0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2042

Interest and OID per $1,000 Face Value for 2012

CUSIP Number912810QV3  
Dated DateFebruary 15, 2012Interest 08/15/12 (182 days)$3.8114
Ref CPI on Dated Date225.96062  
Original Issue DateFebruary 29, 2012Interest 02/15/13 (184 days)  
 Purchased on Settelment Date
& held to 01/01/13
Held on 02/29/12
& Sold on Settlement Date
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Wed02/29/12225.691240.99881140.2881 x3.523324.89  0.28810.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Thu03/01/12225.672000.99872150.3087 x3.502724.98  0.3087-0.09
Fri03/02/12225.704030.99886160.3293 x3.482124.84  0.32930.05
Mon03/05/12225.800130.99929190.3912 x3.420224.41  0.39120.48
Tue03/06/12225.832160.99943200.4119 x3.399524.27  0.41190.62
Wed03/07/12225.864190.99957210.4325 x3.378924.13  0.43250.76
Thu03/08/12225.896230.99972220.4532 x3.358223.98  0.45320.91
Fri03/09/12225.928260.99986230.4738 x3.337623.84  0.47381.05
Mon03/12/12226.024351.00028260.5359 x3.275523.42  0.53591.47
Tue03/13/12226.056391.00042270.5566 x3.254823.28  0.55661.61
Wed03/14/12226.088421.00057280.5773 x3.234123.13  0.57731.76
Thu03/15/12226.120451.00071290.5980 x3.213422.99  0.59801.90
Fri03/16/12226.152481.00085300.6187 x3.192722.85  0.61872.04
Mon03/19/12226.248581.00127330.6808 x3.130622.43  0.68082.46
Tue03/20/12226.280611.00142340.7015 x3.109922.28  0.70152.61
Wed03/21/12226.312651.00156350.7223 x3.089122.14  0.72232.75
Thu03/22/12226.344681.00170360.7430 x3.068422.00  0.74302.89
Fri03/23/12226.376711.00184370.7638 x3.047621.86  0.76383.03
Mon03/26/12226.472811.00227400.8260 x2.985421.43  0.82603.46
Tue03/27/12226.504841.00241410.8468 x2.964621.29  0.84683.60
Wed03/28/12226.536871.00255420.8676 x2.943821.15  0.86763.74
Thu03/29/12226.568901.00269430.8884 x2.923021.01  0.88843.88
Fri03/30/12226.600941.00283440.9092 x2.902220.87  0.90924.02
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Mon04/02/12226.698271.00326470.9716 x2.839820.44  0.97164.45
Tue04/03/12226.731531.00341480.9924 x2.819020.29  0.99244.60
Wed04/04/12226.764801.00356491.0132 x2.798220.14  1.01324.75
Thu04/05/12226.798071.00371501.0340 x2.777419.99  1.03404.90
Fri04/06/12226.831331.00385511.0549 x2.756519.85  1.05495.04
Mon04/09/12226.931131.00430541.1174 x2.694019.40  1.11745.49
Tue04/10/12226.964401.00444551.1383 x2.673119.26  1.13835.63
Wed04/11/12226.997671.00459561.1591 x2.652319.11  1.15915.78
Thu04/12/12227.030931.00474571.1800 x2.631418.96  1.18005.93
Fri04/13/12227.064201.00488581.2009 x2.610518.82  1.20096.07
Mon04/16/12227.164001.00533611.2636 x2.547818.37  1.26366.52
Tue04/17/12227.197271.00547621.2845 x2.526918.23  1.28456.66
Wed04/18/12227.230531.00562631.3054 x2.506018.08  1.30546.81
Thu04/19/12227.263801.00577641.3263 x2.485117.93  1.32636.96
Fri04/20/12227.297071.00591651.3472 x2.464217.79  1.34727.10
Mon04/23/12227.396871.00636681.4100 x2.401417.34  1.41007.55
Tue04/24/12227.430131.00650691.4309 x2.380517.20  1.43097.69
Wed04/25/12227.463401.00665701.4519 x2.359517.05  1.45197.84
Thu04/26/12227.496671.00680711.4729 x2.338516.90  1.47297.99
Fri04/27/12227.529931.00695721.4938 x2.317616.75  1.49388.14
Mon04/30/12227.629731.00739751.5567 x2.254716.31  1.55678.58
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Tue05/01/12227.663001.00753761.5777 x2.233716.17  1.57778.72
Wed05/02/12227.718771.00778771.5989 x2.212515.92  1.59898.97
Thu05/03/12227.774551.00803781.6200 x2.191415.67  1.62009.22
Fri05/04/12227.830321.00827791.6412 x2.170215.43  1.64129.46
Mon05/07/12227.997651.00901821.7048 x2.106614.69  1.704810.20
Tue05/08/12228.053421.00926831.7260 x2.085414.44  1.726010.45
Wed05/09/12228.109191.00951841.7472 x2.064214.19  1.747210.70
Thu05/10/12228.164971.00976851.7685 x2.042913.94  1.768510.95
Fri05/11/12228.220741.01000861.7897 x2.021713.70  1.789711.19
Mon05/14/12228.388061.01074891.8535 x1.957912.96  1.853511.93
Tue05/15/12228.443841.01099901.8748 x1.936612.71  1.874812.18
Wed05/16/12228.499611.01124911.8961 x1.915312.46  1.896112.43
Thu05/17/12228.555391.01148921.9174 x1.894012.22  1.917412.67
Fri05/18/12228.611161.01173931.9387 x1.872711.97  1.938712.92
Mon05/21/12228.778481.01247962.0027 x1.808711.23  2.002713.66
Tue05/22/12228.834261.01272972.0240 x1.787410.98  2.024013.91
Wed05/23/12228.890031.01296982.0454 x1.766010.74  2.045414.15
Thu05/24/12228.945811.01321992.0668 x1.744610.49  2.066814.40
Fri05/25/12229.001581.013461002.0882 x1.723210.24  2.088214.65
Mon05/28/12229.168901.014201032.1524 x1.65909.50  2.152415.39
Tue05/29/12229.224681.014451042.1738 x1.63769.25  2.173815.64
Wed05/30/12229.280451.014691052.1952 x1.61629.01  2.195215.88
Thu05/31/12229.336231.014941062.2167 x1.59478.76  2.216716.13
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Fri06/01/12229.392001.015191072.2382 x1.57328.51  2.238216.38
Mon06/04/12229.461301.015491102.3016 x1.50988.21  2.301616.68
Tue06/05/12229.484401.015591112.3227 x1.48878.11  2.322716.78
Wed06/06/12229.507501.015701122.3439 x1.46758.00  2.343916.89
Thu06/07/12229.530601.015801132.3651 x1.44637.90  2.365116.99
Fri06/08/12229.553701.015901142.3862 x1.42527.80  2.386217.09
Mon06/11/12229.623001.016211172.4498 x1.36167.49  2.449817.40
Tue06/12/12229.646101.016311182.4710 x1.34047.39  2.471017.50
Wed06/13/12229.669201.016411192.4922 x1.31927.29  2.492217.60
Thu06/14/12229.692301.016511202.5133 x1.29817.19  2.513317.70
Fri06/15/12229.715401.016621212.5346 x1.27687.08  2.534617.81
Mon06/18/12229.784701.016921242.5982 x1.21326.78  2.598218.11
Tue06/19/12229.807801.017031252.6194 x1.19206.67  2.619418.22
Wed06/20/12229.830901.017131262.6406 x1.17086.57  2.640618.32
Thu06/21/12229.854001.017231272.6618 x1.14966.47  2.661818.42
Fri06/22/12229.877101.017331282.6831 x1.12836.37  2.683118.52
Mon06/25/12229.946401.017641312.7468 x1.06466.06  2.746818.83
Tue06/26/12229.969501.017741322.7680 x1.04345.96  2.768018.93
Wed06/27/12229.992601.017841332.7893 x1.02215.86  2.789319.03
Thu06/28/12230.015701.017951342.8105 x1.00095.75  2.810519.14
Fri06/29/12230.038801.018051352.8318 x0.97965.65  2.831819.24
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Mon07/02/12230.076291.018211382.8952 x0.91625.49  2.895219.40
Tue07/03/12230.067581.018181392.9161 x0.89535.52  2.916119.37
Wed07/04/12230.058871.018141402.9369 x0.87455.56  2.936919.33
Thu07/05/12230.050161.018101412.9578 x0.85365.60  2.957819.29
Fri07/06/12230.041451.018061422.9787 x0.83275.64  2.978719.25
Mon07/09/12230.015321.017941453.0412 x0.77025.76  3.041219.13
Tue07/10/12230.006611.017911463.0621 x0.74935.79  3.062119.10
Wed07/11/12229.997901.017871473.0830 x0.72845.83  3.083019.06
Thu07/12/12229.989191.017831483.1038 x0.70765.87  3.103819.02
Fri07/13/12229.980481.017791493.1247 x0.68675.91  3.124718.98
Mon07/16/12229.954351.017671523.1872 x0.62426.03  3.187218.86
Tue07/17/12229.945651.017641533.2081 x0.60336.06  3.208118.83
Wed07/18/12229.936941.017601543.2289 x0.58256.10  3.228918.79
Thu07/19/12229.928231.017561553.2498 x0.56166.14  3.249818.75
Fri07/20/12229.919521.017521563.2706 x0.54086.18  3.270618.71
Mon07/23/12229.893391.017401593.3331 x0.47836.30  3.333118.59
Tue07/24/12229.884681.017371603.3540 x0.45746.33  3.354018.56
Wed07/25/12229.875971.017331613.3748 x0.43666.37  3.374818.52
Thu07/26/12229.867261.017291623.3956 x0.41586.41  3.395618.48
Fri07/27/12229.858551.017251633.4165 x0.39496.45  3.416518.44
Mon07/30/12229.832421.017131663.4789 x0.33256.57  3.478918.32
Tue07/31/12229.823711.017101673.4998 x0.31166.60  3.499818.29
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Wed08/01/12229.815001.017061683.5206 x0.29086.64  3.520618.25
Thu08/02/12229.804131.017011693.5414 x0.27006.69  3.541418.20
Fri08/03/12229.793261.016961703.5622 x0.24926.74  3.562218.15
Mon08/06/12229.760651.016821733.6245 x0.18696.88  3.624518.01
Tue08/07/12229.749771.016771743.6453 x0.16616.93  3.645317.96
Wed08/08/12229.738901.016721753.6661 x0.14536.98  3.666117.91
Thu08/09/12229.728031.016671763.6868 x0.12467.03  3.686817.86
Fri08/10/12229.717161.016621773.7076 x0.10387.08  3.707617.81
Mon08/13/12229.684551.016481803.7699 x0.04157.22  3.769917.67
Tue08/14/12229.673681.016431813.7907 x0.02077.27  3.790717.62
Wed08/15/12229.662811.0163800.0000  0.00007.32 x3.811417.57
Thu08/16/12229.651941.0163410.0207  -0.02077.36 x3.832117.53
Fri08/17/12229.641061.0162920.0414  -0.04147.41 x3.852817.48
Mon08/20/12229.608451.0161450.1035  -0.10357.56 x3.914917.33
Tue08/21/12229.597581.0161060.1243  -0.12437.60 x3.935717.29
Wed08/22/12229.586711.0160570.1450  -0.14507.65 x3.956417.24
Thu08/23/12229.575841.0160080.1657  -0.16577.70 x3.977117.19
Fri08/24/12229.564971.0159590.1863  -0.18637.75 x3.997717.14
Mon08/27/12229.532351.01581120.2484  -0.24847.89 x4.059817.00
Tue08/28/12229.521481.01576130.2691  -0.26917.94 x4.080516.95
Wed08/29/12229.510611.01571140.2898  -0.28987.99 x4.101216.90
Thu08/30/12229.499741.01566150.3105  -0.31058.04 x4.121916.85
Fri08/31/12229.488871.01561160.3312  -0.33128.09 x4.142616.80
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Mon09/03/12229.453071.01546190.3932  -0.39328.24 x4.204616.65
Tue09/04/12229.440601.01540200.4139  -0.41398.30 x4.225316.59
Wed09/05/12229.428131.01535210.4346  -0.43468.35 x4.246016.54
Thu09/06/12229.415671.01529220.4552  -0.45528.41 x4.266616.48
Fri09/07/12229.403201.01524230.4759  -0.47598.46 x4.287316.43
Mon09/10/12229.365801.01507260.5379  -0.53798.63 x4.349316.26
Tue09/11/12229.353331.01501270.5585  -0.55858.69 x4.369916.20
Wed09/12/12229.340871.01496280.5792  -0.57928.74 x4.390616.15
Thu09/13/12229.328401.01490290.5998  -0.59988.80 x4.411216.09
Fri09/14/12229.315931.01485300.6205  -0.62058.85 x4.431916.04
Mon09/17/12229.278531.01468330.6824  -0.68249.02 x4.493815.87
Tue09/18/12229.266071.01463340.7031  -0.70319.07 x4.514515.82
Wed09/19/12229.253601.01457350.7237  -0.72379.13 x4.535115.76
Thu09/20/12229.241131.01452360.7443  -0.74439.18 x4.555715.71
Fri09/21/12229.228671.01446370.7650  -0.76509.24 x4.576415.65
Mon09/24/12229.191271.01430400.8269  -0.82699.40 x4.638315.49
Tue09/25/12229.178801.01424410.8475  -0.84759.46 x4.658915.43
Wed09/26/12229.166331.01419420.8681  -0.86819.51 x4.679515.38
Thu09/27/12229.153871.01413430.8887  -0.88879.57 x4.700115.32
Fri09/28/12229.141401.01408440.9094  -0.90949.62 x4.720815.27
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Mon10/01/12229.104001.01391470.9712  -0.97129.79 x4.782615.10
Tue10/02/12229.145131.01409480.9920  -0.99209.61 x4.803415.28
Wed10/03/12229.186261.01428491.0129  -1.01299.42 x4.824315.47
Thu10/04/12229.227391.01446501.0338  -1.03389.24 x4.845215.65
Fri10/05/12229.268521.01464511.0546  -1.05469.06 x4.866015.83
Mon10/08/12229.391901.01519541.1173  -1.11738.51 x4.928716.38
Tue10/09/12229.433031.01537551.1382  -1.13828.33 x4.949616.56
Wed10/10/12229.474161.01555561.1591  -1.15918.15 x4.970516.74
Thu10/11/12229.515291.01573571.1800  -1.18007.97 x4.991416.92
Fri10/12/12229.556421.01591581.2009  -1.20097.79 x5.012317.10
Mon10/15/12229.679811.01646611.2637  -1.26377.24 x5.075117.65
Tue10/16/12229.720941.01664621.2846  -1.28467.06 x5.096017.83
Wed10/17/12229.762061.01682631.3056  -1.30566.88 x5.117018.01
Thu10/18/12229.803191.01701641.3265  -1.32656.69 x5.137918.20
Fri10/19/12229.844321.01719651.3475  -1.34756.51 x5.158918.38
Mon10/22/12229.967711.01773681.4104  -1.41045.97 x5.221818.92
Tue10/23/12230.008841.01792691.4314  -1.43145.78 x5.242819.11
Wed10/24/12230.049971.01810701.4525  -1.45255.60 x5.263919.29
Thu10/25/12230.091101.01828711.4735  -1.47355.42 x5.284919.47
Fri10/26/12230.132231.01846721.4945  -1.49455.24 x5.305919.65
Mon10/29/12230.255611.01901751.5576  -1.55764.69 x5.369020.20
Tue10/30/12230.296741.01919761.5786  -1.57864.51 x5.390020.38
Wed10/31/12230.337871.01937771.5997  -1.59974.33 x5.411120.56
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Thu11/01/12230.379001.01955781.6208  -1.62084.15 x5.432220.74
Fri11/02/12230.413271.01971791.6418  -1.64183.99 x5.453220.90
Mon11/05/12230.516071.02016821.7049  -1.70493.54 x5.516321.35
Tue11/06/12230.550331.02031831.7259  -1.72593.39 x5.537321.50
Wed11/07/12230.584601.02046841.7470  -1.74703.24 x5.558421.65
Thu11/08/12230.618871.02062851.7681  -1.76813.08 x5.579521.81
Fri11/09/12230.653131.02077861.7891  -1.78912.93 x5.600521.96
Mon11/12/12230.755931.02122891.8523  -1.85232.48 x5.663722.41
Tue11/13/12230.790201.02137901.8734  -1.87342.33 x5.684822.56
Wed11/14/12230.824471.02153911.8945  -1.89452.17 x5.705922.72
Thu11/15/12230.858731.02168921.9157  -1.91572.02 x5.727122.87
Fri11/16/12230.893001.02183931.9368  -1.93681.87 x5.748223.02
Mon11/19/12230.995801.02228962.0001  -2.00011.42 x5.811523.47
Tue11/20/12231.030071.02244972.0213  -2.02131.26 x5.832723.63
Wed11/21/12231.064331.02259982.0424  -2.04241.11 x5.853823.78
Thu11/22/12231.098601.02274992.0635  -2.06350.96 x5.874923.93
Fri11/23/12231.132871.022891002.0847  -2.08470.81 x5.896124.08
Mon11/26/12231.235671.023341032.1482  -2.14820.36 x5.959624.53
Tue11/27/12231.269931.023501042.1694  -2.16940.20 x5.980824.69
Wed11/28/12231.304201.023651052.1906  -2.19060.05 x6.002024.84
Thu11/29/12231.338471.023801062.2117  -2.2117-0.10 x6.023124.99
Fri11/30/12231.372731.023951072.2329  -2.2329-0.25 x6.044325.14
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Feb
Int
Aug
Int
Net
Interest
OIDFeb
Int
Aug
Int
Total
Interest
OID
Mon12/03/12231.401191.024081102.2958  -2.2958-0.38 x6.107225.27
Tue12/04/12231.398291.024061112.3167  -2.3167-0.36 x6.128125.25
Wed12/05/12231.395391.024051122.3375  -2.3375-0.35 x6.148925.24
Thu12/06/12231.392481.024041132.3584  -2.3584-0.34 x6.169825.23
Fri12/07/12231.389581.024031142.3792  -2.3792-0.33 x6.190625.22
Mon12/10/12231.380871.023991172.4417  -2.4417-0.29 x6.253125.18
Tue12/11/12231.377971.023971182.4625  -2.4625-0.27 x6.273925.16
Wed12/12/12231.375061.023961192.4834  -2.4834-0.26 x6.294825.15
Thu12/13/12231.372161.023951202.5042  -2.5042-0.25 x6.315625.14
Fri12/14/12231.369261.023941212.5251  -2.5251-0.24 x6.336525.13
Mon12/17/12231.360551.023901242.5876  -2.5876-0.20 x6.399025.09
Tue12/18/12231.357651.023881252.6084  -2.6084-0.18 x6.419825.07
Wed12/19/12231.354741.023871262.6292  -2.6292-0.17 x6.440625.06
Thu12/20/12231.351841.023861272.6501  -2.6501-0.16 x6.461525.05
Fri12/21/12231.348941.023851282.6709  -2.6709-0.15 x6.482325.04
Mon12/24/12231.340231.023811312.7334  -2.7334-0.11 x6.544825.00
Tue12/25/12231.337321.023791322.7542  -2.7542-0.09 x6.565624.98
Wed12/26/12231.334421.023781332.7751  -2.7751-0.08 x6.586524.97
Thu12/27/12231.331521.023771342.7959  -2.7959-0.07 x6.607324.96
Fri12/28/12231.328611.023761352.8167  -2.8167-0.06 x6.628124.95
Mon12/31/12231.319901.023721382.8792  -2.8792-0.02 x6.690624.91
Tue01/01/13231.317001.02370

Generated  12/15/12  09:38