3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2012

Interest and OID per $1,000 Face Value for 2012 (until 01/15/12)

						Purchased on Settelment Date & held to 01/15/12				Held on 01/01/12 & 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
Sun	01/01/12	226.42100	1.27515	170	19.8809	x		1.6290	-0.49			19.8809	0.00
Mon	01/02/12	226.41484	1.27511	171	19.9972	x		1.5127	-0.45			19.9972	-0.04
Tue	01/03/12	226.40868	1.27508	172	20.1137	x		1.3962	-0.42			20.1137	-0.07
Wed	01/04/12	226.40252	1.27504	173	20.2300	x		1.2799	-0.38			20.2300	-0.11
Thu	01/05/12	226.39635	1.27501	174	20.3465	x		1.1634	-0.35			20.3465	-0.14
Fri	01/06/12	226.39019	1.27497	175	20.4627	x		1.0472	-0.31			20.4627	-0.18
Mon	01/09/12	226.37171	1.27487	178	20.8119	x		0.6980	-0.21			20.8119	-0.28
Tue	01/10/12	226.36555	1.27484	179	20.9283	x		0.5816	-0.18			20.9283	-0.31
Wed	01/11/12	226.35939	1.27480	180	21.0446	x		0.4653	-0.14			21.0446	-0.35
Thu	01/12/12	226.35323	1.27477	181	21.1610	x		0.3489	-0.11			21.1610	-0.38
Fri	01/13/12	226.34706	1.27473	182	21.2773	x		0.2326	-0.07			21.2773	-0.42
Sun	01/15/12	226.33474	1.27466	0	0.0000			0.0000	0.00	x		21.5099	-0.49

Generated 12/15/12 09:37