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

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

CUSIP Number912828TE0  
Dated DateJuly 15, 2012  
Ref CPI on Dated Date229.96306  
Original Issue DateJuly 31, 2012Interest 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 CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Tue07/31/12229.823710.99939160.0543  -0.05436.50  0.05430.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Wed08/01/12229.815000.99936170.0577  -0.05776.53  0.0577-0.03
Thu08/02/12229.804130.99931180.0611  -0.06116.58  0.0611-0.08
Fri08/03/12229.793260.99926190.0645  -0.06456.63  0.0645-0.13
Mon08/06/12229.760650.99912220.0747  -0.07476.77  0.0747-0.27
Tue08/07/12229.749770.99907230.0781  -0.07816.82  0.0781-0.32
Wed08/08/12229.738900.99903240.0814  -0.08146.86  0.0814-0.36
Thu08/09/12229.728030.99898250.0848  -0.08486.91  0.0848-0.41
Fri08/10/12229.717160.99893260.0882  -0.08826.96  0.0882-0.46
Mon08/13/12229.684550.99879290.0984  -0.09847.10  0.0984-0.60
Tue08/14/12229.673680.99874300.1018  -0.10187.15  0.1018-0.65
Wed08/15/12229.662810.99869310.1052  -0.10527.20  0.1052-0.70
Thu08/16/12229.651940.99865320.1085  -0.10857.24  0.1085-0.74
Fri08/17/12229.641060.99860330.1119  -0.11197.29  0.1119-0.79
Mon08/20/12229.608450.99846360.1221  -0.12217.43  0.1221-0.93
Tue08/21/12229.597580.99841370.1255  -0.12557.48  0.1255-0.98
Wed08/22/12229.586710.99836380.1289  -0.12897.53  0.1289-1.03
Thu08/23/12229.575840.99832390.1323  -0.13237.57  0.1323-1.07
Fri08/24/12229.564970.99827400.1356  -0.13567.62  0.1356-1.12
Mon08/27/12229.532350.99813430.1458  -0.14587.76  0.1458-1.26
Tue08/28/12229.521480.99808440.1492  -0.14927.81  0.1492-1.31
Wed08/29/12229.510610.99803450.1526  -0.15267.86  0.1526-1.36
Thu08/30/12229.499740.99799460.1559  -0.15597.90  0.1559-1.40
Fri08/31/12229.488870.99794470.1593  -0.15937.95  0.1593-1.45
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon09/03/12229.453070.99778500.1695  -0.16958.11  0.1695-1.61
Tue09/04/12229.440600.99773510.1728  -0.17288.16  0.1728-1.66
Wed09/05/12229.428130.99767520.1762  -0.17628.22  0.1762-1.72
Thu09/06/12229.415670.99762530.1796  -0.17968.27  0.1796-1.77
Fri09/07/12229.403200.99757540.1830  -0.18308.32  0.1830-1.82
Mon09/10/12229.365800.99740570.1931  -0.19318.49  0.1931-1.99
Tue09/11/12229.353330.99735580.1965  -0.19658.54  0.1965-2.04
Wed09/12/12229.340870.99729590.1999  -0.19998.60  0.1999-2.10
Thu09/13/12229.328400.99724600.2032  -0.20328.65  0.2032-2.15
Fri09/14/12229.315930.99719610.2066  -0.20668.70  0.2066-2.20
Mon09/17/12229.278530.99702640.2167  -0.21678.87  0.2167-2.37
Tue09/18/12229.266070.99697650.2201  -0.22018.92  0.2201-2.42
Wed09/19/12229.253600.99691660.2235  -0.22358.98  0.2235-2.48
Thu09/20/12229.241130.99686670.2269  -0.22699.03  0.2269-2.53
Fri09/21/12229.228670.99681680.2302  -0.23029.08  0.2302-2.58
Mon09/24/12229.191270.99664710.2404  -0.24049.25  0.2404-2.75
Tue09/25/12229.178800.99659720.2437  -0.24379.30  0.2437-2.80
Wed09/26/12229.166330.99654730.2471  -0.24719.35  0.2471-2.85
Thu09/27/12229.153870.99648740.2505  -0.25059.41  0.2505-2.91
Fri09/28/12229.141400.99643750.2538  -0.25389.46  0.2538-2.96
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon10/01/12229.104000.99626780.2640  -0.26409.63  0.2640-3.13
Tue10/02/12229.145130.99644790.2674  -0.26749.45  0.2674-2.95
Wed10/03/12229.186260.99662800.2708  -0.27089.27  0.2708-2.77
Thu10/04/12229.227390.99680810.2743  -0.27439.09  0.2743-2.59
Fri10/05/12229.268520.99698820.2777  -0.27778.91  0.2777-2.41
Mon10/08/12229.391900.99752850.2880  -0.28808.37  0.2880-1.87
Tue10/09/12229.433030.99770860.2914  -0.29148.19  0.2914-1.69
Wed10/10/12229.474160.99787870.2949  -0.29498.02  0.2949-1.52
Thu10/11/12229.515290.99805880.2983  -0.29837.84  0.2983-1.34
Fri10/12/12229.556420.99823890.3018  -0.30187.66  0.3018-1.16
Mon10/15/12229.679810.99877920.3121  -0.31217.12  0.3121-0.62
Tue10/16/12229.720940.99895930.3156  -0.31566.94  0.3156-0.44
Wed10/17/12229.762060.99913940.3190  -0.31906.76  0.3190-0.26
Thu10/18/12229.803190.99930950.3225  -0.32256.59  0.3225-0.09
Fri10/19/12229.844320.99948960.3259  -0.32596.41  0.32590.09
Mon10/22/12229.967711.00002990.3363  -0.33635.87  0.33630.63
Tue10/23/12230.008841.000201000.3397  -0.33975.69  0.33970.81
Wed10/24/12230.049971.000381010.3432  -0.34325.51  0.34320.99
Thu10/25/12230.091101.000561020.3467  -0.34675.33  0.34671.17
Fri10/26/12230.132231.000741030.3501  -0.35015.15  0.35011.35
Mon10/29/12230.255611.001271060.3605  -0.36054.62  0.36051.88
Tue10/30/12230.296741.001451070.3640  -0.36404.44  0.36402.06
Wed10/31/12230.337871.001631080.3674  -0.36744.26  0.36742.24
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Thu11/01/12230.379001.001811090.3709  -0.37094.08  0.37092.42
Fri11/02/12230.413271.001961100.3744  -0.37443.93  0.37442.57
Mon11/05/12230.516071.002401130.3848  -0.38483.49  0.38483.01
Tue11/06/12230.550331.002551140.3882  -0.38823.34  0.38823.16
Wed11/07/12230.584601.002701150.3917  -0.39173.19  0.39173.31
Thu11/08/12230.618871.002851160.3951  -0.39513.04  0.39513.46
Fri11/09/12230.653131.003001170.3986  -0.39862.89  0.39863.61
Mon11/12/12230.755931.003451200.4090  -0.40902.44  0.40904.06
Tue11/13/12230.790201.003601210.4125  -0.41252.29  0.41254.21
Wed11/14/12230.824471.003751220.4160  -0.41602.14  0.41604.36
Thu11/15/12230.858731.003891230.4194  -0.41942.00  0.41944.50
Fri11/16/12230.893001.004041240.4229  -0.42291.85  0.42294.65
Mon11/19/12230.995801.004491270.4333  -0.43331.40  0.43335.10
Tue11/20/12231.030071.004641280.4368  -0.43681.25  0.43685.25
Wed11/21/12231.064331.004791290.4403  -0.44031.10  0.44035.40
Thu11/22/12231.098601.004941300.4438  -0.44380.95  0.44385.55
Fri11/23/12231.132871.005091310.4472  -0.44720.80  0.44725.70
Mon11/26/12231.235671.005531340.4577  -0.45770.36  0.45776.14
Tue11/27/12231.269931.005681350.4612  -0.46120.21  0.46126.29
Wed11/28/12231.304201.005831360.4646  -0.46460.06  0.46466.44
Thu11/29/12231.338471.005981370.4681  -0.4681-0.09  0.46816.59
Fri11/30/12231.372731.006131380.4716  -0.4716-0.24  0.47166.74
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Jan
Int
Jul
Int
Net
Interest
OIDJan
Int
Jul
Int
Total
Interest
OID
Mon12/03/12231.401191.006251410.4819  -0.4819-0.36  0.48196.86
Tue12/04/12231.398291.006241420.4853  -0.4853-0.35  0.48536.85
Wed12/05/12231.395391.006231430.4888  -0.4888-0.34  0.48886.84
Thu12/06/12231.392481.006221440.4922  -0.4922-0.33  0.49226.83
Fri12/07/12231.389581.006201450.4956  -0.4956-0.31  0.49566.81
Mon12/10/12231.380871.006171480.5058  -0.5058-0.28  0.50586.78
Tue12/11/12231.377971.006151490.5092  -0.5092-0.26  0.50926.76
Wed12/12/12231.375061.006141500.5126  -0.5126-0.25  0.51266.75
Thu12/13/12231.372161.006131510.5161  -0.5161-0.24  0.51616.74
Fri12/14/12231.369261.006111520.5195  -0.5195-0.22  0.51956.72
Mon12/17/12231.360551.006081550.5297  -0.5297-0.19  0.52976.69
Tue12/18/12231.357651.006061560.5331  -0.5331-0.17  0.53316.67
Wed12/19/12231.354741.006051570.5365  -0.5365-0.16  0.53656.66
Thu12/20/12231.351841.006041580.5399  -0.5399-0.15  0.53996.65
Fri12/21/12231.348941.006031590.5433  -0.5433-0.14  0.54336.64
Mon12/24/12231.340231.005991620.5536  -0.5536-0.10  0.55366.60
Tue12/25/12231.337321.005981630.5570  -0.5570-0.09  0.55706.59
Wed12/26/12231.334421.005961640.5604  -0.5604-0.07  0.56046.57
Thu12/27/12231.331521.005951650.5638  -0.5638-0.06  0.56386.56
Fri12/28/12231.328611.005941660.5672  -0.5672-0.05  0.56726.55
Mon12/31/12231.319901.005901690.5774  -0.5774-0.01  0.57746.51
Tue01/01/13231.317001.00589

Generated  12/15/12  09:38