2.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2017

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

CUSIP Number	912828GD6	Interest 01/15/11 (184 days)	$12.8812
Dated Date	January 15, 2007	Interest 07/15/11 (181 days)	$13.2717
Ref CPI on Dated Date	201.66452	Interest Total	$26.1529
Original Issue Date	January 16, 2007	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	1.08453	170	11.8989	x	x	14.2540	38.23			11.8989	0.00
Mon	01/03/11	218.71694	1.08456	172	12.0392	x	x	14.1137	38.20			12.0392	0.03
Tue	01/04/11	218.71990	1.08457	173	12.1093	x	x	14.0436	38.19			12.1093	0.04
Wed	01/05/11	218.72287	1.08459	174	12.1795	x	x	13.9734	38.17			12.1795	0.06
Thu	01/06/11	218.72584	1.08460	175	12.2496	x	x	13.9033	38.16			12.2496	0.07
Fri	01/07/11	218.72881	1.08462	176	12.3199	x	x	13.8330	38.14			12.3199	0.09
Mon	01/10/11	218.73771	1.08466	179	12.5303	x	x	13.6226	38.10			12.5303	0.13
Tue	01/11/11	218.74068	1.08468	180	12.6006	x	x	13.5523	38.08			12.6006	0.15
Wed	01/12/11	218.74365	1.08469	181	12.6707	x	x	13.4822	38.07			12.6707	0.16
Thu	01/13/11	218.74661	1.08471	182	12.7409	x	x	13.4120	38.05			12.7409	0.18
Fri	01/14/11	218.74958	1.08472	183	12.8110	x	x	13.3419	38.04			12.8110	0.19
Sat	01/15/11	218.75255	1.08473	0	0.0000		x	13.2717	38.03	x		12.8812	0.20
Mon	01/17/11	218.75848	1.08476	2	0.1423		x	13.1294	38.00	x		13.0235	0.23
Tue	01/18/11	218.76145	1.08478	3	0.2135		x	13.0582	37.98	x		13.0947	0.25
Wed	01/19/11	218.76442	1.08479	4	0.2847		x	12.9870	37.97	x		13.1659	0.26
Thu	01/20/11	218.76739	1.08481	5	0.3559		x	12.9158	37.95	x		13.2371	0.28
Fri	01/21/11	218.77035	1.08482	6	0.4270		x	12.8447	37.94	x		13.3082	0.29
Mon	01/24/11	218.77926	1.08487	9	0.6406		x	12.6311	37.89	x		13.5218	0.34
Tue	01/25/11	218.78223	1.08488	10	0.7118		x	12.5599	37.88	x		13.5930	0.35
Wed	01/26/11	218.78519	1.08490	11	0.7830		x	12.4887	37.86	x		13.6642	0.37
Thu	01/27/11	218.78816	1.08491	12	0.8541		x	12.4176	37.85	x		13.7353	0.38
Fri	01/28/11	218.79113	1.08493	13	0.9253		x	12.3464	37.83	x		13.8065	0.40
Mon	01/31/11	218.80003	1.08497	16	1.1389		x	12.1328	37.79	x		14.0201	0.44
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	1.08499	17	1.2101		x	12.0616	37.77	x		14.0913	0.46
Wed	02/02/11	218.81643	1.08505	18	1.2814		x	11.9903	37.71	x		14.1626	0.52
Thu	02/03/11	218.82986	1.08512	19	1.3527		x	11.9190	37.64	x		14.2339	0.59
Fri	02/04/11	218.84329	1.08518	20	1.4239		x	11.8478	37.58	x		14.3051	0.65
Mon	02/07/11	218.88357	1.08538	23	1.6378		x	11.6339	37.38	x		14.5190	0.85
Tue	02/08/11	218.89700	1.08545	24	1.7091		x	11.5626	37.31	x		14.5903	0.92
Wed	02/09/11	218.91043	1.08552	25	1.7805		x	11.4912	37.24	x		14.6617	0.99
Thu	02/10/11	218.92386	1.08558	26	1.8518		x	11.4199	37.18	x		14.7330	1.05
Fri	02/11/11	218.93729	1.08565	27	1.9231		x	11.3486	37.11	x		14.8043	1.12
Mon	02/14/11	218.97757	1.08585	30	2.1372		x	11.1345	36.91	x		15.0184	1.32
Tue	02/15/11	218.99100	1.08592	31	2.2086		x	11.0631	36.84	x		15.0898	1.39
Wed	02/16/11	219.00443	1.08598	32	2.2800		x	10.9917	36.78	x		15.1612	1.45
Thu	02/17/11	219.01786	1.08605	33	2.3514		x	10.9203	36.71	x		15.2326	1.52
Fri	02/18/11	219.03129	1.08612	34	2.4228		x	10.8489	36.64	x		15.3040	1.59
Mon	02/21/11	219.07157	1.08632	37	2.6370		x	10.6347	36.44	x		15.5182	1.79
Tue	02/22/11	219.08500	1.08638	38	2.7084		x	10.5633	36.38	x		15.5896	1.85
Wed	02/23/11	219.09843	1.08645	39	2.7799		x	10.4918	36.31	x		15.6611	1.92
Thu	02/24/11	219.11186	1.08652	40	2.8514		x	10.4203	36.24	x		15.7326	1.99
Fri	02/25/11	219.12529	1.08658	41	2.9228		x	10.3489	36.18	x		15.8040	2.05
Mon	02/28/11	219.16557	1.08678	44	3.1373		x	10.1344	35.98	x		16.0185	2.25
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	1.08685	45	3.2088		x	10.0629	35.91	x		16.0900	2.32
Wed	03/02/11	219.21268	1.08702	46	3.2806		x	9.9911	35.74	x		16.1618	2.49
Thu	03/03/11	219.24635	1.08718	47	3.3524		x	9.9193	35.58	x		16.2336	2.65
Fri	03/04/11	219.28003	1.08735	48	3.4243		x	9.8474	35.41	x		16.3055	2.82
Mon	03/07/11	219.38106	1.08785	51	3.6399		x	9.6318	34.91	x		16.5211	3.32
Tue	03/08/11	219.41474	1.08802	52	3.7119		x	9.5598	34.74	x		16.5931	3.49
Wed	03/09/11	219.44842	1.08819	53	3.7839		x	9.4878	34.57	x		16.6651	3.66
Thu	03/10/11	219.48210	1.08835	54	3.8558		x	9.4159	34.41	x		16.7370	3.82
Fri	03/11/11	219.51577	1.08852	55	3.9278		x	9.3439	34.24	x		16.8090	3.99
Mon	03/14/11	219.61681	1.08902	58	4.1440		x	9.1277	33.74	x		17.0252	4.49
Tue	03/15/11	219.65048	1.08919	59	4.2161		x	9.0556	33.57	x		17.0973	4.66
Wed	03/16/11	219.68416	1.08935	60	4.2882		x	8.9835	33.41	x		17.1694	4.82
Thu	03/17/11	219.71784	1.08952	61	4.3603		x	8.9114	33.24	x		17.2415	4.99
Fri	03/18/11	219.75152	1.08969	62	4.4325		x	8.8392	33.07	x		17.3137	5.16
Mon	03/21/11	219.85255	1.09019	65	4.6491		x	8.6226	32.57	x		17.5303	5.66
Tue	03/22/11	219.88623	1.09036	66	4.7214		x	8.5503	32.40	x		17.6026	5.83
Wed	03/23/11	219.91990	1.09052	67	4.7936		x	8.4781	32.24	x		17.6748	5.99
Thu	03/24/11	219.95358	1.09069	68	4.8659		x	8.4058	32.07	x		17.7471	6.16
Fri	03/25/11	219.98726	1.09086	69	4.9383		x	8.3334	31.90	x		17.8195	6.33
Mon	03/28/11	220.08829	1.09136	72	5.1553		x	8.1164	31.40	x		18.0365	6.83
Tue	03/29/11	220.12197	1.09153	73	5.2277		x	8.0440	31.23	x		18.1089	7.00
Wed	03/30/11	220.15565	1.09169	74	5.3001		x	7.9716	31.07	x		18.1813	7.16
Thu	03/31/11	220.18932	1.09186	75	5.3726		x	7.8991	30.90	x		18.2538	7.33
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	1.09203	76	5.4451		x	7.8266	30.73	x		18.3263	7.50
Mon	04/04/11	220.33160	1.09257	79	5.6628		x	7.6089	30.19	x		18.5440	8.04
Tue	04/05/11	220.36780	1.09274	80	5.7354		x	7.5363	30.02	x		18.6166	8.21
Wed	04/06/11	220.40400	1.09292	81	5.8080		x	7.4637	29.84	x		18.6892	8.39
Thu	04/07/11	220.44020	1.09310	82	5.8807		x	7.3910	29.66	x		18.7619	8.57
Fri	04/08/11	220.47640	1.09328	83	5.9534		x	7.3183	29.48	x		18.8346	8.75
Mon	04/11/11	220.58500	1.09382	86	6.1716		x	7.1001	28.94	x		19.0528	9.29
Tue	04/12/11	220.62120	1.09400	87	6.2444		x	7.0273	28.76	x		19.1256	9.47
Wed	04/13/11	220.65740	1.09418	88	6.3172		x	6.9545	28.58	x		19.1984	9.65
Thu	04/14/11	220.69360	1.09436	89	6.3901		x	6.8816	28.40	x		19.2713	9.83
Fri	04/15/11	220.72980	1.09454	90	6.4629		x	6.8088	28.22	x		19.3441	10.01
Mon	04/18/11	220.83840	1.09508	93	6.6817		x	6.5900	27.68	x		19.5629	10.55
Tue	04/19/11	220.87460	1.09526	94	6.7546		x	6.5171	27.50	x		19.6358	10.73
Wed	04/20/11	220.91080	1.09544	95	6.8276		x	6.4441	27.32	x		19.7088	10.91
Thu	04/21/11	220.94700	1.09562	96	6.9006		x	6.3711	27.14	x		19.7818	11.09
Fri	04/22/11	220.98320	1.09580	97	6.9736		x	6.2981	26.96	x		19.8548	11.27
Mon	04/25/11	221.09180	1.09633	100	7.1928		x	6.0789	26.43	x		20.0740	11.80
Tue	04/26/11	221.12800	1.09651	101	7.2659		x	6.0058	26.25	x		20.1471	11.98
Wed	04/27/11	221.16420	1.09669	102	7.3390		x	5.9327	26.07	x		20.2202	12.16
Thu	04/28/11	221.20040	1.09687	103	7.4122		x	5.8595	25.89	x		20.2934	12.34
Fri	04/29/11	221.23660	1.09705	104	7.4854		x	5.7863	25.71	x		20.3666	12.52
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	1.09776	107	7.7063		x	5.5654	25.00	x		20.5875	13.23
Tue	05/03/11	221.44823	1.09810	108	7.7807		x	5.4910	24.66	x		20.6619	13.57
Wed	05/04/11	221.51784	1.09845	109	7.8553		x	5.4164	24.31	x		20.7365	13.92
Thu	05/05/11	221.58745	1.09879	110	7.9298		x	5.3419	23.97	x		20.8110	14.26
Fri	05/06/11	221.65706	1.09914	111	8.0044		x	5.2673	23.62	x		20.8856	14.61
Mon	05/09/11	221.86590	1.10017	114	8.2285		x	5.0432	22.59	x		21.1097	15.64
Tue	05/10/11	221.93552	1.10052	115	8.3033		x	4.9684	22.24	x		21.1845	15.99
Wed	05/11/11	222.00513	1.10086	116	8.3781		x	4.8936	21.90	x		21.2593	16.33
Thu	05/12/11	222.07474	1.10121	117	8.4530		x	4.8187	21.55	x		21.3342	16.68
Fri	05/13/11	222.14435	1.10155	118	8.5279		x	4.7438	21.21	x		21.4091	17.02
Mon	05/16/11	222.35319	1.10259	121	8.7530		x	4.5187	20.17	x		21.6342	18.06
Tue	05/17/11	222.42281	1.10293	122	8.8280		x	4.4437	19.83	x		21.7092	18.40
Wed	05/18/11	222.49242	1.10328	123	8.9032		x	4.3685	19.48	x		21.7844	18.75
Thu	05/19/11	222.56203	1.10363	124	8.9784		x	4.2933	19.13	x		21.8596	19.10
Fri	05/20/11	222.63165	1.10397	125	9.0536		x	4.2181	18.79	x		21.9348	19.44
Mon	05/23/11	222.84048	1.10501	128	9.2796		x	3.9921	17.75	x		22.1608	20.48
Tue	05/24/11	222.91010	1.10535	129	9.3550		x	3.9167	17.41	x		22.2362	20.82
Wed	05/25/11	222.97971	1.10570	130	9.4305		x	3.8412	17.06	x		22.3117	21.17
Thu	05/26/11	223.04932	1.10604	131	9.5060		x	3.7657	16.72	x		22.3872	21.51
Fri	05/27/11	223.11894	1.10639	132	9.5816		x	3.6901	16.37	x		22.4628	21.86
Mon	05/30/11	223.32777	1.10742	135	9.8085		x	3.4632	15.34	x		22.6897	22.89
Tue	05/31/11	223.39739	1.10777	136	9.8842		x	3.3875	14.99	x		22.7654	23.24
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/11	223.46700	1.10811	137	9.9600		x	3.3117	14.65	x		22.8412	23.58
Thu	06/02/11	223.51497	1.10835	138	10.0349		x	3.2368	14.41	x		22.9161	23.82
Fri	06/03/11	223.56293	1.10859	139	10.1098		x	3.1619	14.17	x		22.9910	24.06
Mon	06/06/11	223.70683	1.10930	142	10.3346		x	2.9371	13.46	x		23.2158	24.77
Tue	06/07/11	223.75480	1.10954	143	10.4096		x	2.8621	13.22	x		23.2908	25.01
Wed	06/08/11	223.80277	1.10978	144	10.4847		x	2.7870	12.98	x		23.3659	25.25
Thu	06/09/11	223.85073	1.11002	145	10.5598		x	2.7119	12.74	x		23.4410	25.49
Fri	06/10/11	223.89870	1.11025	146	10.6348		x	2.6369	12.51	x		23.5160	25.72
Mon	06/13/11	224.04260	1.11097	149	10.8603		x	2.4114	11.79	x		23.7415	26.44
Tue	06/14/11	224.09057	1.11120	150	10.9355		x	2.3362	11.56	x		23.8167	26.67
Wed	06/15/11	224.13853	1.11144	151	11.0108		x	2.2609	11.32	x		23.8920	26.91
Thu	06/16/11	224.18650	1.11168	152	11.0861		x	2.1856	11.08	x		23.9673	27.15
Fri	06/17/11	224.23447	1.11192	153	11.1614		x	2.1103	10.84	x		24.0426	27.39
Mon	06/20/11	224.37837	1.11263	156	11.3876		x	1.8841	10.13	x		24.2688	28.10
Tue	06/21/11	224.42633	1.11287	157	11.4630		x	1.8087	9.89	x		24.3442	28.34
Wed	06/22/11	224.47430	1.11311	158	11.5385		x	1.7332	9.65	x		24.4197	28.58
Thu	06/23/11	224.52227	1.11335	159	11.6141		x	1.6576	9.41	x		24.4953	28.82
Fri	06/24/11	224.57023	1.11358	160	11.6895		x	1.5822	9.18	x		24.5707	29.05
Mon	06/27/11	224.71413	1.11430	163	11.9164		x	1.3553	8.46	x		24.7976	29.77
Tue	06/28/11	224.76210	1.11453	164	11.9920		x	1.2797	8.23	x		24.8732	30.00
Wed	06/29/11	224.81007	1.11477	165	12.0677		x	1.2040	7.99	x		24.9489	30.24
Thu	06/30/11	224.85803	1.11501	166	12.1434		x	1.1283	7.75	x		25.0246	30.48
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/11	224.90600	1.11525	167	12.2192		x	1.0525	7.51	x		25.1004	30.72
Mon	07/04/11	225.00839	1.11576	170	12.4444		x	0.8273	7.00	x		25.3256	31.23
Tue	07/05/11	225.04252	1.11593	171	12.5195		x	0.7522	6.83	x		25.4007	31.40
Wed	07/06/11	225.07665	1.11609	172	12.5946		x	0.6771	6.67	x		25.4758	31.56
Thu	07/07/11	225.11077	1.11626	173	12.6697		x	0.6020	6.50	x		25.5509	31.73
Fri	07/08/11	225.14490	1.11643	174	12.7449		x	0.5268	6.33	x		25.6261	31.90
Mon	07/11/11	225.24729	1.11694	177	12.9705		x	0.3012	5.82	x		25.8517	32.41
Tue	07/12/11	225.28142	1.11711	178	13.0458		x	0.2259	5.65	x		25.9270	32.58
Wed	07/13/11	225.31555	1.11728	179	13.1211		x	0.1506	5.48	x		26.0023	32.75
Thu	07/14/11	225.34968	1.11745	180	13.1964		x	0.0753	5.31	x		26.0776	32.92
Fri	07/15/11	225.38381	1.11762	0	0.0000			0.0000	5.14	x	x	26.1529	33.09
Mon	07/18/11	225.48619	1.11813	3	0.2165			-0.2165	4.63	x	x	26.3694	33.60
Tue	07/19/11	225.52032	1.11829	4	0.2887			-0.2887	4.47	x	x	26.4416	33.76
Wed	07/20/11	225.55445	1.11846	5	0.3609			-0.3609	4.30	x	x	26.5138	33.93
Thu	07/21/11	225.58858	1.11863	6	0.4332			-0.4332	4.13	x	x	26.5861	34.10
Fri	07/22/11	225.62271	1.11880	7	0.5054			-0.5054	3.96	x	x	26.6583	34.27
Mon	07/25/11	225.72510	1.11931	10	0.7224			-0.7224	3.45	x	x	26.8753	34.78
Tue	07/26/11	225.75923	1.11948	11	0.7947			-0.7947	3.28	x	x	26.9476	34.95
Wed	07/27/11	225.79335	1.11965	12	0.8671			-0.8671	3.11	x	x	27.0200	35.12
Thu	07/28/11	225.82748	1.11982	13	0.9395			-0.9395	2.94	x	x	27.0924	35.29
Fri	07/29/11	225.86161	1.11999	14	1.0119			-1.0119	2.77	x	x	27.1648	35.46
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/01/11	225.96400	1.12049	17	1.2293			-1.2293	2.27	x	x	27.3822	35.96
Tue	08/02/11	225.95619	1.12046	18	1.3016			-1.3016	2.30	x	x	27.4545	35.93
Wed	08/03/11	225.94839	1.12042	19	1.3739			-1.3739	2.34	x	x	27.5268	35.89
Thu	08/04/11	225.94058	1.12038	20	1.4461			-1.4461	2.38	x	x	27.5990	35.85
Fri	08/05/11	225.93277	1.12034	21	1.5184			-1.5184	2.42	x	x	27.6713	35.81
Mon	08/08/11	225.90935	1.12022	24	1.7351			-1.7351	2.54	x	x	27.8880	35.69
Tue	08/09/11	225.90155	1.12018	25	1.8074			-1.8074	2.58	x	x	27.9603	35.65
Wed	08/10/11	225.89374	1.12015	26	1.8796			-1.8796	2.61	x	x	28.0325	35.62
Thu	08/11/11	225.88594	1.12011	27	1.9518			-1.9518	2.65	x	x	28.1047	35.58
Fri	08/12/11	225.87813	1.12007	28	2.0240			-2.0240	2.69	x	x	28.1769	35.54
Mon	08/15/11	225.85471	1.11995	31	2.2407			-2.2407	2.81	x	x	28.3936	35.42
Tue	08/16/11	225.84690	1.11991	32	2.3129			-2.3129	2.85	x	x	28.4658	35.38
Wed	08/17/11	225.83910	1.11988	33	2.3851			-2.3851	2.88	x	x	28.5380	35.35
Thu	08/18/11	225.83129	1.11984	34	2.4573			-2.4573	2.92	x	x	28.6102	35.31
Fri	08/19/11	225.82348	1.11980	35	2.5294			-2.5294	2.96	x	x	28.6823	35.27
Mon	08/22/11	225.80006	1.11968	38	2.7460			-2.7460	3.08	x	x	28.8989	35.15
Tue	08/23/11	225.79226	1.11964	39	2.8181			-2.8181	3.12	x	x	28.9710	35.11
Wed	08/24/11	225.78445	1.11960	40	2.8903			-2.8903	3.16	x	x	29.0432	35.07
Thu	08/25/11	225.77665	1.11957	41	2.9624			-2.9624	3.19	x	x	29.1153	35.04
Fri	08/26/11	225.76884	1.11953	42	3.0346			-3.0346	3.23	x	x	29.1875	35.00
Mon	08/29/11	225.74542	1.11941	45	3.2510			-3.2510	3.35	x	x	29.4039	34.88
Tue	08/30/11	225.73761	1.11937	46	3.3231			-3.3231	3.39	x	x	29.4760	34.84
Wed	08/31/11	225.72981	1.11933	47	3.3953			-3.3953	3.43	x	x	29.5482	34.80
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	1.11929	48	3.4674			-3.4674	3.47	x	x	29.6203	34.76
Fri	09/02/11	225.72867	1.11933	49	3.5397			-3.5397	3.43	x	x	29.6926	34.80
Mon	09/05/11	225.74867	1.11943	52	3.7568			-3.7568	3.33	x	x	29.9097	34.90
Tue	09/06/11	225.75533	1.11946	53	3.8291			-3.8291	3.30	x	x	29.9820	34.93
Wed	09/07/11	225.76200	1.11949	54	3.9015			-3.9015	3.27	x	x	30.0544	34.96
Thu	09/08/11	225.76867	1.11953	55	3.9739			-3.9739	3.23	x	x	30.1268	35.00
Fri	09/09/11	225.77533	1.11956	56	4.0462			-4.0462	3.20	x	x	30.1991	35.03
Mon	09/12/11	225.79533	1.11966	59	4.2634			-4.2634	3.10	x	x	30.4163	35.13
Tue	09/13/11	225.80200	1.11969	60	4.3358			-4.3358	3.07	x	x	30.4887	35.16
Wed	09/14/11	225.80867	1.11972	61	4.4081			-4.4081	3.04	x	x	30.5610	35.19
Thu	09/15/11	225.81533	1.11976	62	4.4806			-4.4806	3.00	x	x	30.6335	35.23
Fri	09/16/11	225.82200	1.11979	63	4.5530			-4.5530	2.97	x	x	30.7059	35.26
Mon	09/19/11	225.84200	1.11989	66	4.7702			-4.7702	2.87	x	x	30.9231	35.36
Tue	09/20/11	225.84867	1.11992	67	4.8426			-4.8426	2.84	x	x	30.9955	35.39
Wed	09/21/11	225.85533	1.11996	68	4.9150			-4.9150	2.80	x	x	31.0679	35.43
Thu	09/22/11	225.86200	1.11999	69	4.9875			-4.9875	2.77	x	x	31.1404	35.46
Fri	09/23/11	225.86867	1.12002	70	5.0599			-5.0599	2.74	x	x	31.2128	35.49
Mon	09/26/11	225.88867	1.12012	73	5.2772			-5.2772	2.64	x	x	31.4301	35.59
Tue	09/27/11	225.89533	1.12015	74	5.3496			-5.3496	2.61	x	x	31.5025	35.62
Wed	09/28/11	225.90200	1.12019	75	5.4221			-5.4221	2.57	x	x	31.5750	35.66
Thu	09/29/11	225.90867	1.12022	76	5.4946			-5.4946	2.54	x	x	31.6475	35.69
Fri	09/30/11	225.91533	1.12025	77	5.5670			-5.5670	2.51	x	x	31.7199	35.72
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	1.12049	80	5.7851			-5.7851	2.27	x	x	31.9380	35.96
Tue	10/04/11	225.98229	1.12059	81	5.8580			-5.8580	2.17	x	x	32.0109	36.06
Wed	10/05/11	226.00239	1.12068	82	5.9308			-5.9308	2.08	x	x	32.0837	36.15
Thu	10/06/11	226.02248	1.12078	83	6.0036			-6.0036	1.98	x	x	32.1565	36.25
Fri	10/07/11	226.04258	1.12088	84	6.0765			-6.0765	1.88	x	x	32.2294	36.35
Mon	10/10/11	226.10287	1.12118	87	6.2952			-6.2952	1.58	x	x	32.4481	36.65
Tue	10/11/11	226.12297	1.12128	88	6.3681			-6.3681	1.48	x	x	32.5210	36.75
Wed	10/12/11	226.14306	1.12138	89	6.4411			-6.4411	1.38	x	x	32.5940	36.85
Thu	10/13/11	226.16316	1.12148	90	6.5140			-6.5140	1.28	x	x	32.6669	36.95
Fri	10/14/11	226.18326	1.12158	91	6.5870			-6.5870	1.18	x	x	32.7399	37.05
Mon	10/17/11	226.24355	1.12188	94	6.8060			-6.8060	0.88	x	x	32.9589	37.35
Tue	10/18/11	226.26365	1.12198	95	6.8790			-6.8790	0.78	x	x	33.0319	37.45
Wed	10/19/11	226.28374	1.12208	96	6.9520			-6.9520	0.68	x	x	33.1049	37.55
Thu	10/20/11	226.30384	1.12218	97	7.0251			-7.0251	0.58	x	x	33.1780	37.65
Fri	10/21/11	226.32394	1.12228	98	7.0981			-7.0981	0.48	x	x	33.2510	37.75
Mon	10/24/11	226.38423	1.12258	101	7.3174			-7.3174	0.18	x	x	33.4703	38.05
Tue	10/25/11	226.40432	1.12268	102	7.3905			-7.3905	0.08	x	x	33.5434	38.15
Wed	10/26/11	226.42442	1.12278	103	7.4636			-7.4636	-0.02	x	x	33.6165	38.25
Thu	10/27/11	226.44452	1.12288	104	7.5367			-7.5367	-0.12	x	x	33.6896	38.35
Fri	10/28/11	226.46461	1.12298	105	7.6099			-7.6099	-0.22	x	x	33.7628	38.45
Mon	10/31/11	226.52490	1.12328	108	7.8294			-7.8294	-0.52	x	x	33.9823	38.75
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	1.12338	109	7.9026			-7.9026	-0.62	x	x	34.0555	38.85
Wed	11/02/11	226.55647	1.12343	110	7.9754			-7.9754	-0.67	x	x	34.1283	38.90
Thu	11/03/11	226.56793	1.12349	111	8.0484			-8.0484	-0.73	x	x	34.2013	38.96
Fri	11/04/11	226.57940	1.12355	112	8.1213			-8.1213	-0.79	x	x	34.2742	39.02
Mon	11/07/11	226.61380	1.12372	115	8.3401			-8.3401	-0.96	x	x	34.4930	39.19
Tue	11/08/11	226.62527	1.12377	116	8.4130			-8.4130	-1.01	x	x	34.5659	39.24
Wed	11/09/11	226.63673	1.12383	117	8.4860			-8.4860	-1.07	x	x	34.6389	39.30
Thu	11/10/11	226.64820	1.12389	118	8.5590			-8.5590	-1.13	x	x	34.7119	39.36
Fri	11/11/11	226.65967	1.12394	119	8.6319			-8.6319	-1.18	x	x	34.7848	39.41
Mon	11/14/11	226.69407	1.12411	122	8.8508			-8.8508	-1.35	x	x	35.0037	39.58
Tue	11/15/11	226.70553	1.12417	123	8.9239			-8.9239	-1.41	x	x	35.0768	39.64
Wed	11/16/11	226.71700	1.12423	124	8.9969			-8.9969	-1.47	x	x	35.1498	39.70
Thu	11/17/11	226.72847	1.12429	125	9.0699			-9.0699	-1.53	x	x	35.2228	39.76
Fri	11/18/11	226.73993	1.12434	126	9.1429			-9.1429	-1.58	x	x	35.2958	39.81
Mon	11/21/11	226.77433	1.12451	129	9.3620			-9.3620	-1.75	x	x	35.5149	39.98
Tue	11/22/11	226.78580	1.12457	130	9.4351			-9.4351	-1.81	x	x	35.5880	40.04
Wed	11/23/11	226.79727	1.12463	131	9.5082			-9.5082	-1.87	x	x	35.6611	40.10
Thu	11/24/11	226.80873	1.12468	132	9.5812			-9.5812	-1.92	x	x	35.7341	40.15
Fri	11/25/11	226.82020	1.12474	133	9.6543			-9.6543	-1.98	x	x	35.8072	40.21
Mon	11/28/11	226.85460	1.12491	136	9.8735			-9.8735	-2.15	x	x	36.0264	40.38
Tue	11/29/11	226.86607	1.12497	137	9.9467			-9.9467	-2.21	x	x	36.0996	40.44
Wed	11/30/11	226.87753	1.12502	138	10.0197			-10.0197	-2.26	x	x	36.1726	40.49
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	1.12508	139	10.0929			-10.0929	-2.32	x	x	36.2458	40.55
Fri	12/02/11	226.87390	1.12501	140	10.1648			-10.1648	-2.25	x	x	36.3177	40.48
Mon	12/05/11	226.82861	1.12478	143	10.3805			-10.3805	-2.02	x	x	36.5334	40.25
Tue	12/06/11	226.81352	1.12471	144	10.4525			-10.4525	-1.95	x	x	36.6054	40.18
Wed	12/07/11	226.79842	1.12463	145	10.5243			-10.5243	-1.87	x	x	36.6772	40.10
Thu	12/08/11	226.78332	1.12456	146	10.5962			-10.5962	-1.80	x	x	36.7491	40.03
Fri	12/09/11	226.76823	1.12448	147	10.6680			-10.6680	-1.72	x	x	36.8209	39.95
Mon	12/12/11	226.72294	1.12426	150	10.8836			-10.8836	-1.50	x	x	37.0365	39.73
Tue	12/13/11	226.70784	1.12418	151	10.9554			-10.9554	-1.42	x	x	37.1083	39.65
Wed	12/14/11	226.69274	1.12411	152	11.0273			-11.0273	-1.35	x	x	37.1802	39.58
Thu	12/15/11	226.67765	1.12403	153	11.0990			-11.0990	-1.27	x	x	37.2519	39.50
Fri	12/16/11	226.66255	1.12396	154	11.1709			-11.1709	-1.20	x	x	37.3238	39.43
Mon	12/19/11	226.61726	1.12373	157	11.3862			-11.3862	-0.97	x	x	37.5391	39.20
Tue	12/20/11	226.60216	1.12366	158	11.4580			-11.4580	-0.90	x	x	37.6109	39.13
Wed	12/21/11	226.58706	1.12358	159	11.5297			-11.5297	-0.82	x	x	37.6826	39.05
Thu	12/22/11	226.57197	1.12351	160	11.6015			-11.6015	-0.75	x	x	37.7544	38.98
Fri	12/23/11	226.55687	1.12343	161	11.6731			-11.6731	-0.67	x	x	37.8260	38.90
Mon	12/26/11	226.51158	1.12321	164	11.8883			-11.8883	-0.45	x	x	38.0412	38.68
Tue	12/27/11	226.49648	1.12313	165	11.9600			-11.9600	-0.37	x	x	38.1129	38.60
Wed	12/28/11	226.48139	1.12306	166	12.0317			-12.0317	-0.30	x	x	38.1846	38.53
Thu	12/29/11	226.46629	1.12299	167	12.1034			-12.1034	-0.23	x	x	38.2563	38.46
Fri	12/30/11	226.45119	1.12291	168	12.1750			-12.1750	-0.15	x	x	38.3279	38.38
Sun	01/01/12	226.42100	1.12276

Generated 12/16/11 09:15