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

Interest and OID per $1,000 Face Value for 2022 (until 01/15/22)

						Purchased on Settelment Date & held to 01/15/22				Held on 01/01/22 & 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
Sat	01/01/22	276.58900	1.22204	170	0.7057	x		0.0598	2.71			0.7057	0.00
Mon	01/03/22	276.67668	1.22242	172	0.7142	x		0.0513	2.33			0.7142	0.38
Tue	01/04/22	276.72052	1.22262	173	0.7185	x		0.0470	2.13			0.7185	0.58
Wed	01/05/22	276.76435	1.22281	174	0.7227	x		0.0428	1.94			0.7227	0.77
Thu	01/06/22	276.80819	1.22300	175	0.7270	x		0.0385	1.75			0.7270	0.96
Fri	01/07/22	276.85203	1.22320	176	0.7313	x		0.0342	1.55			0.7313	1.16
Mon	01/10/22	276.98355	1.22378	179	0.7441	x		0.0214	0.97			0.7441	1.74
Tue	01/11/22	277.02739	1.22397	180	0.7484	x		0.0171	0.78			0.7484	1.93
Wed	01/12/22	277.07123	1.22417	181	0.7526	x		0.0129	0.58			0.7526	2.13
Thu	01/13/22	277.11506	1.22436	182	0.7569	x		0.0086	0.39			0.7569	2.32
Fri	01/14/22	277.15890	1.22455	183	0.7612	x		0.0043	0.20			0.7612	2.51
Sat	01/15/22	277.20274	1.22475	0	0.0000			0.0000	0.00	x		0.7655	2.71

Generated 01/16/23 21:30