3% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2012

Interest and OID per $1,000 Face Value for 2012 (until 07/15/12)

CUSIP Number912828AF7Interest 01/15/12 (184 days)$18.8822
Dated DateJuly 15, 2002Interest 07/15/12 (182 days)$19.1849
Ref CPI on Dated Date179.80000Interest Total$38.0671
Original Issue DateJuly 15, 2002  
 Purchased on Settelment Date
& held to 07/15/12
Held on 01/01/12
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Sun01/01/12226.421001.2592917017.4521xx20.615019.70  17.45210.00
Mon01/02/12226.414841.2592617117.5544xx20.512719.73  17.5544-0.03
Tue01/03/12226.408681.2592317217.6566xx20.410519.76  17.6566-0.06
Wed01/04/12226.402521.2591917317.7587xx20.308419.80  17.7587-0.10
Thu01/05/12226.396351.2591617417.8609xx20.206219.83  17.8609-0.13
Fri01/06/12226.390191.2591217517.9630xx20.104119.87  17.9630-0.17
Mon01/09/12226.371711.2590217818.2695xx19.797619.97  18.2695-0.27
Tue01/10/12226.365551.2589917918.3717xx19.695420.00  18.3717-0.30
Wed01/11/12226.359391.2589518018.4737xx19.593420.04  18.4737-0.34
Thu01/12/12226.353231.2589218118.5759xx19.491220.07  18.5759-0.37
Fri01/13/12226.347061.2588818218.6779xx19.389220.11  18.6779-0.41
Sun01/15/12226.334741.2588100.0000 x19.184920.18x 18.8822-0.48
Mon01/16/12226.328581.2587810.1037 x19.081220.21x 18.9859-0.51
Tue01/17/12226.322421.2587520.2075 x18.977420.24x 19.0897-0.54
Wed01/18/12226.316261.2587130.3112 x18.873720.28x 19.1934-0.58
Thu01/19/12226.310101.2586840.4149 x18.770020.31x 19.2971-0.61
Fri01/20/12226.303941.2586450.5187 x18.666220.35x 19.4009-0.65
Mon01/23/12226.285451.2585480.8298 x18.355120.45x 19.7120-0.75
Tue01/24/12226.279291.2585190.9335 x18.251420.48x 19.8157-0.78
Wed01/25/12226.273131.25847101.0372 x18.147720.52x 19.9194-0.82
Thu01/26/12226.266971.25844111.1409 x18.044020.55x 20.0231-0.85
Fri01/27/12226.260811.25840121.2446 x17.940320.59x 20.1268-0.89
Mon01/30/12226.242321.25830151.5556 x17.629320.69x 20.4378-0.99
Tue01/31/12226.236161.25827161.6593 x17.525620.72x 20.5415-1.02
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed02/01/12226.230001.25823171.7629 x17.422020.76x 20.6451-1.06
Thu02/02/12226.210761.25812181.8664 x17.318520.87x 20.7486-1.17
Fri02/03/12226.191521.25802191.9700 x17.214920.97x 20.8522-1.27
Mon02/06/12226.133791.25770222.2804 x16.904521.29x 21.1626-1.59
Tue02/07/12226.114551.25759232.3839 x16.801021.40x 21.2661-1.70
Wed02/08/12226.095311.25748242.4873 x16.697621.51x 21.3695-1.81
Thu02/09/12226.076071.25738252.5908 x16.594121.61x 21.4730-1.91
Fri02/10/12226.056831.25727262.6942 x16.490721.72x 21.5764-2.02
Mon02/13/12225.999101.25695293.0042 x16.180722.04x 21.8864-2.34
Tue02/14/12225.979861.25684303.1076 x16.077322.15x 21.9898-2.45
Wed02/15/12225.960621.25673313.2109 x15.974022.26x 22.0931-2.56
Thu02/16/12225.941381.25663323.3142 x15.870722.36x 22.1964-2.66
Fri02/17/12225.922141.25652333.4175 x15.767422.47x 22.2997-2.77
Mon02/20/12225.864411.25620363.7272 x15.457722.79x 22.6094-3.09
Tue02/21/12225.845171.25609373.8304 x15.354522.90x 22.7126-3.20
Wed02/22/12225.825931.25598383.9336 x15.251323.01x 22.8158-3.31
Thu02/23/12225.806691.25588394.0368 x15.148123.11x 22.9190-3.41
Fri02/24/12225.787451.25577404.1399 x15.045023.22x 23.0221-3.52
Mon02/27/12225.729721.25545434.4493 x14.735623.54x 23.3315-3.84
Tue02/28/12225.710481.25534444.5523 x14.632623.65x 23.4345-3.95
Wed02/29/12225.691241.25523454.6554 x14.529523.76x 23.5376-4.06
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu03/01/12225.672001.25513464.7585 x14.426423.86x 23.6407-4.16
Fri03/02/12225.704031.25531474.8626 x14.322323.68x 23.7448-3.98
Mon03/05/12225.800131.25584505.1752 x14.009723.15x 24.0574-3.45
Tue03/06/12225.832161.25602515.2794 x13.905522.97x 24.1616-3.27
Wed03/07/12225.864191.25620525.3837 x13.801222.79x 24.2659-3.09
Thu03/08/12225.896231.25638535.4880 x13.696922.61x 24.3702-2.91
Fri03/09/12225.928261.25655545.5923 x13.592622.44x 24.4745-2.74
Mon03/12/12226.024351.25709575.9056 x13.279321.90x 24.7878-2.20
Tue03/13/12226.056391.25727586.0100 x13.174921.72x 24.8922-2.02
Wed03/14/12226.088421.25744596.1145 x13.070421.55x 24.9967-1.85
Thu03/15/12226.120451.25762606.2190 x12.965921.37x 25.1012-1.67
Fri03/16/12226.152481.25780616.3236 x12.861321.19x 25.2058-1.49
Mon03/19/12226.248581.25833646.6373 x12.547620.66x 25.5195-0.96
Tue03/20/12226.280611.25851656.7420 x12.442920.48x 25.6242-0.78
Wed03/21/12226.312651.25869666.8467 x12.338220.30x 25.7289-0.60
Thu03/22/12226.344681.25887676.9515 x12.233420.12x 25.8337-0.42
Fri03/23/12226.376711.25905687.0562 x12.128719.94x 25.9384-0.24
Mon03/26/12226.472811.25958717.3706 x11.814319.41x 26.25280.29
Tue03/27/12226.504841.25976727.4755 x11.709419.23x 26.35770.47
Wed03/28/12226.536871.25994737.5804 x11.604519.05x 26.46260.65
Thu03/29/12226.568901.26012747.6853 x11.499618.87x 26.56750.83
Fri03/30/12226.600941.26029757.7903 x11.394618.70x 26.67251.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon04/02/12226.698271.26084788.1054 x11.079518.15x 26.98761.55
Tue04/03/12226.731531.26102798.2105 x10.974417.97x 27.09271.73
Wed04/04/12226.764801.26121808.3157 x10.869217.78x 27.19791.92
Thu04/05/12226.798071.26139818.4208 x10.764117.60x 27.30302.10
Fri04/06/12226.831331.26158828.5261 x10.658817.41x 27.40832.29
Mon04/09/12226.931131.26213858.8418 x10.343116.86x 27.72402.84
Tue04/10/12226.964401.26232868.9472 x10.237716.67x 27.82943.03
Wed04/11/12226.997671.26250879.0525 x10.132416.49x 27.93473.21
Thu04/12/12227.030931.26269889.1580 x10.026916.30x 28.04023.40
Fri04/13/12227.064201.26287899.2634 x9.921516.12x 28.14563.58
Mon04/16/12227.164001.26343929.5799 x9.605015.56x 28.46214.14
Tue04/17/12227.197271.26361939.6854 x9.499515.38x 28.56764.32
Wed04/18/12227.230531.26380949.7910 x9.393915.19x 28.67324.51
Thu04/19/12227.263801.26398959.8965 x9.288415.01x 28.77874.69
Fri04/20/12227.297071.264179610.0022 x9.182714.82x 28.88444.88
Mon04/23/12227.396871.264729910.3193 x8.865614.27x 29.20155.43
Tue04/24/12227.430131.2649110010.4251 x8.759814.08x 29.30735.62
Wed04/25/12227.463401.2650910110.5308 x8.654113.90x 29.41305.80
Thu04/26/12227.496671.2652810210.6367 x8.548213.71x 29.51895.99
Fri04/27/12227.529931.2654610310.7425 x8.442413.53x 29.62476.17
Mon04/30/12227.629731.2660210611.0603 x8.124612.97x 29.94256.73
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue05/01/12227.663001.2662010711.1662 x8.018712.79x 30.04846.91
Wed05/02/12227.718771.2665110811.2733 x7.911612.48x 30.15557.22
Thu05/03/12227.774551.2668210911.3805 x7.804412.17x 30.26277.53
Fri05/04/12227.830321.2671311011.4877 x7.697211.86x 30.36997.84
Mon05/07/12227.997651.2680611311.8097 x7.375210.93x 30.69198.77
Tue05/08/12228.053421.2683711411.9171 x7.267810.62x 30.79939.08
Wed05/09/12228.109191.2686811512.0246 x7.160310.31x 30.90689.39
Thu05/10/12228.164971.2689911612.1321 x7.052810.00x 31.01439.70
Fri05/11/12228.220741.2693011712.2397 x6.94529.69x 31.121910.01
Mon05/14/12228.388061.2702312012.5627 x6.62228.76x 31.444910.94
Tue05/15/12228.443841.2705412112.6705 x6.51448.45x 31.552711.25
Wed05/16/12228.499611.2708512212.7783 x6.40668.14x 31.660511.56
Thu05/17/12228.555391.2711612312.8862 x6.29877.83x 31.768411.87
Fri05/18/12228.611161.2714712412.9941 x6.19087.52x 31.876312.18
Mon05/21/12228.778481.2724112713.3184 x5.86656.58x 32.200613.12
Tue05/22/12228.834261.2727212813.4265 x5.75846.27x 32.308713.43
Wed05/23/12228.890031.2730312913.5347 x5.65025.96x 32.416913.74
Thu05/24/12228.945811.2733413013.6429 x5.54205.65x 32.525114.05
Fri05/25/12229.001581.2736513113.7512 x5.43375.34x 32.633414.36
Mon05/28/12229.168901.2745813414.0764 x5.10854.41x 32.958615.29
Tue05/29/12229.224681.2748913514.1849 x5.00004.10x 33.067115.60
Wed05/30/12229.280451.2752013614.2935 x4.89143.79x 33.175715.91
Thu05/31/12229.336231.2755113714.4020 x4.78293.48x 33.284216.22
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Fri06/01/12229.392001.2758213814.5107 x4.67423.17x 33.392916.53
Mon06/04/12229.461301.2762014114.8306 x4.35432.79x 33.712816.91
Tue06/05/12229.484401.2763314214.9373 x4.24762.66x 33.819517.04
Wed06/06/12229.507501.2764614315.0440 x4.14092.53x 33.926217.17
Thu06/07/12229.530601.2765914415.1507 x4.03422.40x 34.032917.30
Fri06/08/12229.553701.2767214515.2575 x3.92742.27x 34.139717.43
Mon06/11/12229.623001.2771014815.5778 x3.60711.89x 34.460017.81
Tue06/12/12229.646101.2772314915.6847 x3.50021.76x 34.566917.94
Wed06/13/12229.669201.2773615015.7915 x3.39341.63x 34.673718.07
Thu06/14/12229.692301.2774915115.8984 x3.28651.50x 34.780618.20
Fri06/15/12229.715401.2776215216.0053 x3.17961.37x 34.887518.33
Mon06/18/12229.784701.2780015516.3261 x2.85880.99x 35.208318.71
Tue06/19/12229.807801.2781315616.4331 x2.75180.86x 35.315318.84
Wed06/20/12229.830901.2782615716.5401 x2.64480.73x 35.422318.97
Thu06/21/12229.854001.2783915816.6472 x2.53770.60x 35.529419.10
Fri06/22/12229.877101.2785215916.7542 x2.43070.47x 35.636419.23
Mon06/25/12229.946401.2789016217.0754 x2.10950.09x 35.957619.61
Tue06/26/12229.969501.2790316317.1826 x2.0023-0.04x 36.064819.74
Wed06/27/12229.992601.2791616417.2897 x1.8952-0.17x 36.171919.87
Thu06/28/12230.015701.2792916517.3969 x1.7880-0.30x 36.279120.00
Fri06/29/12230.038801.2794116617.5040 x1.6809-0.42x 36.386220.12
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon07/02/12230.076291.2796216917.8233 x1.3616-0.63x 36.705520.33
Tue07/03/12230.067581.2795717017.9280 x1.2569-0.58x 36.810220.28
Wed07/04/12230.058871.2795317118.0329 x1.1520-0.54x 36.915120.24
Thu07/05/12230.050161.2794817218.1377 x1.0472-0.49x 37.019920.19
Fri07/06/12230.041451.2794317318.2424 x0.9425-0.44x 37.124620.14
Mon07/09/12230.015321.2792817618.5566 x0.6283-0.29x 37.438819.99
Tue07/10/12230.006611.2792417718.6614 x0.5235-0.25x 37.543619.95
Wed07/11/12229.997901.2791917818.7661 x0.4188-0.20x 37.648319.90
Thu07/12/12229.989191.2791417918.8708 x0.3141-0.15x 37.753019.85
Fri07/13/12229.980481.2790918018.9755 x0.2094-0.10x 37.857719.80
Sun07/15/12229.963061.2789900.0000  0.00000.00xx38.067119.70

Generated  12/15/12  09:37