1.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2020

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

CUSIP Number	912828NM8	Interest 01/15/11 (184 days)	$6.2691
Dated Date	July 15, 2010	Interest 07/15/11 (181 days)	$6.4592
Ref CPI on Dated Date	218.08532	Interest Total	$12.7283
Original Issue Date	July 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	1.00287	170	5.7910	x	x	6.9373	35.35			5.7910	0.00
Mon	01/03/11	218.71694	1.00290	172	5.8593	x	x	6.8690	35.32			5.8593	0.03
Tue	01/04/11	218.71990	1.00291	173	5.8935	x	x	6.8348	35.31			5.8935	0.04
Wed	01/05/11	218.72287	1.00292	174	5.9276	x	x	6.8007	35.30			5.9276	0.05
Thu	01/06/11	218.72584	1.00294	175	5.9618	x	x	6.7665	35.28			5.9618	0.07
Fri	01/07/11	218.72881	1.00295	176	5.9959	x	x	6.7324	35.27			5.9959	0.08
Mon	01/10/11	218.73771	1.00299	179	6.0983	x	x	6.6300	35.23			6.0983	0.12
Tue	01/11/11	218.74068	1.00301	180	6.1325	x	x	6.5958	35.21			6.1325	0.14
Wed	01/12/11	218.74365	1.00302	181	6.1667	x	x	6.5616	35.20			6.1667	0.15
Thu	01/13/11	218.74661	1.00303	182	6.2008	x	x	6.5275	35.19			6.2008	0.16
Fri	01/14/11	218.74958	1.00305	183	6.2350	x	x	6.4933	35.17			6.2350	0.18
Sat	01/15/11	218.75255	1.00306	0	0.0000		x	6.4592	35.16	x		6.2691	0.19
Mon	01/17/11	218.75848	1.00309	2	0.0693		x	6.3899	35.13	x		6.3384	0.22
Tue	01/18/11	218.76145	1.00310	3	0.1039		x	6.3553	35.12	x		6.3730	0.23
Wed	01/19/11	218.76442	1.00311	4	0.1386		x	6.3206	35.11	x		6.4077	0.24
Thu	01/20/11	218.76739	1.00313	5	0.1732		x	6.2860	35.09	x		6.4423	0.26
Fri	01/21/11	218.77035	1.00314	6	0.2078		x	6.2514	35.08	x		6.4769	0.27
Mon	01/24/11	218.77926	1.00318	9	0.3118		x	6.1474	35.04	x		6.5809	0.31
Tue	01/25/11	218.78223	1.00320	10	0.3464		x	6.1128	35.02	x		6.6155	0.33
Wed	01/26/11	218.78519	1.00321	11	0.3811		x	6.0781	35.01	x		6.6502	0.34
Thu	01/27/11	218.78816	1.00322	12	0.4157		x	6.0435	35.00	x		6.6848	0.35
Fri	01/28/11	218.79113	1.00324	13	0.4503		x	6.0089	34.98	x		6.7194	0.37
Mon	01/31/11	218.80003	1.00328	16	0.5543		x	5.9049	34.94	x		6.8234	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	1.00329	17	0.5889		x	5.8703	34.93	x		6.8580	0.42
Wed	02/02/11	218.81643	1.00335	18	0.6236		x	5.8356	34.87	x		6.8927	0.48
Thu	02/03/11	218.82986	1.00341	19	0.6583		x	5.8009	34.81	x		6.9274	0.54
Fri	02/04/11	218.84329	1.00348	20	0.6930		x	5.7662	34.74	x		6.9621	0.61
Mon	02/07/11	218.88357	1.00366	23	0.7971		x	5.6621	34.56	x		7.0662	0.79
Tue	02/08/11	218.89700	1.00372	24	0.8318		x	5.6274	34.50	x		7.1009	0.85
Wed	02/09/11	218.91043	1.00378	25	0.8665		x	5.5927	34.44	x		7.1356	0.91
Thu	02/10/11	218.92386	1.00385	26	0.9012		x	5.5580	34.37	x		7.1703	0.98
Fri	02/11/11	218.93729	1.00391	27	0.9360		x	5.5232	34.31	x		7.2051	1.04
Mon	02/14/11	218.97757	1.00409	30	1.0401		x	5.4191	34.13	x		7.3092	1.22
Tue	02/15/11	218.99100	1.00415	31	1.0749		x	5.3843	34.07	x		7.3440	1.28
Wed	02/16/11	219.00443	1.00421	32	1.1096		x	5.3496	34.01	x		7.3787	1.34
Thu	02/17/11	219.01786	1.00428	33	1.1444		x	5.3148	33.94	x		7.4135	1.41
Fri	02/18/11	219.03129	1.00434	34	1.1791		x	5.2801	33.88	x		7.4482	1.47
Mon	02/21/11	219.07157	1.00452	37	1.2834		x	5.1758	33.70	x		7.5525	1.65
Tue	02/22/11	219.08500	1.00458	38	1.3182		x	5.1410	33.64	x		7.5873	1.71
Wed	02/23/11	219.09843	1.00465	39	1.3529		x	5.1063	33.57	x		7.6220	1.78
Thu	02/24/11	219.11186	1.00471	40	1.3877		x	5.0715	33.51	x		7.6568	1.84
Fri	02/25/11	219.12529	1.00477	41	1.4225		x	5.0367	33.45	x		7.6916	1.90
Mon	02/28/11	219.16557	1.00495	44	1.5269		x	4.9323	33.27	x		7.7960	2.08
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	1.00501	45	1.5617		x	4.8975	33.21	x		7.8308	2.14
Wed	03/02/11	219.21268	1.00517	46	1.5966		x	4.8626	33.05	x		7.8657	2.30
Thu	03/03/11	219.24635	1.00532	47	1.6316		x	4.8276	32.90	x		7.9007	2.45
Fri	03/04/11	219.28003	1.00548	48	1.6665		x	4.7927	32.74	x		7.9356	2.61
Mon	03/07/11	219.38106	1.00594	51	1.7715		x	4.6877	32.28	x		8.0406	3.07
Tue	03/08/11	219.41474	1.00610	52	1.8065		x	4.6527	32.12	x		8.0756	3.23
Wed	03/09/11	219.44842	1.00625	53	1.8415		x	4.6177	31.97	x		8.1106	3.38
Thu	03/10/11	219.48210	1.00640	54	1.8766		x	4.5826	31.82	x		8.1457	3.53
Fri	03/11/11	219.51577	1.00656	55	1.9116		x	4.5476	31.66	x		8.1807	3.69
Mon	03/14/11	219.61681	1.00702	58	2.0168		x	4.4424	31.20	x		8.2859	4.15
Tue	03/15/11	219.65048	1.00718	59	2.0519		x	4.4073	31.04	x		8.3210	4.31
Wed	03/16/11	219.68416	1.00733	60	2.0870		x	4.3722	30.89	x		8.3561	4.46
Thu	03/17/11	219.71784	1.00749	61	2.1221		x	4.3371	30.73	x		8.3912	4.62
Fri	03/18/11	219.75152	1.00764	62	2.1572		x	4.3020	30.58	x		8.4263	4.77
Mon	03/21/11	219.85255	1.00810	65	2.2627		x	4.1965	30.12	x		8.5318	5.23
Tue	03/22/11	219.88623	1.00826	66	2.2978		x	4.1614	29.96	x		8.5669	5.39
Wed	03/23/11	219.91990	1.00841	67	2.3330		x	4.1262	29.81	x		8.6021	5.54
Thu	03/24/11	219.95358	1.00857	68	2.3682		x	4.0910	29.65	x		8.6373	5.70
Fri	03/25/11	219.98726	1.00872	69	2.4034		x	4.0558	29.50	x		8.6725	5.85
Mon	03/28/11	220.08829	1.00918	72	2.5090		x	3.9502	29.04	x		8.7781	6.31
Tue	03/29/11	220.12197	1.00934	73	2.5443		x	3.9149	28.88	x		8.8134	6.47
Wed	03/30/11	220.15565	1.00949	74	2.5795		x	3.8797	28.73	x		8.8486	6.62
Thu	03/31/11	220.18932	1.00965	75	2.6148		x	3.8444	28.57	x		8.8839	6.78
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	1.00980	76	2.6500		x	3.8092	28.42	x		8.9191	6.93
Mon	04/04/11	220.33160	1.01030	79	2.7560		x	3.7032	27.92	x		9.0251	7.43
Tue	04/05/11	220.36780	1.01047	80	2.7914		x	3.6678	27.75	x		9.0605	7.60
Wed	04/06/11	220.40400	1.01063	81	2.8267		x	3.6325	27.59	x		9.0958	7.76
Thu	04/07/11	220.44020	1.01080	82	2.8621		x	3.5971	27.42	x		9.1312	7.93
Fri	04/08/11	220.47640	1.01096	83	2.8974		x	3.5618	27.26	x		9.1665	8.09
Mon	04/11/11	220.58500	1.01146	86	3.0036		x	3.4556	26.76	x		9.2727	8.59
Tue	04/12/11	220.62120	1.01163	87	3.0391		x	3.4201	26.59	x		9.3082	8.76
Wed	04/13/11	220.65740	1.01179	88	3.0745		x	3.3847	26.43	x		9.3436	8.92
Thu	04/14/11	220.69360	1.01196	89	3.1100		x	3.3492	26.26	x		9.3791	9.09
Fri	04/15/11	220.72980	1.01213	90	3.1454		x	3.3138	26.09	x		9.4145	9.26
Mon	04/18/11	220.83840	1.01262	93	3.2519		x	3.2073	25.60	x		9.5210	9.75
Tue	04/19/11	220.87460	1.01279	94	3.2874		x	3.1718	25.43	x		9.5565	9.92
Wed	04/20/11	220.91080	1.01296	95	3.3229		x	3.1363	25.26	x		9.5920	10.09
Thu	04/21/11	220.94700	1.01312	96	3.3584		x	3.1008	25.10	x		9.6275	10.25
Fri	04/22/11	220.98320	1.01329	97	3.3940		x	3.0652	24.93	x		9.6631	10.42
Mon	04/25/11	221.09180	1.01379	100	3.5007		x	2.9585	24.43	x		9.7698	10.92
Tue	04/26/11	221.12800	1.01395	101	3.5362		x	2.9230	24.27	x		9.8053	11.08
Wed	04/27/11	221.16420	1.01412	102	3.5718		x	2.8874	24.10	x		9.8409	11.25
Thu	04/28/11	221.20040	1.01428	103	3.6074		x	2.8518	23.94	x		9.8765	11.41
Fri	04/29/11	221.23660	1.01445	104	3.6431		x	2.8161	23.77	x		9.9122	11.58
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	1.01510	107	3.7505		x	2.7087	23.12	x		10.0196	12.23
Tue	05/03/11	221.44823	1.01542	108	3.7868		x	2.6724	22.80	x		10.0559	12.55
Wed	05/04/11	221.51784	1.01574	109	3.8231		x	2.6361	22.48	x		10.0922	12.87
Thu	05/05/11	221.58745	1.01606	110	3.8593		x	2.5999	22.16	x		10.1284	13.19
Fri	05/06/11	221.65706	1.01638	111	3.8957		x	2.5635	21.84	x		10.1648	13.51
Mon	05/09/11	221.86590	1.01734	114	4.0047		x	2.4545	20.88	x		10.2738	14.47
Tue	05/10/11	221.93552	1.01765	115	4.0411		x	2.4181	20.57	x		10.3102	14.78
Wed	05/11/11	222.00513	1.01797	116	4.0775		x	2.3817	20.25	x		10.3466	15.10
Thu	05/12/11	222.07474	1.01829	117	4.1139		x	2.3453	19.93	x		10.3830	15.42
Fri	05/13/11	222.14435	1.01861	118	4.1504		x	2.3088	19.61	x		10.4195	15.74
Mon	05/16/11	222.35319	1.01957	121	4.2599		x	2.1993	18.65	x		10.5290	16.70
Tue	05/17/11	222.42281	1.01989	122	4.2965		x	2.1627	18.33	x		10.5656	17.02
Wed	05/18/11	222.49242	1.02021	123	4.3331		x	2.1261	18.01	x		10.6022	17.34
Thu	05/19/11	222.56203	1.02053	124	4.3697		x	2.0895	17.69	x		10.6388	17.66
Fri	05/20/11	222.63165	1.02085	125	4.4063		x	2.0529	17.37	x		10.6754	17.98
Mon	05/23/11	222.84048	1.02180	128	4.5162		x	1.9430	16.42	x		10.7853	18.93
Tue	05/24/11	222.91010	1.02212	129	4.5530		x	1.9062	16.10	x		10.8221	19.25
Wed	05/25/11	222.97971	1.02244	130	4.5897		x	1.8695	15.78	x		10.8588	19.57
Thu	05/26/11	223.04932	1.02276	131	4.6264		x	1.8328	15.46	x		10.8955	19.89
Fri	05/27/11	223.11894	1.02308	132	4.6632		x	1.7960	15.14	x		10.9323	20.21
Mon	05/30/11	223.32777	1.02404	135	4.7737		x	1.6855	14.18	x		11.0428	21.17
Tue	05/31/11	223.39739	1.02436	136	4.8105		x	1.6487	13.86	x		11.0796	21.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/11	223.46700	1.02468	137	4.8474		x	1.6118	13.54	x		11.1165	21.81
Thu	06/02/11	223.51497	1.02490	138	4.8838		x	1.5754	13.32	x		11.1529	22.03
Fri	06/03/11	223.56293	1.02512	139	4.9203		x	1.5389	13.10	x		11.1894	22.25
Mon	06/06/11	223.70683	1.02578	142	5.0297		x	1.4295	12.44	x		11.2988	22.91
Tue	06/07/11	223.75480	1.02600	143	5.0662		x	1.3930	12.22	x		11.3353	23.13
Wed	06/08/11	223.80277	1.02622	144	5.1028		x	1.3564	12.00	x		11.3719	23.35
Thu	06/09/11	223.85073	1.02644	145	5.1393		x	1.3199	11.78	x		11.4084	23.57
Fri	06/10/11	223.89870	1.02666	146	5.1758		x	1.2834	11.56	x		11.4449	23.79
Mon	06/13/11	224.04260	1.02732	149	5.2856		x	1.1736	10.90	x		11.5547	24.45
Tue	06/14/11	224.09057	1.02754	150	5.3222		x	1.1370	10.68	x		11.5913	24.67
Wed	06/15/11	224.13853	1.02776	151	5.3588		x	1.1004	10.46	x		11.6279	24.89
Thu	06/16/11	224.18650	1.02798	152	5.3955		x	1.0637	10.24	x		11.6646	25.11
Fri	06/17/11	224.23447	1.02820	153	5.4321		x	1.0271	10.02	x		11.7012	25.33
Mon	06/20/11	224.37837	1.02886	156	5.5422		x	0.9170	9.36	x		11.8113	25.99
Tue	06/21/11	224.42633	1.02908	157	5.5789		x	0.8803	9.14	x		11.8480	26.21
Wed	06/22/11	224.47430	1.02930	158	5.6157		x	0.8435	8.92	x		11.8848	26.43
Thu	06/23/11	224.52227	1.02952	159	5.6524		x	0.8068	8.70	x		11.9215	26.65
Fri	06/24/11	224.57023	1.02974	160	5.6892		x	0.7700	8.48	x		11.9583	26.87
Mon	06/27/11	224.71413	1.03040	163	5.7996		x	0.6596	7.82	x		12.0687	27.53
Tue	06/28/11	224.76210	1.03062	164	5.8364		x	0.6228	7.60	x		12.1055	27.75
Wed	06/29/11	224.81007	1.03084	165	5.8732		x	0.5860	7.38	x		12.1423	27.97
Thu	06/30/11	224.85803	1.03106	166	5.9101		x	0.5491	7.16	x		12.1792	28.19
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	1.03128	167	5.9470		x	0.5122	6.94	x		12.2161	28.41
Mon	07/04/11	225.00839	1.03174	170	6.0565		x	0.4027	6.48	x		12.3256	28.87
Tue	07/05/11	225.04252	1.03190	171	6.0931		x	0.3661	6.32	x		12.3622	29.03
Wed	07/06/11	225.07665	1.03206	172	6.1296		x	0.3296	6.16	x		12.3987	29.19
Thu	07/07/11	225.11077	1.03221	173	6.1662		x	0.2930	6.01	x		12.4353	29.34
Fri	07/08/11	225.14490	1.03237	174	6.2028		x	0.2564	5.85	x		12.4719	29.50
Mon	07/11/11	225.24729	1.03284	177	6.3126		x	0.1466	5.38	x		12.5817	29.97
Tue	07/12/11	225.28142	1.03300	178	6.3492		x	0.1100	5.22	x		12.6183	30.13
Wed	07/13/11	225.31555	1.03315	179	6.3858		x	0.0734	5.07	x		12.6549	30.28
Thu	07/14/11	225.34968	1.03331	180	6.4225		x	0.0367	4.91	x		12.6916	30.44
Fri	07/15/11	225.38381	1.03347	0	0.0000			0.0000	4.75	x	x	12.7283	30.60
Mon	07/18/11	225.48619	1.03394	3	0.1054			-0.1054	4.28	x	x	12.8337	31.07
Tue	07/19/11	225.52032	1.03409	4	0.1405			-0.1405	4.13	x	x	12.8688	31.22
Wed	07/20/11	225.55445	1.03425	5	0.1757			-0.1757	3.97	x	x	12.9040	31.38
Thu	07/21/11	225.58858	1.03441	6	0.2108			-0.2108	3.81	x	x	12.9391	31.54
Fri	07/22/11	225.62271	1.03456	7	0.2460			-0.2460	3.66	x	x	12.9743	31.69
Mon	07/25/11	225.72510	1.03503	10	0.3516			-0.3516	3.19	x	x	13.0799	32.16
Tue	07/26/11	225.75923	1.03519	11	0.3868			-0.3868	3.03	x	x	13.1151	32.32
Wed	07/27/11	225.79335	1.03534	12	0.4220			-0.4220	2.88	x	x	13.1503	32.47
Thu	07/28/11	225.82748	1.03550	13	0.4573			-0.4573	2.72	x	x	13.1856	32.63
Fri	07/29/11	225.86161	1.03566	14	0.4925			-0.4925	2.56	x	x	13.2208	32.79
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	1.03613	17	0.5983			-0.5983	2.09	x	x	13.3266	33.26
Tue	08/02/11	225.95619	1.03609	18	0.6335			-0.6335	2.13	x	x	13.3618	33.22
Wed	08/03/11	225.94839	1.03606	19	0.6687			-0.6687	2.16	x	x	13.3970	33.19
Thu	08/04/11	225.94058	1.03602	20	0.7038			-0.7038	2.20	x	x	13.4321	33.15
Fri	08/05/11	225.93277	1.03598	21	0.7390			-0.7390	2.24	x	x	13.4673	33.11
Mon	08/08/11	225.90935	1.03588	24	0.8445			-0.8445	2.34	x	x	13.5728	33.01
Tue	08/09/11	225.90155	1.03584	25	0.8796			-0.8796	2.38	x	x	13.6079	32.97
Wed	08/10/11	225.89374	1.03580	26	0.9148			-0.9148	2.42	x	x	13.6431	32.93
Thu	08/11/11	225.88594	1.03577	27	0.9499			-0.9499	2.45	x	x	13.6782	32.90
Fri	08/12/11	225.87813	1.03573	28	0.9851			-0.9851	2.49	x	x	13.7134	32.86
Mon	08/15/11	225.85471	1.03563	31	1.0905			-1.0905	2.59	x	x	13.8188	32.76
Tue	08/16/11	225.84690	1.03559	32	1.1256			-1.1256	2.63	x	x	13.8539	32.72
Wed	08/17/11	225.83910	1.03555	33	1.1608			-1.1608	2.67	x	x	13.8891	32.68
Thu	08/18/11	225.83129	1.03552	34	1.1959			-1.1959	2.70	x	x	13.9242	32.65
Fri	08/19/11	225.82348	1.03548	35	1.2310			-1.2310	2.74	x	x	13.9593	32.61
Mon	08/22/11	225.80006	1.03537	38	1.3364			-1.3364	2.85	x	x	14.0647	32.50
Tue	08/23/11	225.79226	1.03534	39	1.3715			-1.3715	2.88	x	x	14.0998	32.47
Wed	08/24/11	225.78445	1.03530	40	1.4067			-1.4067	2.92	x	x	14.1350	32.43
Thu	08/25/11	225.77665	1.03527	41	1.4418			-1.4418	2.95	x	x	14.1701	32.40
Fri	08/26/11	225.76884	1.03523	42	1.4769			-1.4769	2.99	x	x	14.2052	32.36
Mon	08/29/11	225.74542	1.03512	45	1.5822			-1.5822	3.10	x	x	14.3105	32.25
Tue	08/30/11	225.73761	1.03509	46	1.6173			-1.6173	3.13	x	x	14.3456	32.22
Wed	08/31/11	225.72981	1.03505	47	1.6524			-1.6524	3.17	x	x	14.3807	32.18
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	1.03502	48	1.6875			-1.6875	3.20	x	x	14.4158	32.15
Fri	09/02/11	225.72867	1.03505	49	1.7227			-1.7227	3.17	x	x	14.4510	32.18
Mon	09/05/11	225.74867	1.03514	52	1.8284			-1.8284	3.08	x	x	14.5567	32.27
Tue	09/06/11	225.75533	1.03517	53	1.8636			-1.8636	3.05	x	x	14.5919	32.30
Wed	09/07/11	225.76200	1.03520	54	1.8988			-1.8988	3.02	x	x	14.6271	32.33
Thu	09/08/11	225.76867	1.03523	55	1.9340			-1.9340	2.99	x	x	14.6623	32.36
Fri	09/09/11	225.77533	1.03526	56	1.9692			-1.9692	2.96	x	x	14.6975	32.39
Mon	09/12/11	225.79533	1.03535	59	2.0749			-2.0749	2.87	x	x	14.8032	32.48
Tue	09/13/11	225.80200	1.03538	60	2.1101			-2.1101	2.84	x	x	14.8384	32.51
Wed	09/14/11	225.80867	1.03541	61	2.1454			-2.1454	2.81	x	x	14.8737	32.54
Thu	09/15/11	225.81533	1.03544	62	2.1806			-2.1806	2.78	x	x	14.9089	32.57
Fri	09/16/11	225.82200	1.03548	63	2.2159			-2.2159	2.74	x	x	14.9442	32.61
Mon	09/19/11	225.84200	1.03557	66	2.3216			-2.3216	2.65	x	x	15.0499	32.70
Tue	09/20/11	225.84867	1.03560	67	2.3568			-2.3568	2.62	x	x	15.0851	32.73
Wed	09/21/11	225.85533	1.03563	68	2.3921			-2.3921	2.59	x	x	15.1204	32.76
Thu	09/22/11	225.86200	1.03566	69	2.4273			-2.4273	2.56	x	x	15.1556	32.79
Fri	09/23/11	225.86867	1.03569	70	2.4626			-2.4626	2.53	x	x	15.1909	32.82
Mon	09/26/11	225.88867	1.03578	73	2.5683			-2.5683	2.44	x	x	15.2966	32.91
Tue	09/27/11	225.89533	1.03581	74	2.6036			-2.6036	2.41	x	x	15.3319	32.94
Wed	09/28/11	225.90200	1.03584	75	2.6389			-2.6389	2.38	x	x	15.3672	32.97
Thu	09/29/11	225.90867	1.03587	76	2.6741			-2.6741	2.35	x	x	15.4024	33.00
Fri	09/30/11	225.91533	1.03590	77	2.7094			-2.7094	2.32	x	x	15.4377	33.03
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	10/03/11	225.96219	1.03612	80	2.8155			-2.8155	2.10	x	x	15.5438	33.25
Tue	10/04/11	225.98229	1.03621	81	2.8510			-2.8510	2.01	x	x	15.5793	33.34
Wed	10/05/11	226.00239	1.03630	82	2.8864			-2.8864	1.92	x	x	15.6147	33.43
Thu	10/06/11	226.02248	1.03639	83	2.9219			-2.9219	1.83	x	x	15.6502	33.52
Fri	10/07/11	226.04258	1.03649	84	2.9574			-2.9574	1.73	x	x	15.6857	33.62
Mon	10/10/11	226.10287	1.03676	87	3.0638			-3.0638	1.46	x	x	15.7921	33.89
Tue	10/11/11	226.12297	1.03686	88	3.0993			-3.0993	1.36	x	x	15.8276	33.99
Wed	10/12/11	226.14306	1.03695	89	3.1348			-3.1348	1.27	x	x	15.8631	34.08
Thu	10/13/11	226.16316	1.03704	90	3.1703			-3.1703	1.18	x	x	15.8986	34.17
Fri	10/14/11	226.18326	1.03713	91	3.2058			-3.2058	1.09	x	x	15.9341	34.26
Mon	10/17/11	226.24355	1.03741	94	3.3124			-3.3124	0.81	x	x	16.0407	34.54
Tue	10/18/11	226.26365	1.03750	95	3.3479			-3.3479	0.72	x	x	16.0762	34.63
Wed	10/19/11	226.28374	1.03759	96	3.3834			-3.3834	0.63	x	x	16.1117	34.72
Thu	10/20/11	226.30384	1.03768	97	3.4190			-3.4190	0.54	x	x	16.1473	34.81
Fri	10/21/11	226.32394	1.03778	98	3.4546			-3.4546	0.44	x	x	16.1829	34.91
Mon	10/24/11	226.38423	1.03805	101	3.5612			-3.5612	0.17	x	x	16.2895	35.18
Tue	10/25/11	226.40432	1.03815	102	3.5969			-3.5969	0.07	x	x	16.3252	35.28
Wed	10/26/11	226.42442	1.03824	103	3.6324			-3.6324	-0.02	x	x	16.3607	35.37
Thu	10/27/11	226.44452	1.03833	104	3.6680			-3.6680	-0.11	x	x	16.3963	35.46
Fri	10/28/11	226.46461	1.03842	105	3.7036			-3.7036	-0.20	x	x	16.4319	35.55
Mon	10/31/11	226.52490	1.03870	108	3.8104			-3.8104	-0.48	x	x	16.5387	35.83
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/11	226.54500	1.03879	109	3.8461			-3.8461	-0.57	x	x	16.5744	35.92
Wed	11/02/11	226.55647	1.03884	110	3.8815			-3.8815	-0.62	x	x	16.6098	35.97
Thu	11/03/11	226.56793	1.03890	111	3.9170			-3.9170	-0.68	x	x	16.6453	36.03
Fri	11/04/11	226.57940	1.03895	112	3.9525			-3.9525	-0.73	x	x	16.6808	36.08
Mon	11/07/11	226.61380	1.03911	115	4.0590			-4.0590	-0.89	x	x	16.7873	36.24
Tue	11/08/11	226.62527	1.03916	116	4.0945			-4.0945	-0.94	x	x	16.8228	36.29
Wed	11/09/11	226.63673	1.03921	117	4.1300			-4.1300	-0.99	x	x	16.8583	36.34
Thu	11/10/11	226.64820	1.03926	118	4.1655			-4.1655	-1.04	x	x	16.8938	36.39
Fri	11/11/11	226.65967	1.03932	119	4.2011			-4.2011	-1.10	x	x	16.9294	36.45
Mon	11/14/11	226.69407	1.03947	122	4.3076			-4.3076	-1.25	x	x	17.0359	36.60
Tue	11/15/11	226.70553	1.03953	123	4.3431			-4.3431	-1.31	x	x	17.0714	36.66
Wed	11/16/11	226.71700	1.03958	124	4.3787			-4.3787	-1.36	x	x	17.1070	36.71
Thu	11/17/11	226.72847	1.03963	125	4.4142			-4.4142	-1.41	x	x	17.1425	36.76
Fri	11/18/11	226.73993	1.03968	126	4.4497			-4.4497	-1.46	x	x	17.1780	36.81
Mon	11/21/11	226.77433	1.03984	129	4.5564			-4.5564	-1.62	x	x	17.2847	36.97
Tue	11/22/11	226.78580	1.03989	130	4.5919			-4.5919	-1.67	x	x	17.3202	37.02
Wed	11/23/11	226.79727	1.03995	131	4.6275			-4.6275	-1.73	x	x	17.3558	37.08
Thu	11/24/11	226.80873	1.04000	132	4.6630			-4.6630	-1.78	x	x	17.3913	37.13
Fri	11/25/11	226.82020	1.04005	133	4.6986			-4.6986	-1.83	x	x	17.4269	37.18
Mon	11/28/11	226.85460	1.04021	136	4.8053			-4.8053	-1.99	x	x	17.5336	37.34
Tue	11/29/11	226.86607	1.04026	137	4.8409			-4.8409	-2.04	x	x	17.5692	37.39
Wed	11/30/11	226.87753	1.04032	138	4.8765			-4.8765	-2.10	x	x	17.6048	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
Thu	12/01/11	226.88900	1.04037	139	4.9121			-4.9121	-2.15	x	x	17.6404	37.50
Fri	12/02/11	226.87390	1.04030	140	4.9471			-4.9471	-2.08	x	x	17.6754	37.43
Mon	12/05/11	226.82861	1.04009	143	5.0521			-5.0521	-1.87	x	x	17.7804	37.22
Tue	12/06/11	226.81352	1.04002	144	5.0871			-5.0871	-1.80	x	x	17.8154	37.15
Wed	12/07/11	226.79842	1.03995	145	5.1220			-5.1220	-1.73	x	x	17.8503	37.08
Thu	12/08/11	226.78332	1.03988	146	5.1570			-5.1570	-1.66	x	x	17.8853	37.01
Fri	12/09/11	226.76823	1.03981	147	5.1920			-5.1920	-1.59	x	x	17.9203	36.94
Mon	12/12/11	226.72294	1.03961	150	5.2969			-5.2969	-1.39	x	x	18.0252	36.74
Tue	12/13/11	226.70784	1.03954	151	5.3319			-5.3319	-1.32	x	x	18.0602	36.67
Wed	12/14/11	226.69274	1.03947	152	5.3668			-5.3668	-1.25	x	x	18.0951	36.60
Thu	12/15/11	226.67765	1.03940	153	5.4018			-5.4018	-1.18	x	x	18.1301	36.53
Fri	12/16/11	226.66255	1.03933	154	5.4367			-5.4367	-1.11	x	x	18.1650	36.46
Mon	12/19/11	226.61726	1.03912	157	5.5415			-5.5415	-0.90	x	x	18.2698	36.25
Tue	12/20/11	226.60216	1.03905	158	5.5764			-5.5764	-0.83	x	x	18.3047	36.18
Wed	12/21/11	226.58706	1.03898	159	5.6113			-5.6113	-0.76	x	x	18.3396	36.11
Thu	12/22/11	226.57197	1.03891	160	5.6463			-5.6463	-0.69	x	x	18.3746	36.04
Fri	12/23/11	226.55687	1.03885	161	5.6812			-5.6812	-0.63	x	x	18.4095	35.98
Mon	12/26/11	226.51158	1.03864	164	5.7859			-5.7859	-0.42	x	x	18.5142	35.77
Tue	12/27/11	226.49648	1.03857	165	5.8208			-5.8208	-0.35	x	x	18.5491	35.70
Wed	12/28/11	226.48139	1.03850	166	5.8557			-5.8557	-0.28	x	x	18.5840	35.63
Thu	12/29/11	226.46629	1.03843	167	5.8906			-5.8906	-0.21	x	x	18.6189	35.56
Fri	12/30/11	226.45119	1.03836	168	5.9254			-5.9254	-0.14	x	x	18.6537	35.49
Sun	01/01/12	226.42100	1.03822

Generated 12/16/11 09:15