1.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2020

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

CUSIP Number	912828MF4	Interest 01/15/11 (184 days)	$6.9547
Dated Date	January 15, 2010	Interest 07/15/11 (181 days)	$7.1655
Ref CPI on Dated Date	216.24610	Interest Total	$14.1202
Original Issue Date	January 15, 2010	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	1.01140	170	6.4243	x	x	7.6959	35.65			6.4243	0.00
Mon	01/03/11	218.71694	1.01143	172	6.5001	x	x	7.6201	35.62			6.5001	0.03
Tue	01/04/11	218.71990	1.01144	173	6.5379	x	x	7.5823	35.61			6.5379	0.04
Wed	01/05/11	218.72287	1.01145	174	6.5758	x	x	7.5444	35.60			6.5758	0.05
Thu	01/06/11	218.72584	1.01147	175	6.6137	x	x	7.5065	35.58			6.6137	0.07
Fri	01/07/11	218.72881	1.01148	176	6.6516	x	x	7.4686	35.57			6.6516	0.08
Mon	01/10/11	218.73771	1.01152	179	6.7652	x	x	7.3550	35.53			6.7652	0.12
Tue	01/11/11	218.74068	1.01154	180	6.8032	x	x	7.3170	35.51			6.8032	0.14
Wed	01/12/11	218.74365	1.01155	181	6.8410	x	x	7.2792	35.50			6.8410	0.15
Thu	01/13/11	218.74661	1.01156	182	6.8789	x	x	7.2413	35.49			6.8789	0.16
Fri	01/14/11	218.74958	1.01158	183	6.9168	x	x	7.2034	35.47			6.9168	0.18
Sat	01/15/11	218.75255	1.01159	0	0.0000		x	7.1655	35.46	x		6.9547	0.19
Mon	01/17/11	218.75848	1.01162	2	0.0768		x	7.0887	35.43	x		7.0315	0.22
Tue	01/18/11	218.76145	1.01163	3	0.1153		x	7.0502	35.42	x		7.0700	0.23
Wed	01/19/11	218.76442	1.01165	4	0.1537		x	7.0118	35.40	x		7.1084	0.25
Thu	01/20/11	218.76739	1.01166	5	0.1921		x	6.9734	35.39	x		7.1468	0.26
Fri	01/21/11	218.77035	1.01167	6	0.2306		x	6.9349	35.38	x		7.1853	0.27
Mon	01/24/11	218.77926	1.01171	9	0.3459		x	6.8196	35.34	x		7.3006	0.31
Tue	01/25/11	218.78223	1.01173	10	0.3843		x	6.7812	35.32	x		7.3390	0.33
Wed	01/26/11	218.78519	1.01174	11	0.4227		x	6.7428	35.31	x		7.3774	0.34
Thu	01/27/11	218.78816	1.01176	12	0.4612		x	6.7043	35.29	x		7.4159	0.36
Fri	01/28/11	218.79113	1.01177	13	0.4996		x	6.6659	35.28	x		7.4543	0.37
Mon	01/31/11	218.80003	1.01181	16	0.6149		x	6.5506	35.24	x		7.5696	0.41
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	02/01/11	218.80300	1.01182	17	0.6534		x	6.5121	35.23	x		7.6081	0.42
Wed	02/02/11	218.81643	1.01189	18	0.6918		x	6.4737	35.16	x		7.6465	0.49
Thu	02/03/11	218.82986	1.01195	19	0.7303		x	6.4352	35.10	x		7.6850	0.55
Fri	02/04/11	218.84329	1.01201	20	0.7688		x	6.3967	35.04	x		7.7235	0.61
Mon	02/07/11	218.88357	1.01220	23	0.8843		x	6.2812	34.85	x		7.8390	0.80
Tue	02/08/11	218.89700	1.01226	24	0.9228		x	6.2427	34.79	x		7.8775	0.86
Wed	02/09/11	218.91043	1.01232	25	0.9613		x	6.2042	34.73	x		7.9160	0.92
Thu	02/10/11	218.92386	1.01238	26	0.9998		x	6.1657	34.67	x		7.9545	0.98
Fri	02/11/11	218.93729	1.01245	27	1.0383		x	6.1272	34.60	x		7.9930	1.05
Mon	02/14/11	218.97757	1.01263	30	1.1539		x	6.0116	34.42	x		8.1086	1.23
Tue	02/15/11	218.99100	1.01269	31	1.1924		x	5.9731	34.36	x		8.1471	1.29
Wed	02/16/11	219.00443	1.01276	32	1.2310		x	5.9345	34.29	x		8.1857	1.36
Thu	02/17/11	219.01786	1.01282	33	1.2695		x	5.8960	34.23	x		8.2242	1.42
Fri	02/18/11	219.03129	1.01288	34	1.3081		x	5.8574	34.17	x		8.2628	1.48
Mon	02/21/11	219.07157	1.01307	37	1.4238		x	5.7417	33.98	x		8.3785	1.67
Tue	02/22/11	219.08500	1.01313	38	1.4623		x	5.7032	33.92	x		8.4170	1.73
Wed	02/23/11	219.09843	1.01319	39	1.5009		x	5.6646	33.86	x		8.4556	1.79
Thu	02/24/11	219.11186	1.01325	40	1.5395		x	5.6260	33.80	x		8.4942	1.85
Fri	02/25/11	219.12529	1.01331	41	1.5780		x	5.5875	33.74	x		8.5327	1.91
Mon	02/28/11	219.16557	1.01350	44	1.6938		x	5.4717	33.55	x		8.6485	2.10
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	1.01356	45	1.7324		x	5.4331	33.49	x		8.6871	2.16
Wed	03/02/11	219.21268	1.01372	46	1.7712		x	5.3943	33.33	x		8.7259	2.32
Thu	03/03/11	219.24635	1.01387	47	1.8100		x	5.3555	33.18	x		8.7647	2.47
Fri	03/04/11	219.28003	1.01403	48	1.8488		x	5.3167	33.02	x		8.8035	2.63
Mon	03/07/11	219.38106	1.01450	51	1.9652		x	5.2003	32.55	x		8.9199	3.10
Tue	03/08/11	219.41474	1.01465	52	2.0041		x	5.1614	32.40	x		8.9588	3.25
Wed	03/09/11	219.44842	1.01481	53	2.0429		x	5.1226	32.24	x		8.9976	3.41
Thu	03/10/11	219.48210	1.01496	54	2.0818		x	5.0837	32.09	x		9.0365	3.56
Fri	03/11/11	219.51577	1.01512	55	2.1207		x	5.0448	31.93	x		9.0754	3.72
Mon	03/14/11	219.61681	1.01559	58	2.2374		x	4.9281	31.46	x		9.1921	4.19
Tue	03/15/11	219.65048	1.01574	59	2.2763		x	4.8892	31.31	x		9.2310	4.34
Wed	03/16/11	219.68416	1.01590	60	2.3152		x	4.8503	31.15	x		9.2699	4.50
Thu	03/17/11	219.71784	1.01605	61	2.3542		x	4.8113	31.00	x		9.3089	4.65
Fri	03/18/11	219.75152	1.01621	62	2.3931		x	4.7724	30.84	x		9.3478	4.81
Mon	03/21/11	219.85255	1.01668	65	2.5101		x	4.6554	30.37	x		9.4648	5.28
Tue	03/22/11	219.88623	1.01683	66	2.5491		x	4.6164	30.22	x		9.5038	5.43
Wed	03/23/11	219.91990	1.01699	67	2.5881		x	4.5774	30.06	x		9.5428	5.59
Thu	03/24/11	219.95358	1.01714	68	2.6271		x	4.5384	29.91	x		9.5818	5.74
Fri	03/25/11	219.98726	1.01730	69	2.6662		x	4.4993	29.75	x		9.6209	5.90
Mon	03/28/11	220.08829	1.01777	72	2.7834		x	4.3821	29.28	x		9.7381	6.37
Tue	03/29/11	220.12197	1.01792	73	2.8225		x	4.3430	29.13	x		9.7772	6.52
Wed	03/30/11	220.15565	1.01808	74	2.8616		x	4.3039	28.97	x		9.8163	6.68
Thu	03/31/11	220.18932	1.01823	75	2.9007		x	4.2648	28.82	x		9.8554	6.83
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/11	220.22300	1.01839	76	2.9398		x	4.2257	28.66	x		9.8945	6.99
Mon	04/04/11	220.33160	1.01889	79	3.0574		x	4.1081	28.16	x		10.0121	7.49
Tue	04/05/11	220.36780	1.01906	80	3.0966		x	4.0689	27.99	x		10.0513	7.66
Wed	04/06/11	220.40400	1.01923	81	3.1358		x	4.0297	27.82	x		10.0905	7.83
Thu	04/07/11	220.44020	1.01940	82	3.1751		x	3.9904	27.65	x		10.1298	8.00
Fri	04/08/11	220.47640	1.01956	83	3.2143		x	3.9512	27.49	x		10.1690	8.16
Mon	04/11/11	220.58500	1.02006	86	3.3321		x	3.8334	26.99	x		10.2868	8.66
Tue	04/12/11	220.62120	1.02023	87	3.3714		x	3.7941	26.82	x		10.3261	8.83
Wed	04/13/11	220.65740	1.02040	88	3.4107		x	3.7548	26.65	x		10.3654	9.00
Thu	04/14/11	220.69360	1.02057	89	3.4501		x	3.7154	26.48	x		10.4048	9.17
Fri	04/15/11	220.72980	1.02073	90	3.4894		x	3.6761	26.32	x		10.4441	9.33
Mon	04/18/11	220.83840	1.02124	93	3.6075		x	3.5580	25.81	x		10.5622	9.84
Tue	04/19/11	220.87460	1.02140	94	3.6468		x	3.5187	25.65	x		10.6015	10.00
Wed	04/20/11	220.91080	1.02157	95	3.6863		x	3.4792	25.48	x		10.6410	10.17
Thu	04/21/11	220.94700	1.02174	96	3.7257		x	3.4398	25.31	x		10.6804	10.34
Fri	04/22/11	220.98320	1.02191	97	3.7651		x	3.4004	25.14	x		10.7198	10.51
Mon	04/25/11	221.09180	1.02241	100	3.8835		x	3.2820	24.64	x		10.8382	11.01
Tue	04/26/11	221.12800	1.02258	101	3.9230		x	3.2425	24.47	x		10.8777	11.18
Wed	04/27/11	221.16420	1.02274	102	3.9624		x	3.2031	24.31	x		10.9171	11.34
Thu	04/28/11	221.20040	1.02291	103	4.0019		x	3.1636	24.14	x		10.9566	11.51
Fri	04/29/11	221.23660	1.02308	104	4.0414		x	3.1241	23.97	x		10.9961	11.68
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	1.02373	107	4.1607		x	3.0048	23.32	x		11.1154	12.33
Tue	05/03/11	221.44823	1.02406	108	4.2009		x	2.9646	22.99	x		11.1556	12.66
Wed	05/04/11	221.51784	1.02438	109	4.2411		x	2.9244	22.67	x		11.1958	12.98
Thu	05/05/11	221.58745	1.02470	110	4.2814		x	2.8841	22.35	x		11.2361	13.30
Fri	05/06/11	221.65706	1.02502	111	4.3216		x	2.8439	22.03	x		11.2763	13.62
Mon	05/09/11	221.86590	1.02599	114	4.4427		x	2.7228	21.06	x		11.3974	14.59
Tue	05/10/11	221.93552	1.02631	115	4.4830		x	2.6825	20.74	x		11.4377	14.91
Wed	05/11/11	222.00513	1.02663	116	4.5234		x	2.6421	20.42	x		11.4781	15.23
Thu	05/12/11	222.07474	1.02695	117	4.5638		x	2.6017	20.10	x		11.5185	15.55
Fri	05/13/11	222.14435	1.02728	118	4.6043		x	2.5612	19.77	x		11.5590	15.88
Mon	05/16/11	222.35319	1.02824	121	4.7258		x	2.4397	18.81	x		11.6805	16.84
Tue	05/17/11	222.42281	1.02856	122	4.7663		x	2.3992	18.49	x		11.7210	17.16
Wed	05/18/11	222.49242	1.02889	123	4.8069		x	2.3586	18.16	x		11.7616	17.49
Thu	05/19/11	222.56203	1.02921	124	4.8475		x	2.3180	17.84	x		11.8022	17.81
Fri	05/20/11	222.63165	1.02953	125	4.8881		x	2.2774	17.52	x		11.8428	18.13
Mon	05/23/11	222.84048	1.03049	128	5.0101		x	2.1554	16.56	x		11.9648	19.09
Tue	05/24/11	222.91010	1.03082	129	5.0509		x	2.1146	16.23	x		12.0056	19.42
Wed	05/25/11	222.97971	1.03114	130	5.0916		x	2.0739	15.91	x		12.0463	19.74
Thu	05/26/11	223.04932	1.03146	131	5.1324		x	2.0331	15.59	x		12.0871	20.06
Fri	05/27/11	223.11894	1.03178	132	5.1732		x	1.9923	15.27	x		12.1279	20.38
Mon	05/30/11	223.32777	1.03275	135	5.2957		x	1.8698	14.30	x		12.2504	21.35
Tue	05/31/11	223.39739	1.03307	136	5.3366		x	1.8289	13.98	x		12.2913	21.67
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	1.03339	137	5.3775		x	1.7880	13.66	x		12.3322	21.99
Thu	06/02/11	223.51497	1.03361	138	5.4179		x	1.7476	13.44	x		12.3726	22.21
Fri	06/03/11	223.56293	1.03384	139	5.4584		x	1.7071	13.21	x		12.4131	22.44
Mon	06/06/11	223.70683	1.03450	142	5.5797		x	1.5858	12.55	x		12.5344	23.10
Tue	06/07/11	223.75480	1.03472	143	5.6202		x	1.5453	12.33	x		12.5749	23.32
Wed	06/08/11	223.80277	1.03494	144	5.6607		x	1.5048	12.11	x		12.6154	23.54
Thu	06/09/11	223.85073	1.03517	145	5.7013		x	1.4642	11.88	x		12.6560	23.77
Fri	06/10/11	223.89870	1.03539	146	5.7418		x	1.4237	11.66	x		12.6965	23.99
Mon	06/13/11	224.04260	1.03605	149	5.8636		x	1.3019	11.00	x		12.8183	24.65
Tue	06/14/11	224.09057	1.03628	150	5.9042		x	1.2613	10.77	x		12.8589	24.88
Wed	06/15/11	224.13853	1.03650	151	5.9448		x	1.2207	10.55	x		12.8995	25.10
Thu	06/16/11	224.18650	1.03672	152	5.9855		x	1.1800	10.33	x		12.9402	25.32
Fri	06/17/11	224.23447	1.03694	153	6.0261		x	1.1394	10.11	x		12.9808	25.54
Mon	06/20/11	224.37837	1.03761	156	6.1483		x	1.0172	9.44	x		13.1030	26.21
Tue	06/21/11	224.42633	1.03783	157	6.1890		x	0.9765	9.22	x		13.1437	26.43
Wed	06/22/11	224.47430	1.03805	158	6.2297		x	0.9358	9.00	x		13.1844	26.65
Thu	06/23/11	224.52227	1.03827	159	6.2705		x	0.8950	8.78	x		13.2252	26.87
Fri	06/24/11	224.57023	1.03849	160	6.3113		x	0.8542	8.56	x		13.2660	27.09
Mon	06/27/11	224.71413	1.03916	163	6.4337		x	0.7318	7.89	x		13.3884	27.76
Tue	06/28/11	224.76210	1.03938	164	6.4746		x	0.6909	7.67	x		13.4293	27.98
Wed	06/29/11	224.81007	1.03960	165	6.5154		x	0.6501	7.45	x		13.4701	28.20
Thu	06/30/11	224.85803	1.03982	166	6.5563		x	0.6092	7.23	x		13.5110	28.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/11	224.90600	1.04005	167	6.5973		x	0.5682	7.00	x		13.5520	28.65
Mon	07/04/11	225.00839	1.04052	170	6.7188		x	0.4467	6.53	x		13.6735	29.12
Tue	07/05/11	225.04252	1.04068	171	6.7594		x	0.4061	6.37	x		13.7141	29.28
Wed	07/06/11	225.07665	1.04084	172	6.8000		x	0.3655	6.21	x		13.7547	29.44
Thu	07/07/11	225.11077	1.04099	173	6.8405		x	0.3250	6.06	x		13.7952	29.59
Fri	07/08/11	225.14490	1.04115	174	6.8811		x	0.2844	5.90	x		13.8358	29.75
Mon	07/11/11	225.24729	1.04162	177	7.0029		x	0.1626	5.43	x		13.9576	30.22
Tue	07/12/11	225.28142	1.04178	178	7.0435		x	0.1220	5.27	x		13.9982	30.38
Wed	07/13/11	225.31555	1.04194	179	7.0842		x	0.0813	5.11	x		14.0389	30.54
Thu	07/14/11	225.34968	1.04210	180	7.1249		x	0.0406	4.95	x		14.0796	30.70
Fri	07/15/11	225.38381	1.04226	0	0.0000			0.0000	4.79	x	x	14.1202	30.86
Mon	07/18/11	225.48619	1.04273	3	0.1169			-0.1169	4.32	x	x	14.2371	31.33
Tue	07/19/11	225.52032	1.04289	4	0.1559			-0.1559	4.16	x	x	14.2761	31.49
Wed	07/20/11	225.55445	1.04305	5	0.1949			-0.1949	4.00	x	x	14.3151	31.65
Thu	07/21/11	225.58858	1.04320	6	0.2339			-0.2339	3.85	x	x	14.3541	31.80
Fri	07/22/11	225.62271	1.04336	7	0.2729			-0.2729	3.69	x	x	14.3931	31.96
Mon	07/25/11	225.72510	1.04383	10	0.3900			-0.3900	3.22	x	x	14.5102	32.43
Tue	07/26/11	225.75923	1.04399	11	0.4291			-0.4291	3.06	x	x	14.5493	32.59
Wed	07/27/11	225.79335	1.04415	12	0.4682			-0.4682	2.90	x	x	14.5884	32.75
Thu	07/28/11	225.82748	1.04431	13	0.5073			-0.5073	2.74	x	x	14.6275	32.91
Fri	07/29/11	225.86161	1.04447	14	0.5464			-0.5464	2.58	x	x	14.6666	33.07
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	1.04494	17	0.6637			-0.6637	2.11	x	x	14.7839	33.54
Tue	08/02/11	225.95619	1.04490	18	0.7028			-0.7028	2.15	x	x	14.8230	33.50
Wed	08/03/11	225.94839	1.04487	19	0.7418			-0.7418	2.18	x	x	14.8620	33.47
Thu	08/04/11	225.94058	1.04483	20	0.7808			-0.7808	2.22	x	x	14.9010	33.43
Fri	08/05/11	225.93277	1.04479	21	0.8198			-0.8198	2.26	x	x	14.9400	33.39
Mon	08/08/11	225.90935	1.04469	24	0.9368			-0.9368	2.36	x	x	15.0570	33.29
Tue	08/09/11	225.90155	1.04465	25	0.9758			-0.9758	2.40	x	x	15.0960	33.25
Wed	08/10/11	225.89374	1.04461	26	1.0148			-1.0148	2.44	x	x	15.1350	33.21
Thu	08/11/11	225.88594	1.04458	27	1.0538			-1.0538	2.47	x	x	15.1740	33.18
Fri	08/12/11	225.87813	1.04454	28	1.0928			-1.0928	2.51	x	x	15.2130	33.14
Mon	08/15/11	225.85471	1.04443	31	1.2098			-1.2098	2.62	x	x	15.3300	33.03
Tue	08/16/11	225.84690	1.04440	32	1.2487			-1.2487	2.65	x	x	15.3689	33.00
Wed	08/17/11	225.83910	1.04436	33	1.2877			-1.2877	2.69	x	x	15.4079	32.96
Thu	08/18/11	225.83129	1.04433	34	1.3267			-1.3267	2.72	x	x	15.4469	32.93
Fri	08/19/11	225.82348	1.04429	35	1.3657			-1.3657	2.76	x	x	15.4859	32.89
Mon	08/22/11	225.80006	1.04418	38	1.4826			-1.4826	2.87	x	x	15.6028	32.78
Tue	08/23/11	225.79226	1.04414	39	1.5215			-1.5215	2.91	x	x	15.6417	32.74
Wed	08/24/11	225.78445	1.04411	40	1.5605			-1.5605	2.94	x	x	15.6807	32.71
Thu	08/25/11	225.77665	1.04407	41	1.5994			-1.5994	2.98	x	x	15.7196	32.67
Fri	08/26/11	225.76884	1.04404	42	1.6384			-1.6384	3.01	x	x	15.7586	32.64
Mon	08/29/11	225.74542	1.04393	45	1.7552			-1.7552	3.12	x	x	15.8754	32.53
Tue	08/30/11	225.73761	1.04389	46	1.7942			-1.7942	3.16	x	x	15.9144	32.49
Wed	08/31/11	225.72981	1.04386	47	1.8331			-1.8331	3.19	x	x	15.9533	32.46
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/11	225.72200	1.04382	48	1.8721			-1.8721	3.23	x	x	15.9923	32.42
Fri	09/02/11	225.72867	1.04385	49	1.9111			-1.9111	3.20	x	x	16.0313	32.45
Mon	09/05/11	225.74867	1.04394	52	2.0283			-2.0283	3.11	x	x	16.1485	32.54
Tue	09/06/11	225.75533	1.04397	53	2.0674			-2.0674	3.08	x	x	16.1876	32.57
Wed	09/07/11	225.76200	1.04400	54	2.1064			-2.1064	3.05	x	x	16.2266	32.60
Thu	09/08/11	225.76867	1.04404	55	2.1455			-2.1455	3.01	x	x	16.2657	32.64
Fri	09/09/11	225.77533	1.04407	56	2.1846			-2.1846	2.98	x	x	16.3048	32.67
Mon	09/12/11	225.79533	1.04416	59	2.3018			-2.3018	2.89	x	x	16.4220	32.76
Tue	09/13/11	225.80200	1.04419	60	2.3409			-2.3409	2.86	x	x	16.4611	32.79
Wed	09/14/11	225.80867	1.04422	61	2.3800			-2.3800	2.83	x	x	16.5002	32.82
Thu	09/15/11	225.81533	1.04425	62	2.4191			-2.4191	2.80	x	x	16.5393	32.85
Fri	09/16/11	225.82200	1.04428	63	2.4582			-2.4582	2.77	x	x	16.5784	32.88
Mon	09/19/11	225.84200	1.04437	66	2.5755			-2.5755	2.68	x	x	16.6957	32.97
Tue	09/20/11	225.84867	1.04441	67	2.6146			-2.6146	2.64	x	x	16.7348	33.01
Wed	09/21/11	225.85533	1.04444	68	2.6537			-2.6537	2.61	x	x	16.7739	33.04
Thu	09/22/11	225.86200	1.04447	69	2.6928			-2.6928	2.58	x	x	16.8130	33.07
Fri	09/23/11	225.86867	1.04450	70	2.7319			-2.7319	2.55	x	x	16.8521	33.10
Mon	09/26/11	225.88867	1.04459	73	2.8492			-2.8492	2.46	x	x	16.9694	33.19
Tue	09/27/11	225.89533	1.04462	74	2.8883			-2.8883	2.43	x	x	17.0085	33.22
Wed	09/28/11	225.90200	1.04465	75	2.9274			-2.9274	2.40	x	x	17.0476	33.25
Thu	09/29/11	225.90867	1.04468	76	2.9666			-2.9666	2.37	x	x	17.0868	33.28
Fri	09/30/11	225.91533	1.04471	77	3.0057			-3.0057	2.34	x	x	17.1259	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	10/03/11	225.96219	1.04493	80	3.1234			-3.1234	2.12	x	x	17.2436	33.53
Tue	10/04/11	225.98229	1.04502	81	3.1627			-3.1627	2.03	x	x	17.2829	33.62
Wed	10/05/11	226.00239	1.04512	82	3.2021			-3.2021	1.93	x	x	17.3223	33.72
Thu	10/06/11	226.02248	1.04521	83	3.2414			-3.2414	1.84	x	x	17.3616	33.81
Fri	10/07/11	226.04258	1.04530	84	3.2808			-3.2808	1.75	x	x	17.4010	33.90
Mon	10/10/11	226.10287	1.04558	87	3.3988			-3.3988	1.47	x	x	17.5190	34.18
Tue	10/11/11	226.12297	1.04567	88	3.4382			-3.4382	1.38	x	x	17.5584	34.27
Wed	10/12/11	226.14306	1.04577	89	3.4776			-3.4776	1.28	x	x	17.5978	34.37
Thu	10/13/11	226.16316	1.04586	90	3.5170			-3.5170	1.19	x	x	17.6372	34.46
Fri	10/14/11	226.18326	1.04595	91	3.5564			-3.5564	1.10	x	x	17.6766	34.55
Mon	10/17/11	226.24355	1.04623	94	3.6746			-3.6746	0.82	x	x	17.7948	34.83
Tue	10/18/11	226.26365	1.04632	95	3.7140			-3.7140	0.73	x	x	17.8342	34.92
Wed	10/19/11	226.28374	1.04642	96	3.7535			-3.7535	0.63	x	x	17.8737	35.02
Thu	10/20/11	226.30384	1.04651	97	3.7929			-3.7929	0.54	x	x	17.9131	35.11
Fri	10/21/11	226.32394	1.04660	98	3.8323			-3.8323	0.45	x	x	17.9525	35.20
Mon	10/24/11	226.38423	1.04688	101	3.9507			-3.9507	0.17	x	x	18.0709	35.48
Tue	10/25/11	226.40432	1.04698	102	3.9902			-3.9902	0.07	x	x	18.1104	35.58
Wed	10/26/11	226.42442	1.04707	103	4.0297			-4.0297	-0.02	x	x	18.1499	35.67
Thu	10/27/11	226.44452	1.04716	104	4.0691			-4.0691	-0.11	x	x	18.1893	35.76
Fri	10/28/11	226.46461	1.04725	105	4.1086			-4.1086	-0.20	x	x	18.2288	35.85
Mon	10/31/11	226.52490	1.04753	108	4.2271			-4.2271	-0.48	x	x	18.3473	36.13
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	1.04763	109	4.2667			-4.2667	-0.58	x	x	18.3869	36.23
Wed	11/02/11	226.55647	1.04768	110	4.3060			-4.3060	-0.63	x	x	18.4262	36.28
Thu	11/03/11	226.56793	1.04773	111	4.3454			-4.3454	-0.68	x	x	18.4656	36.33
Fri	11/04/11	226.57940	1.04778	112	4.3847			-4.3847	-0.73	x	x	18.5049	36.38
Mon	11/07/11	226.61380	1.04794	115	4.5029			-4.5029	-0.89	x	x	18.6231	36.54
Tue	11/08/11	226.62527	1.04800	116	4.5423			-4.5423	-0.95	x	x	18.6625	36.60
Wed	11/09/11	226.63673	1.04805	117	4.5817			-4.5817	-1.00	x	x	18.7019	36.65
Thu	11/10/11	226.64820	1.04810	118	4.6210			-4.6210	-1.05	x	x	18.7412	36.70
Fri	11/11/11	226.65967	1.04816	119	4.6605			-4.6605	-1.11	x	x	18.7807	36.76
Mon	11/14/11	226.69407	1.04832	122	4.7787			-4.7787	-1.27	x	x	18.8989	36.92
Tue	11/15/11	226.70553	1.04837	123	4.8181			-4.8181	-1.32	x	x	18.9383	36.97
Wed	11/16/11	226.71700	1.04842	124	4.8575			-4.8575	-1.37	x	x	18.9777	37.02
Thu	11/17/11	226.72847	1.04847	125	4.8969			-4.8969	-1.42	x	x	19.0171	37.07
Fri	11/18/11	226.73993	1.04853	126	4.9364			-4.9364	-1.48	x	x	19.0566	37.13
Mon	11/21/11	226.77433	1.04869	129	5.0547			-5.0547	-1.64	x	x	19.1749	37.29
Tue	11/22/11	226.78580	1.04874	130	5.0941			-5.0941	-1.69	x	x	19.2143	37.34
Wed	11/23/11	226.79727	1.04879	131	5.1335			-5.1335	-1.74	x	x	19.2537	37.39
Thu	11/24/11	226.80873	1.04885	132	5.1730			-5.1730	-1.80	x	x	19.2932	37.45
Fri	11/25/11	226.82020	1.04890	133	5.2124			-5.2124	-1.85	x	x	19.3326	37.50
Mon	11/28/11	226.85460	1.04906	136	5.3308			-5.3308	-2.01	x	x	19.4510	37.66
Tue	11/29/11	226.86607	1.04911	137	5.3703			-5.3703	-2.06	x	x	19.4905	37.71
Wed	11/30/11	226.87753	1.04916	138	5.4097			-5.4097	-2.11	x	x	19.5299	37.76
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	12/01/11	226.88900	1.04922	139	5.4492			-5.4492	-2.17	x	x	19.5694	37.82
Fri	12/02/11	226.87390	1.04915	140	5.4881			-5.4881	-2.10	x	x	19.6083	37.75
Mon	12/05/11	226.82861	1.04894	143	5.6046			-5.6046	-1.89	x	x	19.7248	37.54
Tue	12/06/11	226.81352	1.04887	144	5.6434			-5.6434	-1.82	x	x	19.7636	37.47
Wed	12/07/11	226.79842	1.04880	145	5.6822			-5.6822	-1.75	x	x	19.8024	37.40
Thu	12/08/11	226.78332	1.04873	146	5.7210			-5.7210	-1.68	x	x	19.8412	37.33
Fri	12/09/11	226.76823	1.04866	147	5.7598			-5.7598	-1.61	x	x	19.8800	37.26
Mon	12/12/11	226.72294	1.04845	150	5.8762			-5.8762	-1.40	x	x	19.9964	37.05
Tue	12/13/11	226.70784	1.04838	151	5.9149			-5.9149	-1.33	x	x	20.0351	36.98
Wed	12/14/11	226.69274	1.04831	152	5.9537			-5.9537	-1.26	x	x	20.0739	36.91
Thu	12/15/11	226.67765	1.04824	153	5.9925			-5.9925	-1.19	x	x	20.1127	36.84
Fri	12/16/11	226.66255	1.04817	154	6.0312			-6.0312	-1.12	x	x	20.1514	36.77
Mon	12/19/11	226.61726	1.04796	157	6.1475			-6.1475	-0.91	x	x	20.2677	36.56
Tue	12/20/11	226.60216	1.04789	158	6.1863			-6.1863	-0.84	x	x	20.3065	36.49
Wed	12/21/11	226.58706	1.04782	159	6.2250			-6.2250	-0.77	x	x	20.3452	36.42
Thu	12/22/11	226.57197	1.04775	160	6.2637			-6.2637	-0.70	x	x	20.3839	36.35
Fri	12/23/11	226.55687	1.04768	161	6.3025			-6.3025	-0.63	x	x	20.4227	36.28
Mon	12/26/11	226.51158	1.04747	164	6.4186			-6.4186	-0.42	x	x	20.5388	36.07
Tue	12/27/11	226.49648	1.04740	165	6.4573			-6.4573	-0.35	x	x	20.5775	36.00
Wed	12/28/11	226.48139	1.04733	166	6.4960			-6.4960	-0.28	x	x	20.6162	35.93
Thu	12/29/11	226.46629	1.04726	167	6.5347			-6.5347	-0.21	x	x	20.6549	35.86
Fri	12/30/11	226.45119	1.04719	168	6.5734			-6.5734	-0.14	x	x	20.6936	35.79
Sun	01/01/12	226.42100	1.04705

Generated 12/16/11 09:15