2% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2012

Interest and OID per $1,000 Face Value for 2012 (until 04/15/12)

CUSIP Number912828GN4Interest 04/15/12 (183 days)$11.1930
Dated DateApril 15, 2007  
Ref CPI on Dated Date202.92140  
Original Issue DateApril 30, 2007  
 Purchased on Settelment Date
& held to 04/15/12
Held on 01/01/12
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Sun01/01/12226.421001.11581784.7559x 6.43713.49  4.75590.00
Mon01/02/12226.414841.11578794.8168x 6.37623.52  4.8168-0.03
Tue01/03/12226.408681.11575804.8776x 6.31543.55  4.8776-0.06
Wed01/04/12226.402521.11572814.9384x 6.25463.58  4.9384-0.09
Thu01/05/12226.396351.11568824.9992x 6.19383.62  4.9992-0.13
Fri01/06/12226.390191.11565835.0601x 6.13293.65  5.0601-0.16
Mon01/09/12226.371711.11556865.2425x 5.95053.74  5.2425-0.25
Tue01/10/12226.365551.11553875.3033x 5.88973.77  5.3033-0.28
Wed01/11/12226.359391.11550885.3642x 5.82883.80  5.3642-0.31
Thu01/12/12226.353231.11547895.4250x 5.76803.83  5.4250-0.34
Fri01/13/12226.347061.11544905.4858x 5.70723.86  5.4858-0.37
Mon01/16/12226.328581.11535935.6682x 5.52483.95  5.6682-0.46
Tue01/17/12226.322421.11532945.7290x 5.46403.98  5.7290-0.49
Wed01/18/12226.316261.11529955.7898x 5.40324.01  5.7898-0.52
Thu01/19/12226.310101.11526965.8505x 5.34254.04  5.8505-0.55
Fri01/20/12226.303941.11523975.9113x 5.28174.07  5.9113-0.58
Mon01/23/12226.285451.115141006.0937x 5.09934.16  6.0937-0.67
Tue01/24/12226.279291.115111016.1544x 5.03864.19  6.1544-0.70
Wed01/25/12226.273131.115081026.2152x 4.97784.22  6.2152-0.73
Thu01/26/12226.266971.115051036.2760x 4.91704.25  6.2760-0.76
Fri01/27/12226.260811.115021046.3367x 4.85634.28  6.3367-0.79
Mon01/30/12226.242321.114931076.5190x 4.67404.37  6.5190-0.88
Tue01/31/12226.236161.114901086.5797x 4.61334.40  6.5797-0.91
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Wed02/01/12226.230001.114871096.6405x 4.55254.43  6.6405-0.94
Thu02/02/12226.210761.114771106.7008x 4.49224.53  6.7008-1.04
Fri02/03/12226.191521.114681116.7612x 4.43184.62  6.7612-1.13
Mon02/06/12226.133791.114391146.9421x 4.25094.91  6.9421-1.42
Tue02/07/12226.114551.114301157.0024x 4.19065.00  7.0024-1.51
Wed02/08/12226.095311.114201167.0627x 4.13035.10  7.0627-1.61
Thu02/09/12226.076071.114111177.1230x 4.07005.19  7.1230-1.70
Fri02/10/12226.056831.114011187.1832x 4.00985.29  7.1832-1.80
Mon02/13/12225.999101.113731217.3640x 3.82905.57  7.3640-2.08
Tue02/14/12225.979861.113631227.4242x 3.76885.67  7.4242-2.18
Wed02/15/12225.960621.113541237.4844x 3.70865.76  7.4844-2.27
Thu02/16/12225.941381.113441247.5446x 3.64845.86  7.5446-2.37
Fri02/17/12225.922141.113351257.6048x 3.58825.95  7.6048-2.46
Mon02/20/12225.864411.113061287.7853x 3.40776.24  7.7853-2.75
Tue02/21/12225.845171.112971297.8455x 3.34756.33  7.8455-2.84
Wed02/22/12225.825931.112871307.9056x 3.28746.43  7.9056-2.94
Thu02/23/12225.806691.112781317.9658x 3.22726.52  7.9658-3.03
Fri02/24/12225.787451.112681328.0259x 3.16716.62  8.0259-3.13
Mon02/27/12225.729721.112401358.2062x 2.98686.90  8.2062-3.41
Tue02/28/12225.710481.112301368.2663x 2.92677.00  8.2663-3.51
Wed02/29/12225.691241.112211378.3264x 2.86667.09  8.3264-3.60
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Thu03/01/12225.672001.112121388.3865x 2.80657.18  8.3865-3.69
Fri03/02/12225.704031.112271398.4484x 2.74467.03  8.4484-3.54
Mon03/05/12225.800131.112751428.6345x 2.55856.55  8.6345-3.06
Tue03/06/12225.832161.112901438.6964x 2.49666.40  8.6964-2.91
Wed03/07/12225.864191.113061448.7585x 2.43456.24  8.7585-2.75
Thu03/08/12225.896231.113221458.8206x 2.37246.08  8.8206-2.59
Fri03/09/12225.928261.113381468.8827x 2.31035.92  8.8827-2.43
Mon03/12/12226.024351.113851499.0691x 2.12395.45  9.0691-1.96
Tue03/13/12226.056391.114011509.1312x 2.06185.29  9.1312-1.80
Wed03/14/12226.088421.114171519.1934x 1.99965.13  9.1934-1.64
Thu03/15/12226.120451.114331529.2556x 1.93744.97  9.2556-1.48
Fri03/16/12226.152481.114481539.3178x 1.87524.82  9.3178-1.33
Mon03/19/12226.248581.114961569.5046x 1.68844.34  9.5046-0.85
Tue03/20/12226.280611.115111579.5668x 1.62624.19  9.5668-0.70
Wed03/21/12226.312651.115271589.6291x 1.56394.03  9.6291-0.54
Thu03/22/12226.344681.115431599.6914x 1.50163.87  9.6914-0.38
Fri03/23/12226.376711.115591609.7538x 1.43923.71  9.7538-0.22
Mon03/26/12226.472811.116061639.9409x 1.25213.24  9.94090.25
Tue03/27/12226.504841.1162216410.0033x 1.18973.08  10.00330.41
Wed03/28/12226.536871.1163816510.0657x 1.12732.92  10.06570.57
Thu03/29/12226.568901.1165416610.1282x 1.06482.76  10.12820.73
Fri03/30/12226.600941.1166916710.1906x 1.00242.61  10.19060.88
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon04/02/12226.698271.1171717010.3781x 0.81492.13  10.37811.36
Tue04/03/12226.731531.1173417110.4407x 0.75231.96  10.44071.53
Wed04/04/12226.764801.1175017210.5033x 0.68971.80  10.50331.69
Thu04/05/12226.798071.1176617310.5659x 0.62711.64  10.56591.85
Fri04/06/12226.831331.1178317410.6285x 0.56451.47  10.62852.02
Mon04/09/12226.931131.1183217710.8165x 0.37650.98  10.81652.51
Tue04/10/12226.964401.1184817810.8792x 0.31380.82  10.87922.67
Wed04/11/12226.997671.1186517910.9420x 0.25100.65  10.94202.84
Thu04/12/12227.030931.1188118011.0047x 0.18830.49  11.00473.00
Fri04/13/12227.064201.1189818111.0675x 0.12550.32  11.06753.17
Sun04/15/12227.130731.1193000.0000  0.00000.00x 11.19303.49

Generated  12/15/12  09:38