2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2014

Interest and OID per $1,000 Face Value for 2014 (until 01/15/14)

						Purchased on Settelment Date & held to 01/15/14				Held on 01/01/14 & 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
Wed	01/01/14	233.54600	1.26395	170	11.6778	x		0.9501	-1.16			11.6778	0.00
Thu	01/02/14	233.53061	1.26387	171	11.7457	x		0.8822	-1.08			11.7457	-0.08
Fri	01/03/14	233.51523	1.26379	172	11.8137	x		0.8142	-1.00			11.8137	-0.16
Mon	01/06/14	233.46906	1.26354	175	12.0174	x		0.6105	-0.75			12.0174	-0.41
Tue	01/07/14	233.45368	1.26345	176	12.0852	x		0.5427	-0.66			12.0852	-0.50
Wed	01/08/14	233.43829	1.26337	177	12.1531	x		0.4748	-0.58			12.1531	-0.58
Thu	01/09/14	233.42290	1.26329	178	12.2210	x		0.4069	-0.50			12.2210	-0.66
Fri	01/10/14	233.40752	1.26320	179	12.2887	x		0.3392	-0.41			12.2887	-0.75
Mon	01/13/14	233.36135	1.26295	182	12.4922	x		0.1357	-0.16			12.4922	-1.00
Tue	01/14/14	233.34597	1.26287	183	12.5601	x		0.0678	-0.08			12.5601	-1.08
Wed	01/15/14	233.33058	1.26279	0	0.0000			0.0000	0.00	x		12.6279	-1.16

Generated 12/17/14 09:07