0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

Interest and OID per $1,000 Face Value for 2024 (until 07/15/24)

CUSIP Number	912828WU0	Interest 01/15/24 (184 days)	$0.8091
Dated Date	July 15, 2014	Interest 07/15/24 (182 days)	$0.8259
Ref CPI on Dated Date	237.44594	Interest Total	$1.6350
Original Issue Date	July 31, 2014

						Purchased on Settelment Date & held to 07/15/24				Held on 01/01/24 & 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
Mon	01/01/24	307.67100	1.29575	170	0.7482	x	x	0.8868	25.74			0.7482	0.00
Tue	01/02/24	307.65100	1.29567	171	0.7526	x	x	0.8824	25.82			0.7526	-0.08
Wed	01/03/24	307.63100	1.29558	172	0.7569	x	x	0.8781	25.91			0.7569	-0.17
Thu	01/04/24	307.61100	1.29550	173	0.7613	x	x	0.8737	25.99			0.7613	-0.25
Fri	01/05/24	307.59100	1.29541	174	0.7656	x	x	0.8694	26.08			0.7656	-0.34
Mon	01/08/24	307.53100	1.29516	177	0.7787	x	x	0.8563	26.33			0.7787	-0.59
Tue	01/09/24	307.51100	1.29508	178	0.7830	x	x	0.8520	26.41			0.7830	-0.67
Wed	01/10/24	307.49100	1.29499	179	0.7874	x	x	0.8476	26.50			0.7874	-0.76
Thu	01/11/24	307.47100	1.29491	180	0.7917	x	x	0.8433	26.58			0.7917	-0.84
Fri	01/12/24	307.45100	1.29483	181	0.7961	x	x	0.8389	26.66			0.7961	-0.92
Mon	01/15/24	307.39100	1.29457	0	0.0000		x	0.8259	26.92	x		0.8091	-1.18
Tue	01/16/24	307.37100	1.29449	1	0.0044		x	0.8215	27.00	x		0.8135	-1.26
Wed	01/17/24	307.35100	1.29440	2	0.0089		x	0.8170	27.09	x		0.8180	-1.35
Thu	01/18/24	307.33100	1.29432	3	0.0133		x	0.8126	27.17	x		0.8224	-1.43
Fri	01/19/24	307.31100	1.29424	4	0.0178		x	0.8081	27.25	x		0.8269	-1.51
Mon	01/22/24	307.25100	1.29398	7	0.0311		x	0.7948	27.51	x		0.8402	-1.77
Tue	01/23/24	307.23100	1.29390	8	0.0355		x	0.7904	27.59	x		0.8446	-1.85
Wed	01/24/24	307.21100	1.29381	9	0.0400		x	0.7859	27.68	x		0.8491	-1.94
Thu	01/25/24	307.19100	1.29373	10	0.0444		x	0.7815	27.76	x		0.8535	-2.02
Fri	01/26/24	307.17100	1.29365	11	0.0489		x	0.7770	27.84	x		0.8580	-2.10
Mon	01/29/24	307.11100	1.29339	14	0.0622		x	0.7637	28.10	x		0.8713	-2.36
Tue	01/30/24	307.09100	1.29331	15	0.0666		x	0.7593	28.18	x		0.8757	-2.44
Wed	01/31/24	307.07100	1.29322	16	0.0711		x	0.7548	28.27	x		0.8802	-2.53
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	02/01/24	307.05100	1.29314	17	0.0755		x	0.7504	28.35	x		0.8846	-2.61
Fri	02/02/24	307.04048	1.29310	18	0.0799		x	0.7460	28.39	x		0.8890	-2.65
Mon	02/05/24	307.00893	1.29296	21	0.0932		x	0.7327	28.53	x		0.9023	-2.79
Tue	02/06/24	306.99841	1.29292	22	0.0977		x	0.7282	28.57	x		0.9068	-2.83
Wed	02/07/24	306.98790	1.29287	23	0.1021		x	0.7238	28.62	x		0.9112	-2.88
Thu	02/08/24	306.97738	1.29283	24	0.1066		x	0.7193	28.66	x		0.9157	-2.92
Fri	02/09/24	306.96686	1.29279	25	0.1110		x	0.7149	28.70	x		0.9201	-2.96
Mon	02/12/24	306.93531	1.29265	28	0.1243		x	0.7016	28.84	x		0.9334	-3.10
Tue	02/13/24	306.92479	1.29261	29	0.1287		x	0.6972	28.88	x		0.9378	-3.14
Wed	02/14/24	306.91428	1.29256	30	0.1332		x	0.6927	28.93	x		0.9423	-3.19
Thu	02/15/24	306.90376	1.29252	31	0.1376		x	0.6883	28.97	x		0.9467	-3.23
Fri	02/16/24	306.89324	1.29248	32	0.1420		x	0.6839	29.01	x		0.9511	-3.27
Mon	02/19/24	306.86169	1.29234	35	0.1553		x	0.6706	29.15	x		0.9644	-3.41
Tue	02/20/24	306.85117	1.29230	36	0.1598		x	0.6661	29.19	x		0.9689	-3.45
Wed	02/21/24	306.84066	1.29225	37	0.1642		x	0.6617	29.24	x		0.9733	-3.50
Thu	02/22/24	306.83014	1.29221	38	0.1686		x	0.6573	29.28	x		0.9777	-3.54
Fri	02/23/24	306.81962	1.29217	39	0.1731		x	0.6528	29.32	x		0.9822	-3.58
Mon	02/26/24	306.78807	1.29203	42	0.1864		x	0.6395	29.46	x		0.9955	-3.72
Tue	02/27/24	306.77755	1.29199	43	0.1908		x	0.6351	29.50	x		0.9999	-3.76
Wed	02/28/24	306.76703	1.29194	44	0.1952		x	0.6307	29.55	x		1.0043	-3.81
Thu	02/29/24	306.75652	1.29190	45	0.1996		x	0.6263	29.59	x		1.0087	-3.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	03/01/24	306.74600	1.29186	46	0.2041		x	0.6218	29.63	x		1.0132	-3.89
Mon	03/04/24	306.90771	1.29254	49	0.2175		x	0.6084	28.95	x		1.0266	-3.21
Tue	03/05/24	306.96161	1.29276	50	0.2220		x	0.6039	28.73	x		1.0311	-2.99
Wed	03/06/24	307.01552	1.29299	51	0.2265		x	0.5994	28.50	x		1.0356	-2.76
Thu	03/07/24	307.06942	1.29322	52	0.2309		x	0.5950	28.27	x		1.0400	-2.53
Fri	03/08/24	307.12332	1.29345	53	0.2354		x	0.5905	28.04	x		1.0445	-2.30
Mon	03/11/24	307.28503	1.29413	56	0.2489		x	0.5770	27.36	x		1.0580	-1.62
Tue	03/12/24	307.33894	1.29435	57	0.2534		x	0.5725	27.14	x		1.0625	-1.40
Wed	03/13/24	307.39284	1.29458	58	0.2578		x	0.5681	26.91	x		1.0669	-1.17
Thu	03/14/24	307.44674	1.29481	59	0.2623		x	0.5636	26.68	x		1.0714	-0.94
Fri	03/15/24	307.50065	1.29503	60	0.2668		x	0.5591	26.46	x		1.0759	-0.72
Mon	03/18/24	307.66235	1.29572	63	0.2803		x	0.5456	25.77	x		1.0894	-0.03
Tue	03/19/24	307.71626	1.29594	64	0.2848		x	0.5411	25.55	x		1.0939	0.19
Wed	03/20/24	307.77016	1.29617	65	0.2893		x	0.5366	25.32	x		1.0984	0.42
Thu	03/21/24	307.82406	1.29640	66	0.2938		x	0.5321	25.09	x		1.1029	0.65
Fri	03/22/24	307.87797	1.29662	67	0.2983		x	0.5276	24.87	x		1.1074	0.87
Mon	03/25/24	308.03968	1.29730	70	0.3119		x	0.5140	24.19	x		1.1210	1.55
Tue	03/26/24	308.09358	1.29753	71	0.3164		x	0.5095	23.96	x		1.1255	1.78
Wed	03/27/24	308.14748	1.29776	72	0.3209		x	0.5050	23.73	x		1.1300	2.01
Thu	03/28/24	308.20139	1.29799	73	0.3254		x	0.5005	23.50	x		1.1345	2.24
Fri	03/29/24	308.25529	1.29821	74	0.3299		x	0.4960	23.28	x		1.1390	2.46
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	04/01/24	308.41700	1.29889	77	0.3435		x	0.4824	22.60	x		1.1526	3.14
Tue	04/02/24	308.48063	1.29916	78	0.3480		x	0.4779	22.33	x		1.1571	3.41
Wed	04/03/24	308.54427	1.29943	79	0.3525		x	0.4734	22.06	x		1.1616	3.68
Thu	04/04/24	308.60790	1.29970	80	0.3571		x	0.4688	21.79	x		1.1662	3.95
Fri	04/05/24	308.67153	1.29997	81	0.3616		x	0.4643	21.52	x		1.1707	4.22
Mon	04/08/24	308.86243	1.30077	84	0.3752		x	0.4507	20.72	x		1.1843	5.02
Tue	04/09/24	308.92607	1.30104	85	0.3798		x	0.4461	20.45	x		1.1889	5.29
Wed	04/10/24	308.98970	1.30131	86	0.3843		x	0.4416	20.18	x		1.1934	5.56
Thu	04/11/24	309.05333	1.30157	87	0.3889		x	0.4370	19.92	x		1.1980	5.82
Fri	04/12/24	309.11697	1.30184	88	0.3934		x	0.4325	19.65	x		1.2025	6.09
Mon	04/15/24	309.30787	1.30265	91	0.4071		x	0.4188	18.84	x		1.2162	6.90
Tue	04/16/24	309.37150	1.30291	92	0.4116		x	0.4143	18.58	x		1.2207	7.16
Wed	04/17/24	309.43513	1.30318	93	0.4162		x	0.4097	18.31	x		1.2253	7.43
Thu	04/18/24	309.49877	1.30345	94	0.4208		x	0.4051	18.04	x		1.2299	7.70
Fri	04/19/24	309.56240	1.30372	95	0.4253		x	0.4006	17.77	x		1.2344	7.97
Mon	04/22/24	309.75330	1.30452	98	0.4390		x	0.3869	16.97	x		1.2481	8.77
Tue	04/23/24	309.81693	1.30479	99	0.4436		x	0.3823	16.70	x		1.2527	9.04
Wed	04/24/24	309.88057	1.30506	100	0.4482		x	0.3777	16.43	x		1.2573	9.31
Thu	04/25/24	309.94420	1.30533	101	0.4527		x	0.3732	16.16	x		1.2618	9.58
Fri	04/26/24	310.00783	1.30559	102	0.4573		x	0.3686	15.90	x		1.2664	9.84
Mon	04/29/24	310.19873	1.30640	105	0.4711		x	0.3548	15.09	x		1.2802	10.65
Tue	04/30/24	310.26237	1.30667	106	0.4756		x	0.3503	14.82	x		1.2847	10.92
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	05/01/24	310.32600	1.30693	107	0.4802		x	0.3457	14.56	x		1.2893	11.18
Thu	05/02/24	310.39071	1.30721	108	0.4848		x	0.3411	14.28	x		1.2939	11.46
Fri	05/03/24	310.45542	1.30748	109	0.4894		x	0.3365	14.01	x		1.2985	11.73
Mon	05/06/24	310.64955	1.30830	112	0.5032		x	0.3227	13.19	x		1.3123	12.55
Tue	05/07/24	310.71426	1.30857	113	0.5078		x	0.3181	12.92	x		1.3169	12.82
Wed	05/08/24	310.77897	1.30884	114	0.5124		x	0.3135	12.65	x		1.3215	13.09
Thu	05/09/24	310.84368	1.30911	115	0.5170		x	0.3089	12.38	x		1.3261	13.36
Fri	05/10/24	310.90839	1.30939	116	0.5216		x	0.3043	12.10	x		1.3307	13.64
Mon	05/13/24	311.10252	1.31020	119	0.5354		x	0.2905	11.29	x		1.3445	14.45
Tue	05/14/24	311.16723	1.31048	120	0.5400		x	0.2859	11.01	x		1.3491	14.73
Wed	05/15/24	311.23194	1.31075	121	0.5446		x	0.2813	10.74	x		1.3537	15.00
Thu	05/16/24	311.29665	1.31102	122	0.5493		x	0.2766	10.47	x		1.3584	15.27
Fri	05/17/24	311.36135	1.31129	123	0.5539		x	0.2720	10.20	x		1.3630	15.54
Mon	05/20/24	311.55548	1.31211	126	0.5677		x	0.2582	9.38	x		1.3768	16.36
Tue	05/21/24	311.62019	1.31238	127	0.5724		x	0.2535	9.11	x		1.3815	16.63
Wed	05/22/24	311.68490	1.31266	128	0.5770		x	0.2489	8.83	x		1.3861	16.91
Thu	05/23/24	311.74961	1.31293	129	0.5816		x	0.2443	8.56	x		1.3907	17.18
Fri	05/24/24	311.81432	1.31320	130	0.5863		x	0.2396	8.29	x		1.3954	17.45
Mon	05/27/24	312.00845	1.31402	133	0.6002		x	0.2257	7.47	x		1.4093	18.27
Tue	05/28/24	312.07316	1.31429	134	0.6048		x	0.2211	7.20	x		1.4139	18.54
Wed	05/29/24	312.13787	1.31456	135	0.6094		x	0.2165	6.93	x		1.4185	18.81
Thu	05/30/24	312.20258	1.31484	136	0.6141		x	0.2118	6.65	x		1.4232	19.09
Fri	05/31/24	312.26729	1.31511	137	0.6187		x	0.2072	6.38	x		1.4278	19.36
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	06/03/24	312.41307	1.31572	140	0.6326		x	0.1933	5.77	x		1.4417	19.97
Tue	06/04/24	312.45360	1.31589	141	0.6372		x	0.1887	5.60	x		1.4463	20.14
Wed	06/05/24	312.49413	1.31606	142	0.6418		x	0.1841	5.43	x		1.4509	20.31
Thu	06/06/24	312.53467	1.31624	143	0.6464		x	0.1795	5.25	x		1.4555	20.49
Fri	06/07/24	312.57520	1.31641	144	0.6510		x	0.1749	5.08	x		1.4601	20.66
Mon	06/10/24	312.69680	1.31692	147	0.6648		x	0.1611	4.57	x		1.4739	21.17
Tue	06/11/24	312.73733	1.31709	148	0.6694		x	0.1565	4.40	x		1.4785	21.34
Wed	06/12/24	312.77787	1.31726	149	0.6740		x	0.1519	4.23	x		1.4831	21.51
Thu	06/13/24	312.81840	1.31743	150	0.6786		x	0.1473	4.06	x		1.4877	21.68
Fri	06/14/24	312.85893	1.31760	151	0.6832		x	0.1427	3.89	x		1.4923	21.85
Mon	06/17/24	312.98053	1.31811	154	0.6971		x	0.1288	3.38	x		1.5062	22.36
Tue	06/18/24	313.02107	1.31828	155	0.7017		x	0.1242	3.21	x		1.5108	22.53
Wed	06/19/24	313.06160	1.31845	156	0.7063		x	0.1196	3.04	x		1.5154	22.70
Thu	06/20/24	313.10213	1.31862	157	0.7109		x	0.1150	2.87	x		1.5200	22.87
Fri	06/21/24	313.14267	1.31880	158	0.7156		x	0.1103	2.69	x		1.5247	23.05
Mon	06/24/24	313.26427	1.31931	161	0.7294		x	0.0965	2.18	x		1.5385	23.56
Tue	06/25/24	313.30480	1.31948	162	0.7341		x	0.0918	2.01	x		1.5432	23.73
Wed	06/26/24	313.34533	1.31965	163	0.7387		x	0.0872	1.84	x		1.5478	23.90
Thu	06/27/24	313.38587	1.31982	164	0.7433		x	0.0826	1.67	x		1.5524	24.07
Fri	06/28/24	313.42640	1.31999	165	0.7479		x	0.0780	1.50	x		1.5570	24.24
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/01/24	313.54800	1.32050	168	0.7618		x	0.0641	0.99	x		1.5709	24.75
Tue	07/02/24	313.56481	1.32057	169	0.7664		x	0.0595	0.92	x		1.5755	24.82
Wed	07/03/24	313.58161	1.32064	170	0.7710		x	0.0549	0.85	x		1.5801	24.89
Thu	07/04/24	313.59842	1.32072	171	0.7756		x	0.0503	0.77	x		1.5847	24.97
Fri	07/05/24	313.61523	1.32079	172	0.7801		x	0.0458	0.70	x		1.5892	25.04
Mon	07/08/24	313.66565	1.32100	175	0.7939		x	0.0320	0.49	x		1.6030	25.25
Tue	07/09/24	313.68245	1.32107	176	0.7984		x	0.0275	0.42	x		1.6075	25.32
Wed	07/10/24	313.69926	1.32114	177	0.8030		x	0.0229	0.35	x		1.6121	25.39
Thu	07/11/24	313.71606	1.32121	178	0.8076		x	0.0183	0.28	x		1.6167	25.46
Fri	07/12/24	313.73287	1.32128	179	0.8122		x	0.0137	0.21	x		1.6213	25.53
Mon	07/15/24	313.78329	1.32149	0	0.0000			0.0000	0.00	x	x	1.6350	25.74

Generated 12/11/24 08:49