0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2022

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

CUSIP Number	912828TE0
Dated Date	July 15, 2012
Ref CPI on Dated Date	229.96306
Original Issue Date	July 31, 2012	Interest 01/15/13 (184 days)

						Purchased on Settelment Date & held to 01/01/13				Held on 07/31/12 & 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
Tue	07/31/12	229.82371	0.99939	16	0.0543			-0.0543	6.50			0.0543	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
Wed	08/01/12	229.81500	0.99936	17	0.0577			-0.0577	6.53			0.0577	-0.03
Thu	08/02/12	229.80413	0.99931	18	0.0611			-0.0611	6.58			0.0611	-0.08
Fri	08/03/12	229.79326	0.99926	19	0.0645			-0.0645	6.63			0.0645	-0.13
Mon	08/06/12	229.76065	0.99912	22	0.0747			-0.0747	6.77			0.0747	-0.27
Tue	08/07/12	229.74977	0.99907	23	0.0781			-0.0781	6.82			0.0781	-0.32
Wed	08/08/12	229.73890	0.99903	24	0.0814			-0.0814	6.86			0.0814	-0.36
Thu	08/09/12	229.72803	0.99898	25	0.0848			-0.0848	6.91			0.0848	-0.41
Fri	08/10/12	229.71716	0.99893	26	0.0882			-0.0882	6.96			0.0882	-0.46
Mon	08/13/12	229.68455	0.99879	29	0.0984			-0.0984	7.10			0.0984	-0.60
Tue	08/14/12	229.67368	0.99874	30	0.1018			-0.1018	7.15			0.1018	-0.65
Wed	08/15/12	229.66281	0.99869	31	0.1052			-0.1052	7.20			0.1052	-0.70
Thu	08/16/12	229.65194	0.99865	32	0.1085			-0.1085	7.24			0.1085	-0.74
Fri	08/17/12	229.64106	0.99860	33	0.1119			-0.1119	7.29			0.1119	-0.79
Mon	08/20/12	229.60845	0.99846	36	0.1221			-0.1221	7.43			0.1221	-0.93
Tue	08/21/12	229.59758	0.99841	37	0.1255			-0.1255	7.48			0.1255	-0.98
Wed	08/22/12	229.58671	0.99836	38	0.1289			-0.1289	7.53			0.1289	-1.03
Thu	08/23/12	229.57584	0.99832	39	0.1323			-0.1323	7.57			0.1323	-1.07
Fri	08/24/12	229.56497	0.99827	40	0.1356			-0.1356	7.62			0.1356	-1.12
Mon	08/27/12	229.53235	0.99813	43	0.1458			-0.1458	7.76			0.1458	-1.26
Tue	08/28/12	229.52148	0.99808	44	0.1492			-0.1492	7.81			0.1492	-1.31
Wed	08/29/12	229.51061	0.99803	45	0.1526			-0.1526	7.86			0.1526	-1.36
Thu	08/30/12	229.49974	0.99799	46	0.1559			-0.1559	7.90			0.1559	-1.40
Fri	08/31/12	229.48887	0.99794	47	0.1593			-0.1593	7.95			0.1593	-1.45
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	09/03/12	229.45307	0.99778	50	0.1695			-0.1695	8.11			0.1695	-1.61
Tue	09/04/12	229.44060	0.99773	51	0.1728			-0.1728	8.16			0.1728	-1.66
Wed	09/05/12	229.42813	0.99767	52	0.1762			-0.1762	8.22			0.1762	-1.72
Thu	09/06/12	229.41567	0.99762	53	0.1796			-0.1796	8.27			0.1796	-1.77
Fri	09/07/12	229.40320	0.99757	54	0.1830			-0.1830	8.32			0.1830	-1.82
Mon	09/10/12	229.36580	0.99740	57	0.1931			-0.1931	8.49			0.1931	-1.99
Tue	09/11/12	229.35333	0.99735	58	0.1965			-0.1965	8.54			0.1965	-2.04
Wed	09/12/12	229.34087	0.99729	59	0.1999			-0.1999	8.60			0.1999	-2.10
Thu	09/13/12	229.32840	0.99724	60	0.2032			-0.2032	8.65			0.2032	-2.15
Fri	09/14/12	229.31593	0.99719	61	0.2066			-0.2066	8.70			0.2066	-2.20
Mon	09/17/12	229.27853	0.99702	64	0.2167			-0.2167	8.87			0.2167	-2.37
Tue	09/18/12	229.26607	0.99697	65	0.2201			-0.2201	8.92			0.2201	-2.42
Wed	09/19/12	229.25360	0.99691	66	0.2235			-0.2235	8.98			0.2235	-2.48
Thu	09/20/12	229.24113	0.99686	67	0.2269			-0.2269	9.03			0.2269	-2.53
Fri	09/21/12	229.22867	0.99681	68	0.2302			-0.2302	9.08			0.2302	-2.58
Mon	09/24/12	229.19127	0.99664	71	0.2404			-0.2404	9.25			0.2404	-2.75
Tue	09/25/12	229.17880	0.99659	72	0.2437			-0.2437	9.30			0.2437	-2.80
Wed	09/26/12	229.16633	0.99654	73	0.2471			-0.2471	9.35			0.2471	-2.85
Thu	09/27/12	229.15387	0.99648	74	0.2505			-0.2505	9.41			0.2505	-2.91
Fri	09/28/12	229.14140	0.99643	75	0.2538			-0.2538	9.46			0.2538	-2.96
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	10/01/12	229.10400	0.99626	78	0.2640			-0.2640	9.63			0.2640	-3.13
Tue	10/02/12	229.14513	0.99644	79	0.2674			-0.2674	9.45			0.2674	-2.95
Wed	10/03/12	229.18626	0.99662	80	0.2708			-0.2708	9.27			0.2708	-2.77
Thu	10/04/12	229.22739	0.99680	81	0.2743			-0.2743	9.09			0.2743	-2.59
Fri	10/05/12	229.26852	0.99698	82	0.2777			-0.2777	8.91			0.2777	-2.41
Mon	10/08/12	229.39190	0.99752	85	0.2880			-0.2880	8.37			0.2880	-1.87
Tue	10/09/12	229.43303	0.99770	86	0.2914			-0.2914	8.19			0.2914	-1.69
Wed	10/10/12	229.47416	0.99787	87	0.2949			-0.2949	8.02			0.2949	-1.52
Thu	10/11/12	229.51529	0.99805	88	0.2983			-0.2983	7.84			0.2983	-1.34
Fri	10/12/12	229.55642	0.99823	89	0.3018			-0.3018	7.66			0.3018	-1.16
Mon	10/15/12	229.67981	0.99877	92	0.3121			-0.3121	7.12			0.3121	-0.62
Tue	10/16/12	229.72094	0.99895	93	0.3156			-0.3156	6.94			0.3156	-0.44
Wed	10/17/12	229.76206	0.99913	94	0.3190			-0.3190	6.76			0.3190	-0.26
Thu	10/18/12	229.80319	0.99930	95	0.3225			-0.3225	6.59			0.3225	-0.09
Fri	10/19/12	229.84432	0.99948	96	0.3259			-0.3259	6.41			0.3259	0.09
Mon	10/22/12	229.96771	1.00002	99	0.3363			-0.3363	5.87			0.3363	0.63
Tue	10/23/12	230.00884	1.00020	100	0.3397			-0.3397	5.69			0.3397	0.81
Wed	10/24/12	230.04997	1.00038	101	0.3432			-0.3432	5.51			0.3432	0.99
Thu	10/25/12	230.09110	1.00056	102	0.3467			-0.3467	5.33			0.3467	1.17
Fri	10/26/12	230.13223	1.00074	103	0.3501			-0.3501	5.15			0.3501	1.35
Mon	10/29/12	230.25561	1.00127	106	0.3605			-0.3605	4.62			0.3605	1.88
Tue	10/30/12	230.29674	1.00145	107	0.3640			-0.3640	4.44			0.3640	2.06
Wed	10/31/12	230.33787	1.00163	108	0.3674			-0.3674	4.26			0.3674	2.24
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	11/01/12	230.37900	1.00181	109	0.3709			-0.3709	4.08			0.3709	2.42
Fri	11/02/12	230.41327	1.00196	110	0.3744			-0.3744	3.93			0.3744	2.57
Mon	11/05/12	230.51607	1.00240	113	0.3848			-0.3848	3.49			0.3848	3.01
Tue	11/06/12	230.55033	1.00255	114	0.3882			-0.3882	3.34			0.3882	3.16
Wed	11/07/12	230.58460	1.00270	115	0.3917			-0.3917	3.19			0.3917	3.31
Thu	11/08/12	230.61887	1.00285	116	0.3951			-0.3951	3.04			0.3951	3.46
Fri	11/09/12	230.65313	1.00300	117	0.3986			-0.3986	2.89			0.3986	3.61
Mon	11/12/12	230.75593	1.00345	120	0.4090			-0.4090	2.44			0.4090	4.06
Tue	11/13/12	230.79020	1.00360	121	0.4125			-0.4125	2.29			0.4125	4.21
Wed	11/14/12	230.82447	1.00375	122	0.4160			-0.4160	2.14			0.4160	4.36
Thu	11/15/12	230.85873	1.00389	123	0.4194			-0.4194	2.00			0.4194	4.50
Fri	11/16/12	230.89300	1.00404	124	0.4229			-0.4229	1.85			0.4229	4.65
Mon	11/19/12	230.99580	1.00449	127	0.4333			-0.4333	1.40			0.4333	5.10
Tue	11/20/12	231.03007	1.00464	128	0.4368			-0.4368	1.25			0.4368	5.25
Wed	11/21/12	231.06433	1.00479	129	0.4403			-0.4403	1.10			0.4403	5.40
Thu	11/22/12	231.09860	1.00494	130	0.4438			-0.4438	0.95			0.4438	5.55
Fri	11/23/12	231.13287	1.00509	131	0.4472			-0.4472	0.80			0.4472	5.70
Mon	11/26/12	231.23567	1.00553	134	0.4577			-0.4577	0.36			0.4577	6.14
Tue	11/27/12	231.26993	1.00568	135	0.4612			-0.4612	0.21			0.4612	6.29
Wed	11/28/12	231.30420	1.00583	136	0.4646			-0.4646	0.06			0.4646	6.44
Thu	11/29/12	231.33847	1.00598	137	0.4681			-0.4681	-0.09			0.4681	6.59
Fri	11/30/12	231.37273	1.00613	138	0.4716			-0.4716	-0.24			0.4716	6.74
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	12/03/12	231.40119	1.00625	141	0.4819			-0.4819	-0.36			0.4819	6.86
Tue	12/04/12	231.39829	1.00624	142	0.4853			-0.4853	-0.35			0.4853	6.85
Wed	12/05/12	231.39539	1.00623	143	0.4888			-0.4888	-0.34			0.4888	6.84
Thu	12/06/12	231.39248	1.00622	144	0.4922			-0.4922	-0.33			0.4922	6.83
Fri	12/07/12	231.38958	1.00620	145	0.4956			-0.4956	-0.31			0.4956	6.81
Mon	12/10/12	231.38087	1.00617	148	0.5058			-0.5058	-0.28			0.5058	6.78
Tue	12/11/12	231.37797	1.00615	149	0.5092			-0.5092	-0.26			0.5092	6.76
Wed	12/12/12	231.37506	1.00614	150	0.5126			-0.5126	-0.25			0.5126	6.75
Thu	12/13/12	231.37216	1.00613	151	0.5161			-0.5161	-0.24			0.5161	6.74
Fri	12/14/12	231.36926	1.00611	152	0.5195			-0.5195	-0.22			0.5195	6.72
Mon	12/17/12	231.36055	1.00608	155	0.5297			-0.5297	-0.19			0.5297	6.69
Tue	12/18/12	231.35765	1.00606	156	0.5331			-0.5331	-0.17			0.5331	6.67
Wed	12/19/12	231.35474	1.00605	157	0.5365			-0.5365	-0.16			0.5365	6.66
Thu	12/20/12	231.35184	1.00604	158	0.5399			-0.5399	-0.15			0.5399	6.65
Fri	12/21/12	231.34894	1.00603	159	0.5433			-0.5433	-0.14			0.5433	6.64
Mon	12/24/12	231.34023	1.00599	162	0.5536			-0.5536	-0.10			0.5536	6.60
Tue	12/25/12	231.33732	1.00598	163	0.5570			-0.5570	-0.09			0.5570	6.59
Wed	12/26/12	231.33442	1.00596	164	0.5604			-0.5604	-0.07			0.5604	6.57
Thu	12/27/12	231.33152	1.00595	165	0.5638			-0.5638	-0.06			0.5638	6.56
Fri	12/28/12	231.32861	1.00594	166	0.5672			-0.5672	-0.05			0.5672	6.55
Mon	12/31/12	231.31990	1.00590	169	0.5774			-0.5774	-0.01			0.5774	6.51
Tue	01/01/13	231.31700	1.00589

Generated 12/15/12 09:38