	10.29	x		20.7650	28.56
Tue	06/21/11	224.42633	1.13074	157	9.8081		x	1.5475	10.05	x		20.8296	28.80
Wed	06/22/11	224.47430	1.13098	158	9.8726		x	1.4830	9.81	x		20.8941	29.04
Thu	06/23/11	224.52227	1.13122	159	9.9372		x	1.4184	9.57	x		20.9587	29.28
Fri	06/24/11	224.57023	1.13146	160	10.0019		x	1.3537	9.33	x		21.0234	29.52
Mon	06/27/11	224.71413	1.13219	163	10.1960		x	1.1596	8.60	x		21.2175	30.25
Tue	06/28/11	224.76210	1.13243	164	10.2607		x	1.0949	8.36	x		21.2822	30.49
Wed	06/29/11	224.81007	1.13267	165	10.3254		x	1.0302	8.12	x		21.3469	30.73
Thu	06/30/11	224.85803	1.13291	166	10.3902		x	0.9654	7.88	x		21.4117	30.97
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	1.13316	167	10.4551		x	0.9005	7.63	x		21.4766	31.22
Mon	07/04/11	225.00839	1.13367	170	10.6477		x	0.7079	7.12	x		21.6692	31.73
Tue	07/05/11	225.04252	1.13384	171	10.7120		x	0.6436	6.95	x		21.7335	31.90
Wed	07/06/11	225.07665	1.13402	172	10.7763		x	0.5793	6.77	x		21.7978	32.08
Thu	07/07/11	225.11077	1.13419	173	10.8406		x	0.5150	6.60	x		21.8621	32.25
Fri	07/08/11	225.14490	1.13436	174	10.9049		x	0.4507	6.43	x		21.9264	32.42
Mon	07/11/11	225.24729	1.13488	177	11.0980		x	0.2576	5.91	x		22.1195	32.94
Tue	07/12/11	225.28142	1.13505	178	11.1624		x	0.1932	5.74	x		22.1839	33.11
Wed	07/13/11	225.31555	1.13522	179	11.2268		x	0.1288	5.57	x		22.2483	33.28
Thu	07/14/11	225.34968	1.13539	180	11.2912		x	0.0644	5.40	x		22.3127	33.45
Fri	07/15/11	225.38381	1.13556	0	0.0000			0.0000	5.23	x	x	22.3771	33.62
Mon	07/18/11	225.48619	1.13608	3	0.1852			-0.1852	4.71	x	x	22.5623	34.14
Tue	07/19/11	225.52032	1.13625	4	0.2470			-0.2470	4.54	x	x	22.6241	34.31
Wed	07/20/11	225.55445	1.13642	5	0.3088			-0.3088	4.37	x	x	22.6859	34.48
Thu	07/21/11	225.58858	1.13660	6	0.3706			-0.3706	4.19	x	x	22.7477	34.66
Fri	07/22/11	225.62271	1.13677	7	0.4325			-0.4325	4.02	x	x	22.8096	34.83
Mon	07/25/11	225.72510	1.13728	10	0.6181			-0.6181	3.51	x	x	22.9952	35.34
Tue	07/26/11	225.75923	1.13746	11	0.6800			-0.6800	3.33	x	x	23.0571	35.52
Wed	07/27/11	225.79335	1.13763	12	0.7419			-0.7419	3.16	x	x	23.1190	35.69
Thu	07/28/11	225.82748	1.13780	13	0.8039			-0.8039	2.99	x	x	23.1810	35.86
Fri	07/29/11	225.86161	1.13797	14	0.8658			-0.8658	2.82	x	x	23.2429	36.03
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	1.13849	17	1.0519			-1.0519	2.30	x	x	23.4290	36.55
Tue	08/02/11	225.95619	1.13845	18	1.1137			-1.1137	2.34	x	x	23.4908	36.51
Wed	08/03/11	225.94839	1.13841	19	1.1755			-1.1755	2.38	x	x	23.5526	36.47
Thu	08/04/11	225.94058	1.13837	20	1.2374			-1.2374	2.42	x	x	23.6145	36.43
Fri	08/05/11	225.93277	1.13833	21	1.2992			-1.2992	2.46	x	x	23.6763	36.39
Mon	08/08/11	225.90935	1.13821	24	1.4846			-1.4846	2.58	x	x	23.8617	36.27
Tue	08/09/11	225.90155	1.13817	25	1.5464			-1.5464	2.62	x	x	23.9235	36.23
Wed	08/10/11	225.89374	1.13813	26	1.6082			-1.6082	2.66	x	x	23.9853	36.19
Thu	08/11/11	225.88594	1.13809	27	1.6700			-1.6700	2.70	x	x	24.0471	36.15
Fri	08/12/11	225.87813	1.13805	28	1.7318			-1.7318	2.74	x	x	24.1089	36.11
Mon	08/15/11	225.85471	1.13794	31	1.9172			-1.9172	2.85	x	x	24.2943	36.00
Tue	08/16/11	225.84690	1.13790	32	1.9790			-1.9790	2.89	x	x	24.3561	35.96
Wed	08/17/11	225.83910	1.13786	33	2.0407			-2.0407	2.93	x	x	24.4178	35.92
Thu	08/18/11	225.83129	1.13782	34	2.1025			-2.1025	2.97	x	x	24.4796	35.88
Fri	08/19/11	225.82348	1.13778	35	2.1643			-2.1643	3.01	x	x	24.5414	35.84
Mon	08/22/11	225.80006	1.13766	38	2.3495			-2.3495	3.13	x	x	24.7266	35.72
Tue	08/23/11	225.79226	1.13762	39	2.4113			-2.4113	3.17	x	x	24.7884	35.68
Wed	08/24/11	225.78445	1.13758	40	2.4730			-2.4730	3.21	x	x	24.8501	35.64
Thu	08/25/11	225.77665	1.13754	41	2.5347			-2.5347	3.25	x	x	24.9118	35.60
Fri	08/26/11	225.76884	1.13750	42	2.5965			-2.5965	3.29	x	x	24.9736	35.56
Mon	08/29/11	225.74542	1.13739	45	2.7817			-2.7817	3.40	x	x	25.1588	35.45
Tue	08/30/11	225.73761	1.13735	46	2.8434			-2.8434	3.44	x	x	25.2205	35.41
Wed	08/31/11	225.72981	1.13731	47	2.9051			-2.9051	3.48	x	x	25.2822	35.37
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	1.13727	48	2.9668			-2.9668	3.52	x	x	25.3439	35.33
Fri	09/02/11	225.72867	1.13730	49	3.0287			-3.0287	3.49	x	x	25.4058	35.36
Mon	09/05/11	225.74867	1.13740	52	3.2144			-3.2144	3.39	x	x	25.5915	35.46
Tue	09/06/11	225.75533	1.13744	53	3.2763			-3.2763	3.35	x	x	25.6534	35.50
Wed	09/07/11	225.76200	1.13747	54	3.3382			-3.3382	3.32	x	x	25.7153	35.53
Thu	09/08/11	225.76867	1.13750	55	3.4001			-3.4001	3.29	x	x	25.7772	35.56
Fri	09/09/11	225.77533	1.13754	56	3.4621			-3.4621	3.25	x	x	25.8392	35.60
Mon	09/12/11	225.79533	1.13764	59	3.6479			-3.6479	3.15	x	x	26.0250	35.70
Tue	09/13/11	225.80200	1.13767	60	3.7098			-3.7098	3.12	x	x	26.0869	35.73
Wed	09/14/11	225.80867	1.13770	61	3.7717			-3.7717	3.09	x	x	26.1488	35.76
Thu	09/15/11	225.81533	1.13774	62	3.8337			-3.8337	3.05	x	x	26.2108	35.80
Fri	09/16/11	225.82200	1.13777	63	3.8956			-3.8956	3.02	x	x	26.2727	35.83
Mon	09/19/11	225.84200	1.13787	66	4.0815			-4.0815	2.92	x	x	26.4586	35.93
Tue	09/20/11	225.84867	1.13791	67	4.1435			-4.1435	2.88	x	x	26.5206	35.97
Wed	09/21/11	225.85533	1.13794	68	4.2054			-4.2054	2.85	x	x	26.5825	36.00
Thu	09/22/11	225.86200	1.13797	69	4.2674			-4.2674	2.82	x	x	26.6445	36.03
Fri	09/23/11	225.86867	1.13801	70	4.3294			-4.3294	2.78	x	x	26.7065	36.07
Mon	09/26/11	225.88867	1.13811	73	4.5153			-4.5153	2.68	x	x	26.8924	36.17
Tue	09/27/11	225.89533	1.13814	74	4.5773			-4.5773	2.65	x	x	26.9544	36.20
Wed	09/28/11	225.90200	1.13817	75	4.6393			-4.6393	2.62	x	x	27.0164	36.23
Thu	09/29/11	225.90867	1.13821	76	4.7013			-4.7013	2.58	x	x	27.0784	36.27
Fri	09/30/11	225.91533	1.13824	77	4.7633			-4.7633	2.55	x	x	27.1404	36.30
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	1.13848	80	4.9499			-4.9499	2.31	x	x	27.3270	36.54
Tue	10/04/11	225.98229	1.13858	81	5.0122			-5.0122	2.21	x	x	27.3893	36.64
Wed	10/05/11	226.00239	1.13868	82	5.0746			-5.0746	2.11	x	x	27.4517	36.74
Thu	10/06/11	226.02248	1.13878	83	5.1369			-5.1369	2.01	x	x	27.5140	36.84
Fri	10/07/11	226.04258	1.13888	84	5.1992			-5.1992	1.91	x	x	27.5763	36.94
Mon	10/10/11	226.10287	1.13919	87	5.3864			-5.3864	1.60	x	x	27.7635	37.25
Tue	10/11/11	226.12297	1.13929	88	5.4488			-5.4488	1.50	x	x	27.8259	37.35
Wed	10/12/11	226.14306	1.13939	89	5.5112			-5.5112	1.40	x	x	27.8883	37.45
Thu	10/13/11	226.16316	1.13949	90	5.5736			-5.5736	1.30	x	x	27.9507	37.55
Fri	10/14/11	226.18326	1.13959	91	5.6360			-5.6360	1.20	x	x	28.0131	37.65
Mon	10/17/11	226.24355	1.13990	94	5.8234			-5.8234	0.89	x	x	28.2005	37.96
Tue	10/18/11	226.26365	1.14000	95	5.8859			-5.8859	0.79	x	x	28.2630	38.06
Wed	10/19/11	226.28374	1.14010	96	5.9483			-5.9483	0.69	x	x	28.3254	38.16
Thu	10/20/11	226.30384	1.14020	97	6.0108			-6.0108	0.59	x	x	28.3879	38.26
Fri	10/21/11	226.32394	1.14030	98	6.0733			-6.0733	0.49	x	x	28.4504	38.36
Mon	10/24/11	226.38423	1.14060	101	6.2609			-6.2609	0.19	x	x	28.6380	38.66
Tue	10/25/11	226.40432	1.14071	102	6.3235			-6.3235	0.08	x	x	28.7006	38.77
Wed	10/26/11	226.42442	1.14081	103	6.3861			-6.3861	-0.02	x	x	28.7632	38.87
Thu	10/27/11	226.44452	1.14091	104	6.4486			-6.4486	-0.12	x	x	28.8257	38.97
Fri	10/28/11	226.46461	1.14101	105	6.5112			-6.5112	-0.22	x	x	28.8883	39.07
Mon	10/31/11	226.52490	1.14131	108	6.6990			-6.6990	-0.52	x	x	29.0761	39.37
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	1.14141	109	6.7616			-6.7616	-0.62	x	x	29.1387	39.47
Wed	11/02/11	226.55647	1.14147	110	6.8240			-6.8240	-0.68	x	x	29.2011	39.53
Thu	11/03/11	226.56793	1.14153	111	6.8864			-6.8864	-0.74	x	x	29.2635	39.59
Fri	11/04/11	226.57940	1.14159	112	6.9488			-6.9488	-0.80	x	x	29.3259	39.65
Mon	11/07/11	226.61380	1.14176	115	7.1360			-7.1360	-0.97	x	x	29.5131	39.82
Tue	11/08/11	226.62527	1.14182	116	7.1984			-7.1984	-1.03	x	x	29.5755	39.88
Wed	11/09/11	226.63673	1.14188	117	7.2609			-7.2609	-1.09	x	x	29.6380	39.94
Thu	11/10/11	226.64820	1.14193	118	7.3232			-7.3232	-1.14	x	x	29.7003	39.99
Fri	11/11/11	226.65967	1.14199	119	7.3857			-7.3857	-1.20	x	x	29.7628	40.05
Mon	11/14/11	226.69407	1.14217	122	7.5731			-7.5731	-1.38	x	x	29.9502	40.23
Tue	11/15/11	226.70553	1.14222	123	7.6355			-7.6355	-1.43	x	x	30.0126	40.28
Wed	11/16/11	226.71700	1.14228	124	7.6980			-7.6980	-1.49	x	x	30.0751	40.34
Thu	11/17/11	226.72847	1.14234	125	7.7605			-7.7605	-1.55	x	x	30.1376	40.40
Fri	11/18/11	226.73993	1.14240	126	7.8230			-7.8230	-1.61	x	x	30.2001	40.46
Mon	11/21/11	226.77433	1.14257	129	8.0104			-8.0104	-1.78	x	x	30.3875	40.63
Tue	11/22/11	226.78580	1.14263	130	8.0729			-8.0729	-1.84	x	x	30.4500	40.69
Wed	11/23/11	226.79727	1.14269	131	8.1355			-8.1355	-1.90	x	x	30.5126	40.75
Thu	11/24/11	226.80873	1.14274	132	8.1979			-8.1979	-1.95	x	x	30.5750	40.80
Fri	11/25/11	226.82020	1.14280	133	8.2605			-8.2605	-2.01	x	x	30.6376	40.86
Mon	11/28/11	226.85460	1.14297	136	8.4480			-8.4480	-2.18	x	x	30.8251	41.03
Tue	11/29/11	226.86607	1.14303	137	8.5106			-8.5106	-2.24	x	x	30.8877	41.09
Wed	11/30/11	226.87753	1.14309	138	8.5732			-8.5732	-2.30	x	x	30.9503	41.15
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	1.14315	139	8.6358			-8.6358	-2.36	x	x	31.0129	41.21
Fri	12/02/11	226.87390	1.14307	140	8.6973			-8.6973	-2.28	x	x	31.0744	41.13
Mon	12/05/11	226.82861	1.14284	143	8.8819			-8.8819	-2.05	x	x	31.2590	40.90
Tue	12/06/11	226.81352	1.14277	144	8.9434			-8.9434	-1.98	x	x	31.3205	40.83
Wed	12/07/11	226.79842	1.14269	145	9.0049			-9.0049	-1.90	x	x	31.3820	40.75
Thu	12/08/11	226.78332	1.14262	146	9.0664			-9.0664	-1.83	x	x	31.4435	40.68
Fri	12/09/11	226.76823	1.14254	147	9.1279			-9.1279	-1.75	x	x	31.5050	40.60
Mon	12/12/11	226.72294	1.14231	150	9.3123			-9.3123	-1.52	x	x	31.6894	40.37
Tue	12/13/11	226.70784	1.14223	151	9.3737			-9.3737	-1.44	x	x	31.7508	40.29
Wed	12/14/11	226.69274	1.14216	152	9.4352			-9.4352	-1.37	x	x	31.8123	40.22
Thu	12/15/11	226.67765	1.14208	153	9.4966			-9.4966	-1.29	x	x	31.8737	40.14
Fri	12/16/11	226.66255	1.14201	154	9.5581			-9.5581	-1.22	x	x	31.9352	40.07
Mon	12/19/11	226.61726	1.14178	157	9.7424			-9.7424	-0.99	x	x	32.1195	39.84
Tue	12/20/11	226.60216	1.14170	158	9.8037			-9.8037	-0.91	x	x	32.1808	39.76
Wed	12/21/11	226.58706	1.14163	159	9.8652			-9.8652	-0.84	x	x	32.2423	39.69
Thu	12/22/11	226.57197	1.14155	160	9.9265			-9.9265	-0.76	x	x	32.3036	39.61
Fri	12/23/11	226.55687	1.14147	161	9.9879			-9.9879	-0.68	x	x	32.3650	39.53
Mon	12/26/11	226.51158	1.14125	164	10.1720			-10.1720	-0.46	x	x	32.5491	39.31
Tue	12/27/11	226.49648	1.14117	165	10.2333			-10.2333	-0.38	x	x	32.6104	39.23
Wed	12/28/11	226.48139	1.14109	166	10.2946			-10.2946	-0.30	x	x	32.6717	39.15
Thu	12/29/11	226.46629	1.14102	167	10.3560			-10.3560	-0.23	x	x	32.7331	39.08
Fri	12/30/11	226.45119	1.14094	168	10.4173			-10.4173	-0.15	x	x	32.7944	39.00
Sun	01/01/12	226.42100	1.14079

Generated 12/16/11 09:15