2.5% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2029

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

CUSIP Number	912810PZ5	Interest 01/15/11 (184 days)	$12.7360
Dated Date	January 15, 2009	Interest 07/15/11 (181 days)	$13.1220
Ref CPI on Dated Date	214.69971	Interest Total	$25.8580
Original Issue Date	January 30, 2009	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	1.01868	170	11.7646	x	x	14.0934	35.91			11.7646	0.00
Mon	01/03/11	218.71694	1.01871	172	11.9034	x	x	13.9546	35.88			11.9034	0.03
Tue	01/04/11	218.71990	1.01872	173	11.9727	x	x	13.8853	35.87			11.9727	0.04
Wed	01/05/11	218.72287	1.01874	174	12.0422	x	x	13.8158	35.85			12.0422	0.06
Thu	01/06/11	218.72584	1.01875	175	12.1115	x	x	13.7465	35.84			12.1115	0.07
Fri	01/07/11	218.72881	1.01877	176	12.1809	x	x	13.6771	35.82			12.1809	0.09
Mon	01/10/11	218.73771	1.01881	179	12.3891	x	x	13.4689	35.78			12.3891	0.13
Tue	01/11/11	218.74068	1.01882	180	12.4584	x	x	13.3996	35.77			12.4584	0.14
Wed	01/12/11	218.74365	1.01884	181	12.5279	x	x	13.3301	35.75			12.5279	0.16
Thu	01/13/11	218.74661	1.01885	182	12.5972	x	x	13.2608	35.74			12.5972	0.17
Fri	01/14/11	218.74958	1.01886	183	12.6665	x	x	13.1915	35.73			12.6665	0.18
Sat	01/15/11	218.75255	1.01888	0	0.0000		x	13.1220	35.71	x		12.7360	0.20
Mon	01/17/11	218.75848	1.01890	2	0.1407		x	12.9813	35.69	x		12.8767	0.22
Tue	01/18/11	218.76145	1.01892	3	0.2111		x	12.9109	35.67	x		12.9471	0.24
Wed	01/19/11	218.76442	1.01893	4	0.2815		x	12.8405	35.66	x		13.0175	0.25
Thu	01/20/11	218.76739	1.01895	5	0.3518		x	12.7702	35.64	x		13.0878	0.27
Fri	01/21/11	218.77035	1.01896	6	0.4222		x	12.6998	35.63	x		13.1582	0.28
Mon	01/24/11	218.77926	1.01900	9	0.6334		x	12.4886	35.59	x		13.3694	0.32
Tue	01/25/11	218.78223	1.01902	10	0.7037		x	12.4183	35.57	x		13.4397	0.34
Wed	01/26/11	218.78519	1.01903	11	0.7741		x	12.3479	35.56	x		13.5101	0.35
Thu	01/27/11	218.78816	1.01904	12	0.8445		x	12.2775	35.55	x		13.5805	0.36
Fri	01/28/11	218.79113	1.01906	13	0.9149		x	12.2071	35.53	x		13.6509	0.38
Mon	01/31/11	218.80003	1.01910	16	1.1261		x	11.9959	35.49	x		13.8621	0.42
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	1.01911	17	1.1965		x	11.9255	35.48	x		13.9325	0.43
Wed	02/02/11	218.81643	1.01917	18	1.2669		x	11.8551	35.42	x		14.0029	0.49
Thu	02/03/11	218.82986	1.01924	19	1.3374		x	11.7846	35.35	x		14.0734	0.56
Fri	02/04/11	218.84329	1.01930	20	1.4079		x	11.7141	35.29	x		14.1439	0.62
Mon	02/07/11	218.88357	1.01949	23	1.6194		x	11.5026	35.10	x		14.3554	0.81
Tue	02/08/11	218.89700	1.01955	24	1.6899		x	11.4321	35.04	x		14.4259	0.87
Wed	02/09/11	218.91043	1.01961	25	1.7604		x	11.3616	34.98	x		14.4964	0.93
Thu	02/10/11	218.92386	1.01967	26	1.8309		x	11.2911	34.92	x		14.5669	0.99
Fri	02/11/11	218.93729	1.01974	27	1.9014		x	11.2206	34.85	x		14.6374	1.06
Mon	02/14/11	218.97757	1.01992	30	2.1131		x	11.0089	34.67	x		14.8491	1.24
Tue	02/15/11	218.99100	1.01999	31	2.1837		x	10.9383	34.60	x		14.9197	1.31
Wed	02/16/11	219.00443	1.02005	32	2.2543		x	10.8677	34.54	x		14.9903	1.37
Thu	02/17/11	219.01786	1.02011	33	2.3248		x	10.7972	34.48	x		15.0608	1.43
Fri	02/18/11	219.03129	1.02018	34	2.3955		x	10.7265	34.41	x		15.1315	1.50
Mon	02/21/11	219.07157	1.02036	37	2.6073		x	10.5147	34.23	x		15.3433	1.68
Tue	02/22/11	219.08500	1.02043	38	2.6779		x	10.4441	34.16	x		15.4139	1.75
Wed	02/23/11	219.09843	1.02049	39	2.7486		x	10.3734	34.10	x		15.4846	1.81
Thu	02/24/11	219.11186	1.02055	40	2.8192		x	10.3028	34.04	x		15.5552	1.87
Fri	02/25/11	219.12529	1.02061	41	2.8898		x	10.2322	33.98	x		15.6258	1.93
Mon	02/28/11	219.16557	1.02080	44	3.1019		x	10.0201	33.79	x		15.8379	2.12
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	1.02086	45	3.1726		x	9.9494	33.73	x		15.9086	2.18
Wed	03/02/11	219.21268	1.02102	46	3.2436		x	9.8784	33.57	x		15.9796	2.34
Thu	03/03/11	219.24635	1.02118	47	3.3146		x	9.8074	33.41	x		16.0506	2.50
Fri	03/04/11	219.28003	1.02133	48	3.3856		x	9.7364	33.26	x		16.1216	2.65
Mon	03/07/11	219.38106	1.02180	51	3.5989		x	9.5231	32.79	x		16.3349	3.12
Tue	03/08/11	219.41474	1.02196	52	3.6700		x	9.4520	32.63	x		16.4060	3.28
Wed	03/09/11	219.44842	1.02212	53	3.7412		x	9.3808	32.47	x		16.4772	3.44
Thu	03/10/11	219.48210	1.02227	54	3.8123		x	9.3097	32.32	x		16.5483	3.59
Fri	03/11/11	219.51577	1.02243	55	3.8835		x	9.2385	32.16	x		16.6195	3.75
Mon	03/14/11	219.61681	1.02290	58	4.0973		x	9.0247	31.69	x		16.8333	4.22
Tue	03/15/11	219.65048	1.02306	59	4.1685		x	8.9535	31.53	x		16.9045	4.38
Wed	03/16/11	219.68416	1.02322	60	4.2399		x	8.8821	31.37	x		16.9759	4.54
Thu	03/17/11	219.71784	1.02337	61	4.3112		x	8.8108	31.22	x		17.0472	4.69
Fri	03/18/11	219.75152	1.02353	62	4.3825		x	8.7395	31.06	x		17.1185	4.85
Mon	03/21/11	219.85255	1.02400	65	4.5967		x	8.5253	30.59	x		17.3327	5.32
Tue	03/22/11	219.88623	1.02416	66	4.6681		x	8.4539	30.43	x		17.4041	5.48
Wed	03/23/11	219.91990	1.02431	67	4.7396		x	8.3824	30.28	x		17.4756	5.63
Thu	03/24/11	219.95358	1.02447	68	4.8110		x	8.3110	30.12	x		17.5470	5.79
Fri	03/25/11	219.98726	1.02463	69	4.8826		x	8.2394	29.96	x		17.6186	5.95
Mon	03/28/11	220.08829	1.02510	72	5.0972		x	8.0248	29.49	x		17.8332	6.42
Tue	03/29/11	220.12197	1.02526	73	5.1688		x	7.9532	29.33	x		17.9048	6.58
Wed	03/30/11	220.15565	1.02541	74	5.2404		x	7.8816	29.18	x		17.9764	6.73
Thu	03/31/11	220.18932	1.02557	75	5.3120		x	7.8100	29.02	x		18.0480	6.89
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	1.02573	76	5.3837		x	7.7383	28.86	x		18.1197	7.05
Mon	04/04/11	220.33160	1.02623	79	5.5989		x	7.5231	28.36	x		18.3349	7.55
Tue	04/05/11	220.36780	1.02640	80	5.6707		x	7.4513	28.19	x		18.4067	7.72
Wed	04/06/11	220.40400	1.02657	81	5.7426		x	7.3794	28.02	x		18.4786	7.89
Thu	04/07/11	220.44020	1.02674	82	5.8144		x	7.3076	27.85	x		18.5504	8.06
Fri	04/08/11	220.47640	1.02691	83	5.8863		x	7.2357	27.68	x		18.6223	8.23
Mon	04/11/11	220.58500	1.02741	86	6.1020		x	7.0200	27.18	x		18.8380	8.73
Tue	04/12/11	220.62120	1.02758	87	6.1740		x	6.9480	27.01	x		18.9100	8.90
Wed	04/13/11	220.65740	1.02775	88	6.2460		x	6.8760	26.84	x		18.9820	9.07
Thu	04/14/11	220.69360	1.02792	89	6.3180		x	6.8040	26.67	x		19.0540	9.24
Fri	04/15/11	220.72980	1.02809	90	6.3901		x	6.7319	26.50	x		19.1261	9.41
Mon	04/18/11	220.83840	1.02859	93	6.6063		x	6.5157	26.00	x		19.3423	9.91
Tue	04/19/11	220.87460	1.02876	94	6.6784		x	6.4436	25.83	x		19.4144	10.08
Wed	04/20/11	220.91080	1.02893	95	6.7506		x	6.3714	25.66	x		19.4866	10.25
Thu	04/21/11	220.94700	1.02910	96	6.8228		x	6.2992	25.49	x		19.5588	10.42
Fri	04/22/11	220.98320	1.02927	97	6.8950		x	6.2270	25.32	x		19.6310	10.59
Mon	04/25/11	221.09180	1.02977	100	7.1117		x	6.0103	24.82	x		19.8477	11.09
Tue	04/26/11	221.12800	1.02994	101	7.1840		x	5.9380	24.65	x		19.9200	11.26
Wed	04/27/11	221.16420	1.03011	102	7.2563		x	5.8657	24.48	x		19.9923	11.43
Thu	04/28/11	221.20040	1.03028	103	7.3286		x	5.7934	24.31	x		20.0646	11.60
Fri	04/29/11	221.23660	1.03045	104	7.4010		x	5.7210	24.14	x		20.1370	11.77
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/02/11	221.37861	1.03111	107	7.6194		x	5.5026	23.48	x		20.3554	12.43
Tue	05/03/11	221.44823	1.03143	108	7.6930		x	5.4290	23.16	x		20.4290	12.75
Wed	05/04/11	221.51784	1.03176	109	7.7667		x	5.3553	22.83	x		20.5027	13.08
Thu	05/05/11	221.58745	1.03208	110	7.8404		x	5.2816	22.51	x		20.5764	13.40
Fri	05/06/11	221.65706	1.03241	111	7.9142		x	5.2078	22.18	x		20.6502	13.73
Mon	05/09/11	221.86590	1.03338	114	8.1357		x	4.9863	21.21	x		20.8717	14.70
Tue	05/10/11	221.93552	1.03370	115	8.2096		x	4.9124	20.89	x		20.9456	15.02
Wed	05/11/11	222.00513	1.03403	116	8.2837		x	4.8383	20.56	x		21.0197	15.35
Thu	05/12/11	222.07474	1.03435	117	8.3577		x	4.7643	20.24	x		21.0937	15.67
Fri	05/13/11	222.14435	1.03467	118	8.4317		x	4.6903	19.92	x		21.1677	15.99
Mon	05/16/11	222.35319	1.03565	121	8.6543		x	4.4677	18.94	x		21.3903	16.97
Tue	05/17/11	222.42281	1.03597	122	8.7285		x	4.3935	18.62	x		21.4645	17.29
Wed	05/18/11	222.49242	1.03630	123	8.8028		x	4.3192	18.29	x		21.5388	17.62
Thu	05/19/11	222.56203	1.03662	124	8.8771		x	4.2449	17.97	x		21.6131	17.94
Fri	05/20/11	222.63165	1.03694	125	8.9515		x	4.1705	17.65	x		21.6875	18.26
Mon	05/23/11	222.84048	1.03792	128	9.1750		x	3.9470	16.67	x		21.9110	19.24
Tue	05/24/11	222.91010	1.03824	129	9.2495		x	3.8725	16.35	x		21.9855	19.56
Wed	05/25/11	222.97971	1.03857	130	9.3242		x	3.7978	16.02	x		22.0602	19.89
Thu	05/26/11	223.04932	1.03889	131	9.3988		x	3.7232	15.70	x		22.1348	20.21
Fri	05/27/11	223.11894	1.03921	132	9.4735		x	3.6485	15.38	x		22.2095	20.53
Mon	05/30/11	223.32777	1.04019	135	9.6979		x	3.4241	14.40	x		22.4339	21.51
Tue	05/31/11	223.39739	1.04051	136	9.7727		x	3.3493	14.08	x		22.5087	21.83
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	1.04084	137	9.8477		x	3.2743	13.75	x		22.5837	22.16
Thu	06/02/11	223.51497	1.04106	138	9.9217		x	3.2003	13.53	x		22.6577	22.38
Fri	06/03/11	223.56293	1.04128	139	9.9957		x	3.1263	13.31	x		22.7317	22.60
Mon	06/06/11	223.70683	1.04195	142	10.2180		x	2.9040	12.64	x		22.9540	23.27
Tue	06/07/11	223.75480	1.04218	143	10.2922		x	2.8298	12.41	x		23.0282	23.50
Wed	06/08/11	223.80277	1.04240	144	10.3664		x	2.7556	12.19	x		23.1024	23.72
Thu	06/09/11	223.85073	1.04262	145	10.4406		x	2.6814	11.97	x		23.1766	23.94
Fri	06/10/11	223.89870	1.04285	146	10.5149		x	2.6071	11.74	x		23.2509	24.17
Mon	06/13/11	224.04260	1.04352	149	10.7379		x	2.3841	11.07	x		23.4739	24.84
Tue	06/14/11	224.09057	1.04374	150	10.8122		x	2.3098	10.85	x		23.5482	25.06
Wed	06/15/11	224.13853	1.04396	151	10.8866		x	2.2354	10.63	x		23.6226	25.28
Thu	06/16/11	224.18650	1.04419	152	10.9611		x	2.1609	10.40	x		23.6971	25.51
Fri	06/17/11	224.23447	1.04441	153	11.0355		x	2.0865	10.18	x		23.7715	25.73
Mon	06/20/11	224.37837	1.04508	156	11.2591		x	1.8629	9.51	x		23.9951	26.40
Tue	06/21/11	224.42633	1.04530	157	11.3337		x	1.7883	9.29	x		24.0697	26.62
Wed	06/22/11	224.47430	1.04553	158	11.4084		x	1.7136	9.06	x		24.1444	26.85
Thu	06/23/11	224.52227	1.04575	159	11.4830		x	1.6390	8.84	x		24.2190	27.07
Fri	06/24/11	224.57023	1.04597	160	11.5577		x	1.5643	8.62	x		24.2937	27.29
Mon	06/27/11	224.71413	1.04664	163	11.7819		x	1.3401	7.95	x		24.5179	27.96
Tue	06/28/11	224.76210	1.04687	164	11.8568		x	1.2652	7.72	x		24.5928	28.19
Wed	06/29/11	224.81007	1.04709	165	11.9316		x	1.1904	7.50	x		24.6676	28.41
Thu	06/30/11	224.85803	1.04731	166	12.0065		x	1.1155	7.28	x		24.7425	28.63
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	1.04754	167	12.0814		x	1.0406	7.05	x		24.8174	28.86
Mon	07/04/11	225.00839	1.04801	170	12.3040		x	0.8180	6.58	x		25.0400	29.33
Tue	07/05/11	225.04252	1.04817	171	12.3783		x	0.7437	6.42	x		25.1143	29.49
Wed	07/06/11	225.07665	1.04833	172	12.4525		x	0.6695	6.26	x		25.1885	29.65
Thu	07/07/11	225.11077	1.04849	173	12.5268		x	0.5952	6.10	x		25.2628	29.81
Fri	07/08/11	225.14490	1.04865	174	12.6012		x	0.5208	5.94	x		25.3372	29.97
Mon	07/11/11	225.24729	1.04913	177	12.8243		x	0.2977	5.46	x		25.5603	30.45
Tue	07/12/11	225.28142	1.04929	178	12.8987		x	0.2233	5.30	x		25.6347	30.61
Wed	07/13/11	225.31555	1.04945	179	12.9732		x	0.1488	5.14	x		25.7092	30.77
Thu	07/14/11	225.34968	1.04960	180	13.0475		x	0.0745	4.99	x		25.7835	30.92
Fri	07/15/11	225.38381	1.04976	0	0.0000			0.0000	4.83	x	x	25.8580	31.08
Mon	07/18/11	225.48619	1.05024	3	0.2140			-0.2140	4.35	x	x	26.0720	31.56
Tue	07/19/11	225.52032	1.05040	4	0.2854			-0.2854	4.19	x	x	26.1434	31.72
Wed	07/20/11	225.55445	1.05056	5	0.3568			-0.3568	4.03	x	x	26.2148	31.88
Thu	07/21/11	225.58858	1.05072	6	0.4283			-0.4283	3.87	x	x	26.2863	32.04
Fri	07/22/11	225.62271	1.05088	7	0.4997			-0.4997	3.71	x	x	26.3577	32.20
Mon	07/25/11	225.72510	1.05135	10	0.7142			-0.7142	3.24	x	x	26.5722	32.67
Tue	07/26/11	225.75923	1.05151	11	0.7858			-0.7858	3.08	x	x	26.6438	32.83
Wed	07/27/11	225.79335	1.05167	12	0.8573			-0.8573	2.92	x	x	26.7153	32.99
Thu	07/28/11	225.82748	1.05183	13	0.9289			-0.9289	2.76	x	x	26.7869	33.15
Fri	07/29/11	225.86161	1.05199	14	1.0005			-1.0005	2.60	x	x	26.8585	33.31
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	1.05247	17	1.2155			-1.2155	2.12	x	x	27.0735	33.79
Tue	08/02/11	225.95619	1.05243	18	1.2869			-1.2869	2.16	x	x	27.1449	33.75
Wed	08/03/11	225.94839	1.05239	19	1.3584			-1.3584	2.20	x	x	27.2164	33.71
Thu	08/04/11	225.94058	1.05236	20	1.4298			-1.4298	2.23	x	x	27.2878	33.68
Fri	08/05/11	225.93277	1.05232	21	1.5013			-1.5013	2.27	x	x	27.3593	33.64
Mon	08/08/11	225.90935	1.05221	24	1.7156			-1.7156	2.38	x	x	27.5736	33.53
Tue	08/09/11	225.90155	1.05217	25	1.7870			-1.7870	2.42	x	x	27.6450	33.49
Wed	08/10/11	225.89374	1.05214	26	1.8584			-1.8584	2.45	x	x	27.7164	33.46
Thu	08/11/11	225.88594	1.05210	27	1.9298			-1.9298	2.49	x	x	27.7878	33.42
Fri	08/12/11	225.87813	1.05207	28	2.0012			-2.0012	2.52	x	x	27.8592	33.39
Mon	08/15/11	225.85471	1.05196	31	2.2154			-2.2154	2.63	x	x	28.0734	33.28
Tue	08/16/11	225.84690	1.05192	32	2.2868			-2.2868	2.67	x	x	28.1448	33.24
Wed	08/17/11	225.83910	1.05188	33	2.3582			-2.3582	2.71	x	x	28.2162	33.20
Thu	08/18/11	225.83129	1.05185	34	2.4295			-2.4295	2.74	x	x	28.2875	33.17
Fri	08/19/11	225.82348	1.05181	35	2.5009			-2.5009	2.78	x	x	28.3589	33.13
Mon	08/22/11	225.80006	1.05170	38	2.7150			-2.7150	2.89	x	x	28.5730	33.02
Tue	08/23/11	225.79226	1.05167	39	2.7864			-2.7864	2.92	x	x	28.6444	32.99
Wed	08/24/11	225.78445	1.05163	40	2.8577			-2.8577	2.96	x	x	28.7157	32.95
Thu	08/25/11	225.77665	1.05159	41	2.9290			-2.9290	3.00	x	x	28.7870	32.91
Fri	08/26/11	225.76884	1.05156	42	3.0004			-3.0004	3.03	x	x	28.8584	32.88
Mon	08/29/11	225.74542	1.05145	45	3.2144			-3.2144	3.14	x	x	29.0724	32.77
Tue	08/30/11	225.73761	1.05141	46	3.2857			-3.2857	3.18	x	x	29.1437	32.73
Wed	08/31/11	225.72981	1.05137	47	3.3570			-3.3570	3.22	x	x	29.2150	32.69
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	1.05134	48	3.4283			-3.4283	3.25	x	x	29.2863	32.66
Fri	09/02/11	225.72867	1.05137	49	3.4998			-3.4998	3.22	x	x	29.3578	32.69
Mon	09/05/11	225.74867	1.05146	52	3.7144			-3.7144	3.13	x	x	29.5724	32.78
Tue	09/06/11	225.75533	1.05149	53	3.7859			-3.7859	3.10	x	x	29.6439	32.81
Wed	09/07/11	225.76200	1.05152	54	3.8575			-3.8575	3.07	x	x	29.7155	32.84
Thu	09/08/11	225.76867	1.05156	55	3.9291			-3.9291	3.03	x	x	29.7871	32.88
Fri	09/09/11	225.77533	1.05159	56	4.0006			-4.0006	3.00	x	x	29.8586	32.91
Mon	09/12/11	225.79533	1.05168	59	4.2153			-4.2153	2.91	x	x	30.0733	33.00
Tue	09/13/11	225.80200	1.05171	60	4.2869			-4.2869	2.88	x	x	30.1449	33.03
Wed	09/14/11	225.80867	1.05174	61	4.3584			-4.3584	2.85	x	x	30.2164	33.06
Thu	09/15/11	225.81533	1.05177	62	4.4300			-4.4300	2.82	x	x	30.2880	33.09
Fri	09/16/11	225.82200	1.05180	63	4.5016			-4.5016	2.79	x	x	30.3596	33.12
Mon	09/19/11	225.84200	1.05190	66	4.7164			-4.7164	2.69	x	x	30.5744	33.22
Tue	09/20/11	225.84867	1.05193	67	4.7880			-4.7880	2.66	x	x	30.6460	33.25
Wed	09/21/11	225.85533	1.05196	68	4.8596			-4.8596	2.63	x	x	30.7176	33.28
Thu	09/22/11	225.86200	1.05199	69	4.9312			-4.9312	2.60	x	x	30.7892	33.31
Fri	09/23/11	225.86867	1.05202	70	5.0028			-5.0028	2.57	x	x	30.8608	33.34
Mon	09/26/11	225.88867	1.05211	73	5.2177			-5.2177	2.48	x	x	31.0757	33.43
Tue	09/27/11	225.89533	1.05215	74	5.2893			-5.2893	2.44	x	x	31.1473	33.47
Wed	09/28/11	225.90200	1.05218	75	5.3610			-5.3610	2.41	x	x	31.2190	33.50
Thu	09/29/11	225.90867	1.05221	76	5.4326			-5.4326	2.38	x	x	31.2906	33.53
Fri	09/30/11	225.91533	1.05224	77	5.5042			-5.5042	2.35	x	x	31.3622	33.56
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	1.05246	80	5.7199			-5.7199	2.13	x	x	31.5779	33.78
Tue	10/04/11	225.98229	1.05255	81	5.7919			-5.7919	2.04	x	x	31.6499	33.87
Wed	10/05/11	226.00239	1.05264	82	5.8639			-5.8639	1.95	x	x	31.7219	33.96
Thu	10/06/11	226.02248	1.05274	83	5.9360			-5.9360	1.85	x	x	31.7940	34.06
Fri	10/07/11	226.04258	1.05283	84	6.0080			-6.0080	1.76	x	x	31.8660	34.15
Mon	10/10/11	226.10287	1.05311	87	6.2242			-6.2242	1.48	x	x	32.0822	34.43
Tue	10/11/11	226.12297	1.05321	88	6.2964			-6.2964	1.38	x	x	32.1544	34.53
Wed	10/12/11	226.14306	1.05330	89	6.3685			-6.3685	1.29	x	x	32.2265	34.62
Thu	10/13/11	226.16316	1.05339	90	6.4406			-6.4406	1.20	x	x	32.2986	34.71
Fri	10/14/11	226.18326	1.05349	91	6.5127			-6.5127	1.10	x	x	32.3707	34.81
Mon	10/17/11	226.24355	1.05377	94	6.7292			-6.7292	0.82	x	x	32.5872	35.09
Tue	10/18/11	226.26365	1.05386	95	6.8014			-6.8014	0.73	x	x	32.6594	35.18
Wed	10/19/11	226.28374	1.05395	96	6.8736			-6.8736	0.64	x	x	32.7316	35.27
Thu	10/20/11	226.30384	1.05405	97	6.9458			-6.9458	0.54	x	x	32.8038	35.37
Fri	10/21/11	226.32394	1.05414	98	7.0181			-7.0181	0.45	x	x	32.8761	35.46
Mon	10/24/11	226.38423	1.05442	101	7.2348			-7.2348	0.17	x	x	33.0928	35.74
Tue	10/25/11	226.40432	1.05452	102	7.3071			-7.3071	0.07	x	x	33.1651	35.84
Wed	10/26/11	226.42442	1.05461	103	7.3794			-7.3794	-0.02	x	x	33.2374	35.93
Thu	10/27/11	226.44452	1.05470	104	7.4517			-7.4517	-0.11	x	x	33.3097	36.02
Fri	10/28/11	226.46461	1.05480	105	7.5240			-7.5240	-0.21	x	x	33.3820	36.12
Mon	10/31/11	226.52490	1.05508	108	7.7411			-7.7411	-0.49	x	x	33.5991	36.40
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/11	226.54500	1.05517	109	7.8134			-7.8134	-0.58	x	x	33.6714	36.49
Wed	11/02/11	226.55647	1.05522	110	7.8855			-7.8855	-0.63	x	x	33.7435	36.54
Thu	11/03/11	226.56793	1.05528	111	7.9576			-7.9576	-0.69	x	x	33.8156	36.60
Fri	11/04/11	226.57940	1.05533	112	8.0297			-8.0297	-0.74	x	x	33.8877	36.65
Mon	11/07/11	226.61380	1.05549	115	8.2460			-8.2460	-0.90	x	x	34.1040	36.81
Tue	11/08/11	226.62527	1.05555	116	8.3182			-8.3182	-0.96	x	x	34.1762	36.87
Wed	11/09/11	226.63673	1.05560	117	8.3903			-8.3903	-1.01	x	x	34.2483	36.92
Thu	11/10/11	226.64820	1.05565	118	8.4624			-8.4624	-1.06	x	x	34.3204	36.97
Fri	11/11/11	226.65967	1.05571	119	8.5346			-8.5346	-1.12	x	x	34.3926	37.03
Mon	11/14/11	226.69407	1.05587	122	8.7511			-8.7511	-1.28	x	x	34.6091	37.19
Tue	11/15/11	226.70553	1.05592	123	8.8232			-8.8232	-1.33	x	x	34.6812	37.24
Wed	11/16/11	226.71700	1.05597	124	8.8954			-8.8954	-1.38	x	x	34.7534	37.29
Thu	11/17/11	226.72847	1.05603	125	8.9676			-8.9676	-1.44	x	x	34.8256	37.35
Fri	11/18/11	226.73993	1.05608	126	9.0398			-9.0398	-1.49	x	x	34.8978	37.40
Mon	11/21/11	226.77433	1.05624	129	9.2565			-9.2565	-1.65	x	x	35.1145	37.56
Tue	11/22/11	226.78580	1.05629	130	9.3286			-9.3286	-1.70	x	x	35.1866	37.61
Wed	11/23/11	226.79727	1.05635	131	9.4009			-9.4009	-1.76	x	x	35.2589	37.67
Thu	11/24/11	226.80873	1.05640	132	9.4732			-9.4732	-1.81	x	x	35.3312	37.72
Fri	11/25/11	226.82020	1.05645	133	9.5454			-9.5454	-1.86	x	x	35.4034	37.77
Mon	11/28/11	226.85460	1.05661	136	9.7622			-9.7622	-2.02	x	x	35.6202	37.93
Tue	11/29/11	226.86607	1.05667	137	9.8345			-9.8345	-2.08	x	x	35.6925	37.99
Wed	11/30/11	226.87753	1.05672	138	9.9068			-9.9068	-2.13	x	x	35.7648	38.04
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	1.05677	139	9.9790			-9.9790	-2.18	x	x	35.8370	38.09
Fri	12/02/11	226.87390	1.05670	140	10.0501			-10.0501	-2.11	x	x	35.9081	38.02
Mon	12/05/11	226.82861	1.05649	143	10.2635			-10.2635	-1.90	x	x	36.1215	37.81
Tue	12/06/11	226.81352	1.05642	144	10.3345			-10.3345	-1.83	x	x	36.1925	37.74
Wed	12/07/11	226.79842	1.05635	145	10.4056			-10.4056	-1.76	x	x	36.2636	37.67
Thu	12/08/11	226.78332	1.05628	146	10.4767			-10.4767	-1.69	x	x	36.3347	37.60
Fri	12/09/11	226.76823	1.05621	147	10.5477			-10.5477	-1.62	x	x	36.4057	37.53
Mon	12/12/11	226.72294	1.05600	150	10.7609			-10.7609	-1.41	x	x	36.6189	37.32
Tue	12/13/11	226.70784	1.05593	151	10.8319			-10.8319	-1.34	x	x	36.6899	37.25
Wed	12/14/11	226.69274	1.05586	152	10.9029			-10.9029	-1.27	x	x	36.7609	37.18
Thu	12/15/11	226.67765	1.05579	153	10.9739			-10.9739	-1.20	x	x	36.8319	37.11
Fri	12/16/11	226.66255	1.05572	154	11.0449			-11.0449	-1.13	x	x	36.9029	37.04
Mon	12/19/11	226.61726	1.05551	157	11.2578			-11.2578	-0.92	x	x	37.1158	36.83
Tue	12/20/11	226.60216	1.05544	158	11.3288			-11.3288	-0.85	x	x	37.1868	36.76
Wed	12/21/11	226.58706	1.05537	159	11.3997			-11.3997	-0.78	x	x	37.2577	36.69
Thu	12/22/11	226.57197	1.05530	160	11.4707			-11.4707	-0.71	x	x	37.3287	36.62
Fri	12/23/11	226.55687	1.05523	161	11.5416			-11.5416	-0.64	x	x	37.3996	36.55
Mon	12/26/11	226.51158	1.05502	164	11.7543			-11.7543	-0.43	x	x	37.6123	36.34
Tue	12/27/11	226.49648	1.05495	165	11.8252			-11.8252	-0.36	x	x	37.6832	36.27
Wed	12/28/11	226.48139	1.05488	166	11.8961			-11.8961	-0.29	x	x	37.7541	36.20
Thu	12/29/11	226.46629	1.05480	167	11.9668			-11.9668	-0.21	x	x	37.8248	36.12
Fri	12/30/11	226.45119	1.05473	168	12.0377			-12.0377	-0.14	x	x	37.8957	36.05
Sun	01/01/12	226.42100	1.05459

Generated 12/16/11 09:15