1.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2021

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

CUSIP Number	912828PP9
Dated Date	January 15, 2011	Interest 07/15/11 (181 days)	$5.7955
Ref CPI on Dated Date	218.75255
Original Issue Date	January 31, 2011	Interest 01/15/12 (184 days)

						Purchased on Settelment Date & held to 01/01/12				Held on 01/31/11 & 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
Mon	01/31/11	218.80003	1.00022	16	0.4973		x	5.2982	34.84			0.4973	0.00
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	1.00023	17	0.5284		x	5.2671	34.83			0.5284	0.01
Wed	02/02/11	218.81643	1.00029	18	0.5596		x	5.2359	34.77			0.5596	0.07
Thu	02/03/11	218.82986	1.00035	19	0.5907		x	5.2048	34.71			0.5907	0.13
Fri	02/04/11	218.84329	1.00041	20	0.6218		x	5.1737	34.65			0.6218	0.19
Mon	02/07/11	218.88357	1.00060	23	0.7152		x	5.0803	34.46			0.7152	0.38
Tue	02/08/11	218.89700	1.00066	24	0.7463		x	5.0492	34.40			0.7463	0.44
Wed	02/09/11	218.91043	1.00072	25	0.7775		x	5.0180	34.34			0.7775	0.50
Thu	02/10/11	218.92386	1.00078	26	0.8086		x	4.9869	34.28			0.8086	0.56
Fri	02/11/11	218.93729	1.00084	27	0.8398		x	4.9557	34.22			0.8398	0.62
Mon	02/14/11	218.97757	1.00103	30	0.9333		x	4.8622	34.03			0.9333	0.81
Tue	02/15/11	218.99100	1.00109	31	0.9644		x	4.8311	33.97			0.9644	0.87
Wed	02/16/11	219.00443	1.00115	32	0.9956		x	4.7999	33.91			0.9956	0.93
Thu	02/17/11	219.01786	1.00121	33	1.0268		x	4.7687	33.85			1.0268	0.99
Fri	02/18/11	219.03129	1.00127	34	1.0580		x	4.7375	33.79			1.0580	1.05
Mon	02/21/11	219.07157	1.00146	37	1.1515		x	4.6440	33.60			1.1515	1.24
Tue	02/22/11	219.08500	1.00152	38	1.1827		x	4.6128	33.54			1.1827	1.30
Wed	02/23/11	219.09843	1.00158	39	1.2139		x	4.5816	33.48			1.2139	1.36
Thu	02/24/11	219.11186	1.00164	40	1.2451		x	4.5504	33.42			1.2451	1.42
Fri	02/25/11	219.12529	1.00170	41	1.2763		x	4.5192	33.36			1.2763	1.48
Mon	02/28/11	219.16557	1.00189	44	1.3700		x	4.4255	33.17			1.3700	1.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	03/01/11	219.17900	1.00195	45	1.4012		x	4.3943	33.11			1.4012	1.73
Wed	03/02/11	219.21268	1.00210	46	1.4326		x	4.3629	32.96			1.4326	1.88
Thu	03/03/11	219.24635	1.00226	47	1.4639		x	4.3316	32.80			1.4639	2.04
Fri	03/04/11	219.28003	1.00241	48	1.4953		x	4.3002	32.65			1.4953	2.19
Mon	03/07/11	219.38106	1.00287	51	1.5895		x	4.2060	32.19			1.5895	2.65
Tue	03/08/11	219.41474	1.00303	52	1.6209		x	4.1746	32.03			1.6209	2.81
Wed	03/09/11	219.44842	1.00318	53	1.6523		x	4.1432	31.88			1.6523	2.96
Thu	03/10/11	219.48210	1.00334	54	1.6838		x	4.1117	31.72			1.6838	3.12
Fri	03/11/11	219.51577	1.00349	55	1.7152		x	4.0803	31.57			1.7152	3.27
Mon	03/14/11	219.61681	1.00395	58	1.8096		x	3.9859	31.11			1.8096	3.73
Tue	03/15/11	219.65048	1.00410	59	1.8411		x	3.9544	30.96			1.8411	3.88
Wed	03/16/11	219.68416	1.00426	60	1.8726		x	3.9229	30.80			1.8726	4.04
Thu	03/17/11	219.71784	1.00441	61	1.9041		x	3.8914	30.65			1.9041	4.19
Fri	03/18/11	219.75152	1.00457	62	1.9356		x	3.8599	30.49			1.9356	4.35
Mon	03/21/11	219.85255	1.00503	65	2.0302		x	3.7653	30.03			2.0302	4.81
Tue	03/22/11	219.88623	1.00518	66	2.0617		x	3.7338	29.88			2.0617	4.96
Wed	03/23/11	219.91990	1.00534	67	2.0933		x	3.7022	29.72			2.0933	5.12
Thu	03/24/11	219.95358	1.00549	68	2.1249		x	3.6706	29.57			2.1249	5.27
Fri	03/25/11	219.98726	1.00564	69	2.1564		x	3.6391	29.42			2.1564	5.42
Mon	03/28/11	220.08829	1.00611	72	2.2512		x	3.5443	28.95			2.2512	5.89
Tue	03/29/11	220.12197	1.00626	73	2.2828		x	3.5127	28.80			2.2828	6.04
Wed	03/30/11	220.15565	1.00641	74	2.3145		x	3.4810	28.65			2.3145	6.19
Thu	03/31/11	220.18932	1.00657	75	2.3461		x	3.4494	28.49			2.3461	6.35
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	1.00672	76	2.3778		x	3.4177	28.34			2.3778	6.50
Mon	04/04/11	220.33160	1.00722	79	2.4728		x	3.3227	27.84			2.4728	7.00
Tue	04/05/11	220.36780	1.00738	80	2.5045		x	3.2910	27.68			2.5045	7.16
Wed	04/06/11	220.40400	1.00755	81	2.5363		x	3.2592	27.51			2.5363	7.33
Thu	04/07/11	220.44020	1.00771	82	2.5680		x	3.2275	27.35			2.5680	7.49
Fri	04/08/11	220.47640	1.00788	83	2.5997		x	3.1958	27.18			2.5997	7.66
Mon	04/11/11	220.58500	1.00838	86	2.6950		x	3.1005	26.68			2.6950	8.16
Tue	04/12/11	220.62120	1.00854	87	2.7268		x	3.0687	26.52			2.7268	8.32
Wed	04/13/11	220.65740	1.00871	88	2.7586		x	3.0369	26.35			2.7586	8.49
Thu	04/14/11	220.69360	1.00887	89	2.7904		x	3.0051	26.19			2.7904	8.65
Fri	04/15/11	220.72980	1.00904	90	2.8222		x	2.9733	26.02			2.8222	8.82
Mon	04/18/11	220.83840	1.00954	93	2.9178		x	2.8777	25.52			2.9178	9.32
Tue	04/19/11	220.87460	1.00970	94	2.9496		x	2.8459	25.36			2.9496	9.48
Wed	04/20/11	220.91080	1.00987	95	2.9815		x	2.8140	25.19			2.9815	9.65
Thu	04/21/11	220.94700	1.01003	96	3.0133		x	2.7822	25.03			3.0133	9.81
Fri	04/22/11	220.98320	1.01020	97	3.0453		x	2.7502	24.86			3.0453	9.98
Mon	04/25/11	221.09180	1.01069	100	3.1410		x	2.6545	24.37			3.1410	10.47
Tue	04/26/11	221.12800	1.01086	101	3.1729		x	2.6226	24.20			3.1729	10.64
Wed	04/27/11	221.16420	1.01102	102	3.2048		x	2.5907	24.04			3.2048	10.80
Thu	04/28/11	221.20040	1.01119	103	3.2368		x	2.5587	23.87			3.2368	10.97
Fri	04/29/11	221.23660	1.01136	104	3.2688		x	2.5267	23.70			3.2688	11.14
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	1.01200	107	3.3652		x	2.4303	23.06			3.3652	11.78
Tue	05/03/11	221.44823	1.01232	108	3.3977		x	2.3978	22.74			3.3977	12.10
Wed	05/04/11	221.51784	1.01264	109	3.4302		x	2.3653	22.42			3.4302	12.42
Thu	05/05/11	221.58745	1.01296	110	3.4628		x	2.3327	22.10			3.4628	12.74
Fri	05/06/11	221.65706	1.01328	111	3.4954		x	2.3001	21.78			3.4954	13.06
Mon	05/09/11	221.86590	1.01423	114	3.5932		x	2.2023	20.83			3.5932	14.01
Tue	05/10/11	221.93552	1.01455	115	3.6259		x	2.1696	20.51			3.6259	14.33
Wed	05/11/11	222.00513	1.01487	116	3.6586		x	2.1369	20.19			3.6586	14.65
Thu	05/12/11	222.07474	1.01519	117	3.6913		x	2.1042	19.87			3.6913	14.97
Fri	05/13/11	222.14435	1.01551	118	3.7240		x	2.0715	19.55			3.7240	15.29
Mon	05/16/11	222.35319	1.01646	121	3.8223		x	1.9732	18.60			3.8223	16.24
Tue	05/17/11	222.42281	1.01678	122	3.8551		x	1.9404	18.28			3.8551	16.56
Wed	05/18/11	222.49242	1.01710	123	3.8879		x	1.9076	17.96			3.8879	16.88
Thu	05/19/11	222.56203	1.01741	124	3.9207		x	1.8748	17.65			3.9207	17.19
Fri	05/20/11	222.63165	1.01773	125	3.9535		x	1.8420	17.33			3.9535	17.51
Mon	05/23/11	222.84048	1.01869	128	4.0522		x	1.7433	16.37			4.0522	18.47
Tue	05/24/11	222.91010	1.01901	129	4.0852		x	1.7103	16.05			4.0852	18.79
Wed	05/25/11	222.97971	1.01932	130	4.1181		x	1.6774	15.74			4.1181	19.10
Thu	05/26/11	223.04932	1.01964	131	4.1511		x	1.6444	15.42			4.1511	19.42
Fri	05/27/11	223.11894	1.01996	132	4.1841		x	1.6114	15.10			4.1841	19.74
Mon	05/30/11	223.32777	1.02092	135	4.2832		x	1.5123	14.14			4.2832	20.70
Tue	05/31/11	223.39739	1.02123	136	4.3162		x	1.4793	13.83			4.3162	21.01
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	1.02155	137	4.3493		x	1.4462	13.51			4.3493	21.33
Thu	06/02/11	223.51497	1.02177	138	4.3820		x	1.4135	13.29			4.3820	21.55
Fri	06/03/11	223.56293	1.02199	139	4.4147		x	1.3808	13.07			4.4147	21.77
Mon	06/06/11	223.70683	1.02265	142	4.5129		x	1.2826	12.41			4.5129	22.43
Tue	06/07/11	223.75480	1.02287	143	4.5457		x	1.2498	12.19			4.5457	22.65
Wed	06/08/11	223.80277	1.02309	144	4.5785		x	1.2170	11.97			4.5785	22.87
Thu	06/09/11	223.85073	1.02331	145	4.6113		x	1.1842	11.75			4.6113	23.09
Fri	06/10/11	223.89870	1.02352	146	4.6440		x	1.1515	11.54			4.6440	23.30
Mon	06/13/11	224.04260	1.02418	149	4.7425		x	1.0530	10.88			4.7425	23.96
Tue	06/14/11	224.09057	1.02440	150	4.7753		x	1.0202	10.66			4.7753	24.18
Wed	06/15/11	224.13853	1.02462	151	4.8082		x	0.9873	10.44			4.8082	24.40
Thu	06/16/11	224.18650	1.02484	152	4.8411		x	0.9544	10.22			4.8411	24.62
Fri	06/17/11	224.23447	1.02506	153	4.8740		x	0.9215	10.00			4.8740	24.84
Mon	06/20/11	224.37837	1.02572	156	4.9728		x	0.8227	9.34			4.9728	25.50
Tue	06/21/11	224.42633	1.02594	157	5.0057		x	0.7898	9.12			5.0057	25.72
Wed	06/22/11	224.47430	1.02616	158	5.0387		x	0.7568	8.90			5.0387	25.94
Thu	06/23/11	224.52227	1.02638	159	5.0716		x	0.7239	8.68			5.0716	26.16
Fri	06/24/11	224.57023	1.02659	160	5.1046		x	0.6909	8.47			5.1046	26.37
Mon	06/27/11	224.71413	1.02725	163	5.2036		x	0.5919	7.81			5.2036	27.03
Tue	06/28/11	224.76210	1.02747	164	5.2367		x	0.5588	7.59			5.2367	27.25
Wed	06/29/11	224.81007	1.02769	165	5.2698		x	0.5257	7.37			5.2698	27.47
Thu	06/30/11	224.85803	1.02791	166	5.3028		x	0.4927	7.15			5.3028	27.69
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/11	224.90600	1.02813	167	5.3359		x	0.4596	6.93			5.3359	27.91
Mon	07/04/11	225.00839	1.02860	170	5.4342		x	0.3613	6.46			5.4342	28.38
Tue	07/05/11	225.04252	1.02875	171	5.4670		x	0.3285	6.31			5.4670	28.53
Wed	07/06/11	225.07665	1.02891	172	5.4998		x	0.2957	6.15			5.4998	28.69
Thu	07/07/11	225.11077	1.02907	173	5.5327		x	0.2628	5.99			5.5327	28.85
Fri	07/08/11	225.14490	1.02922	174	5.5655		x	0.2300	5.84			5.5655	29.00
Mon	07/11/11	225.24729	1.02969	177	5.6640		x	0.1315	5.37			5.6640	29.47
Tue	07/12/11	225.28142	1.02985	178	5.6969		x	0.0986	5.21			5.6969	29.63
Wed	07/13/11	225.31555	1.03000	179	5.7297		x	0.0658	5.06			5.7297	29.78
Thu	07/14/11	225.34968	1.03016	180	5.7626		x	0.0329	4.90			5.7626	29.94
Fri	07/15/11	225.38381	1.03031	0	0.0000			0.0000	4.75		x	5.7955	30.09
Mon	07/18/11	225.48619	1.03078	3	0.0945			-0.0945	4.28		x	5.8900	30.56
Tue	07/19/11	225.52032	1.03094	4	0.1261			-0.1261	4.12		x	5.9216	30.72
Wed	07/20/11	225.55445	1.03109	5	0.1576			-0.1576	3.97		x	5.9531	30.87
Thu	07/21/11	225.58858	1.03125	6	0.1892			-0.1892	3.81		x	5.9847	31.03
Fri	07/22/11	225.62271	1.03141	7	0.2207			-0.2207	3.65		x	6.0162	31.19
Mon	07/25/11	225.72510	1.03187	10	0.3154			-0.3154	3.19		x	6.1109	31.65
Tue	07/26/11	225.75923	1.03203	11	0.3470			-0.3470	3.03		x	6.1425	31.81
Wed	07/27/11	225.79335	1.03219	12	0.3787			-0.3787	2.87		x	6.1742	31.97
Thu	07/28/11	225.82748	1.03234	13	0.4103			-0.4103	2.72		x	6.2058	32.12
Fri	07/29/11	225.86161	1.03250	14	0.4419			-0.4419	2.56		x	6.2374	32.28
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	1.03297	17	0.5368			-0.5368	2.09		x	6.3323	32.75
Tue	08/02/11	225.95619	1.03293	18	0.5684			-0.5684	2.13		x	6.3639	32.71
Wed	08/03/11	225.94839	1.03289	19	0.5999			-0.5999	2.17		x	6.3954	32.67
Thu	08/04/11	225.94058	1.03286	20	0.6315			-0.6315	2.20		x	6.4270	32.64
Fri	08/05/11	225.93277	1.03282	21	0.6631			-0.6631	2.24		x	6.4586	32.60
Mon	08/08/11	225.90935	1.03272	24	0.7577			-0.7577	2.34		x	6.5532	32.50
Tue	08/09/11	225.90155	1.03268	25	0.7892			-0.7892	2.38		x	6.5847	32.46
Wed	08/10/11	225.89374	1.03265	26	0.8208			-0.8208	2.41		x	6.6163	32.43
Thu	08/11/11	225.88594	1.03261	27	0.8523			-0.8523	2.45		x	6.6478	32.39
Fri	08/12/11	225.87813	1.03257	28	0.8839			-0.8839	2.49		x	6.6794	32.35
Mon	08/15/11	225.85471	1.03247	31	0.9785			-0.9785	2.59		x	6.7740	32.25
Tue	08/16/11	225.84690	1.03243	32	1.0100			-1.0100	2.63		x	6.8055	32.21
Wed	08/17/11	225.83910	1.03240	33	1.0415			-1.0415	2.66		x	6.8370	32.18
Thu	08/18/11	225.83129	1.03236	34	1.0730			-1.0730	2.70		x	6.8685	32.14
Fri	08/19/11	225.82348	1.03232	35	1.1046			-1.1046	2.74		x	6.9001	32.10
Mon	08/22/11	225.80006	1.03222	38	1.1991			-1.1991	2.84		x	6.9946	32.00
Tue	08/23/11	225.79226	1.03218	39	1.2306			-1.2306	2.88		x	7.0261	31.96
Wed	08/24/11	225.78445	1.03215	40	1.2621			-1.2621	2.91		x	7.0576	31.93
Thu	08/25/11	225.77665	1.03211	41	1.2936			-1.2936	2.95		x	7.0891	31.89
Fri	08/26/11	225.76884	1.03207	42	1.3251			-1.3251	2.99		x	7.1206	31.85
Mon	08/29/11	225.74542	1.03197	45	1.4197			-1.4197	3.09		x	7.2152	31.75
Tue	08/30/11	225.73761	1.03193	46	1.4512			-1.4512	3.13		x	7.2467	31.71
Wed	08/31/11	225.72981	1.03190	47	1.4827			-1.4827	3.16		x	7.2782	31.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/11	225.72200	1.03186	48	1.5141			-1.5141	3.20		x	7.3096	31.64
Fri	09/02/11	225.72867	1.03189	49	1.5457			-1.5457	3.17		x	7.3412	31.67
Mon	09/05/11	225.74867	1.03198	52	1.6405			-1.6405	3.08		x	7.4360	31.76
Tue	09/06/11	225.75533	1.03201	53	1.6721			-1.6721	3.05		x	7.4676	31.79
Wed	09/07/11	225.76200	1.03204	54	1.7037			-1.7037	3.02		x	7.4992	31.82
Thu	09/08/11	225.76867	1.03207	55	1.7353			-1.7353	2.99		x	7.5308	31.85
Fri	09/09/11	225.77533	1.03210	56	1.7669			-1.7669	2.96		x	7.5624	31.88
Mon	09/12/11	225.79533	1.03220	59	1.8617			-1.8617	2.86		x	7.6572	31.98
Tue	09/13/11	225.80200	1.03223	60	1.8934			-1.8934	2.83		x	7.6889	32.01
Wed	09/14/11	225.80867	1.03226	61	1.9250			-1.9250	2.80		x	7.7205	32.04
Thu	09/15/11	225.81533	1.03229	62	1.9566			-1.9566	2.77		x	7.7521	32.07
Fri	09/16/11	225.82200	1.03232	63	1.9882			-1.9882	2.74		x	7.7837	32.10
Mon	09/19/11	225.84200	1.03241	66	2.0831			-2.0831	2.65		x	7.8786	32.19
Tue	09/20/11	225.84867	1.03244	67	2.1147			-2.1147	2.62		x	7.9102	32.22
Wed	09/21/11	225.85533	1.03247	68	2.1463			-2.1463	2.59		x	7.9418	32.25
Thu	09/22/11	225.86200	1.03250	69	2.1779			-2.1779	2.56		x	7.9734	32.28
Fri	09/23/11	225.86867	1.03253	70	2.2096			-2.2096	2.53		x	8.0051	32.31
Mon	09/26/11	225.88867	1.03262	73	2.3045			-2.3045	2.44		x	8.1000	32.40
Tue	09/27/11	225.89533	1.03265	74	2.3361			-2.3361	2.41		x	8.1316	32.43
Wed	09/28/11	225.90200	1.03268	75	2.3677			-2.3677	2.38		x	8.1632	32.46
Thu	09/29/11	225.90867	1.03271	76	2.3994			-2.3994	2.35		x	8.1949	32.49
Fri	09/30/11	225.91533	1.03274	77	2.4310			-2.4310	2.32		x	8.2265	32.52
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	10/03/11	225.96219	1.03296	80	2.5263			-2.5263	2.10		x	8.3218	32.74
Tue	10/04/11	225.98229	1.03305	81	2.5581			-2.5581	2.01		x	8.3536	32.83
Wed	10/05/11	226.00239	1.03314	82	2.5899			-2.5899	1.92		x	8.3854	32.92
Thu	10/06/11	226.02248	1.03323	83	2.6217			-2.6217	1.83		x	8.4172	33.01
Fri	10/07/11	226.04258	1.03333	84	2.6535			-2.6535	1.73		x	8.4490	33.11
Mon	10/10/11	226.10287	1.03360	87	2.7490			-2.7490	1.46		x	8.5445	33.38
Tue	10/11/11	226.12297	1.03369	88	2.7809			-2.7809	1.37		x	8.5764	33.47
Wed	10/12/11	226.14306	1.03378	89	2.8127			-2.8127	1.28		x	8.6082	33.56
Thu	10/13/11	226.16316	1.03388	90	2.8446			-2.8446	1.18		x	8.6401	33.66
Fri	10/14/11	226.18326	1.03397	91	2.8764			-2.8764	1.09		x	8.6719	33.75
Mon	10/17/11	226.24355	1.03424	94	2.9720			-2.9720	0.82		x	8.7675	34.02
Tue	10/18/11	226.26365	1.03434	95	3.0039			-3.0039	0.72		x	8.7994	34.12
Wed	10/19/11	226.28374	1.03443	96	3.0358			-3.0358	0.63		x	8.8313	34.21
Thu	10/20/11	226.30384	1.03452	97	3.0677			-3.0677	0.54		x	8.8632	34.30
Fri	10/21/11	226.32394	1.03461	98	3.0996			-3.0996	0.45		x	8.8951	34.39
Mon	10/24/11	226.38423	1.03489	101	3.1954			-3.1954	0.17		x	8.9909	34.67
Tue	10/25/11	226.40432	1.03498	102	3.2273			-3.2273	0.08		x	9.0228	34.76
Wed	10/26/11	226.42442	1.03507	103	3.2592			-3.2592	-0.01		x	9.0547	34.85
Thu	10/27/11	226.44452	1.03516	104	3.2911			-3.2911	-0.10		x	9.0866	34.94
Fri	10/28/11	226.46461	1.03525	105	3.3231			-3.3231	-0.19		x	9.1186	35.03
Mon	10/31/11	226.52490	1.03553	108	3.4189			-3.4189	-0.47		x	9.2144	35.31
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/11	226.54500	1.03562	109	3.4509			-3.4509	-0.56		x	9.2464	35.40
Wed	11/02/11	226.55647	1.03567	110	3.4827			-3.4827	-0.61		x	9.2782	35.45
Thu	11/03/11	226.56793	1.03573	111	3.5146			-3.5146	-0.67		x	9.3101	35.51
Fri	11/04/11	226.57940	1.03578	112	3.5464			-3.5464	-0.72		x	9.3419	35.56
Mon	11/07/11	226.61380	1.03594	115	3.6420			-3.6420	-0.88		x	9.4375	35.72
Tue	11/08/11	226.62527	1.03599	116	3.6738			-3.6738	-0.93		x	9.4693	35.77
Wed	11/09/11	226.63673	1.03604	117	3.7057			-3.7057	-0.98		x	9.5012	35.82
Thu	11/10/11	226.64820	1.03609	118	3.7375			-3.7375	-1.03		x	9.5330	35.87
Fri	11/11/11	226.65967	1.03615	119	3.7694			-3.7694	-1.09		x	9.5649	35.93
Mon	11/14/11	226.69407	1.03630	122	3.8650			-3.8650	-1.24		x	9.6605	36.08
Tue	11/15/11	226.70553	1.03636	123	3.8969			-3.8969	-1.30		x	9.6924	36.14
Wed	11/16/11	226.71700	1.03641	124	3.9288			-3.9288	-1.35		x	9.7243	36.19
Thu	11/17/11	226.72847	1.03646	125	3.9607			-3.9607	-1.40		x	9.7562	36.24
Fri	11/18/11	226.73993	1.03651	126	3.9925			-3.9925	-1.45		x	9.7880	36.29
Mon	11/21/11	226.77433	1.03667	129	4.0882			-4.0882	-1.61		x	9.8837	36.45
Tue	11/22/11	226.78580	1.03672	130	4.1201			-4.1201	-1.66		x	9.9156	36.50
Wed	11/23/11	226.79727	1.03678	131	4.1521			-4.1521	-1.72		x	9.9476	36.56
Thu	11/24/11	226.80873	1.03683	132	4.1839			-4.1839	-1.77		x	9.9794	36.61
Fri	11/25/11	226.82020	1.03688	133	4.2158			-4.2158	-1.82		x	10.0113	36.66
Mon	11/28/11	226.85460	1.03704	136	4.3116			-4.3116	-1.98		x	10.1071	36.82
Tue	11/29/11	226.86607	1.03709	137	4.3435			-4.3435	-2.03		x	10.1390	36.87
Wed	11/30/11	226.87753	1.03714	138	4.3754			-4.3754	-2.08		x	10.1709	36.92
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	1.03719	139	4.4074			-4.4074	-2.13		x	10.2029	36.97
Fri	12/02/11	226.87390	1.03713	140	4.4388			-4.4388	-2.07		x	10.2343	36.91
Mon	12/05/11	226.82861	1.03692	143	4.5330			-4.5330	-1.86		x	10.3285	36.70
Tue	12/06/11	226.81352	1.03685	144	4.5644			-4.5644	-1.79		x	10.3599	36.63
Wed	12/07/11	226.79842	1.03678	145	4.5958			-4.5958	-1.72		x	10.3913	36.56
Thu	12/08/11	226.78332	1.03671	146	4.6272			-4.6272	-1.65		x	10.4227	36.49
Fri	12/09/11	226.76823	1.03664	147	4.6585			-4.6585	-1.58		x	10.4540	36.42
Mon	12/12/11	226.72294	1.03644	150	4.7527			-4.7527	-1.38		x	10.5482	36.22
Tue	12/13/11	226.70784	1.03637	151	4.7841			-4.7841	-1.31		x	10.5796	36.15
Wed	12/14/11	226.69274	1.03630	152	4.8154			-4.8154	-1.24		x	10.6109	36.08
Thu	12/15/11	226.67765	1.03623	153	4.8468			-4.8468	-1.17		x	10.6423	36.01
Fri	12/16/11	226.66255	1.03616	154	4.8781			-4.8781	-1.10		x	10.6736	35.94
Mon	12/19/11	226.61726	1.03595	157	4.9721			-4.9721	-0.89		x	10.7676	35.73
Tue	12/20/11	226.60216	1.03588	158	5.0035			-5.0035	-0.82		x	10.7990	35.66
Wed	12/21/11	226.58706	1.03581	159	5.0348			-5.0348	-0.75		x	10.8303	35.59
Thu	12/22/11	226.57197	1.03575	160	5.0662			-5.0662	-0.69		x	10.8617	35.53
Fri	12/23/11	226.55687	1.03568	161	5.0975			-5.0975	-0.62		x	10.8930	35.46
Mon	12/26/11	226.51158	1.03547	164	5.1914			-5.1914	-0.41		x	10.9869	35.25
Tue	12/27/11	226.49648	1.03540	165	5.2227			-5.2227	-0.34		x	11.0182	35.18
Wed	12/28/11	226.48139	1.03533	166	5.2540			-5.2540	-0.27		x	11.0495	35.11
Thu	12/29/11	226.46629	1.03526	167	5.2853			-5.2853	-0.20		x	11.0808	35.04
Fri	12/30/11	226.45119	1.03519	168	5.3166			-5.3166	-0.13		x	11.1121	34.97
Sun	01/01/12	226.42100	1.03506

Generated 12/16/11 09:15