3% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2012

Interest and OID per $1,000 Face Value for 2012 (until 07/15/12)

CUSIP Number	912828AF7	Interest 01/15/12 (184 days)	$18.8822
Dated Date	July 15, 2002	Interest 07/15/12 (182 days)	$19.1849
Ref CPI on Dated Date	179.80000	Interest Total	$38.0671
Original Issue Date	July 15, 2002

						Purchased on Settelment Date & held to 07/15/12				Held on 01/01/12 & 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
Sun	01/01/12	226.42100	1.25929	170	17.4521	x	x	20.6150	19.70			17.4521	0.00
Mon	01/02/12	226.41484	1.25926	171	17.5544	x	x	20.5127	19.73			17.5544	-0.03
Tue	01/03/12	226.40868	1.25923	172	17.6566	x	x	20.4105	19.76			17.6566	-0.06
Wed	01/04/12	226.40252	1.25919	173	17.7587	x	x	20.3084	19.80			17.7587	-0.10
Thu	01/05/12	226.39635	1.25916	174	17.8609	x	x	20.2062	19.83			17.8609	-0.13
Fri	01/06/12	226.39019	1.25912	175	17.9630	x	x	20.1041	19.87			17.9630	-0.17
Mon	01/09/12	226.37171	1.25902	178	18.2695	x	x	19.7976	19.97			18.2695	-0.27
Tue	01/10/12	226.36555	1.25899	179	18.3717	x	x	19.6954	20.00			18.3717	-0.30
Wed	01/11/12	226.35939	1.25895	180	18.4737	x	x	19.5934	20.04			18.4737	-0.34
Thu	01/12/12	226.35323	1.25892	181	18.5759	x	x	19.4912	20.07			18.5759	-0.37
Fri	01/13/12	226.34706	1.25888	182	18.6779	x	x	19.3892	20.11			18.6779	-0.41
Sun	01/15/12	226.33474	1.25881	0	0.0000		x	19.1849	20.18	x		18.8822	-0.48
Mon	01/16/12	226.32858	1.25878	1	0.1037		x	19.0812	20.21	x		18.9859	-0.51
Tue	01/17/12	226.32242	1.25875	2	0.2075		x	18.9774	20.24	x		19.0897	-0.54
Wed	01/18/12	226.31626	1.25871	3	0.3112		x	18.8737	20.28	x		19.1934	-0.58
Thu	01/19/12	226.31010	1.25868	4	0.4149		x	18.7700	20.31	x		19.2971	-0.61
Fri	01/20/12	226.30394	1.25864	5	0.5187		x	18.6662	20.35	x		19.4009	-0.65
Mon	01/23/12	226.28545	1.25854	8	0.8298		x	18.3551	20.45	x		19.7120	-0.75
Tue	01/24/12	226.27929	1.25851	9	0.9335		x	18.2514	20.48	x		19.8157	-0.78
Wed	01/25/12	226.27313	1.25847	10	1.0372		x	18.1477	20.52	x		19.9194	-0.82
Thu	01/26/12	226.26697	1.25844	11	1.1409		x	18.0440	20.55	x		20.0231	-0.85
Fri	01/27/12	226.26081	1.25840	12	1.2446		x	17.9403	20.59	x		20.1268	-0.89
Mon	01/30/12	226.24232	1.25830	15	1.5556		x	17.6293	20.69	x		20.4378	-0.99
Tue	01/31/12	226.23616	1.25827	16	1.6593		x	17.5256	20.72	x		20.5415	-1.02
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	02/01/12	226.23000	1.25823	17	1.7629		x	17.4220	20.76	x		20.6451	-1.06
Thu	02/02/12	226.21076	1.25812	18	1.8664		x	17.3185	20.87	x		20.7486	-1.17
Fri	02/03/12	226.19152	1.25802	19	1.9700		x	17.2149	20.97	x		20.8522	-1.27
Mon	02/06/12	226.13379	1.25770	22	2.2804		x	16.9045	21.29	x		21.1626	-1.59
Tue	02/07/12	226.11455	1.25759	23	2.3839		x	16.8010	21.40	x		21.2661	-1.70
Wed	02/08/12	226.09531	1.25748	24	2.4873		x	16.6976	21.51	x		21.3695	-1.81
Thu	02/09/12	226.07607	1.25738	25	2.5908		x	16.5941	21.61	x		21.4730	-1.91
Fri	02/10/12	226.05683	1.25727	26	2.6942		x	16.4907	21.72	x		21.5764	-2.02
Mon	02/13/12	225.99910	1.25695	29	3.0042		x	16.1807	22.04	x		21.8864	-2.34
Tue	02/14/12	225.97986	1.25684	30	3.1076		x	16.0773	22.15	x		21.9898	-2.45
Wed	02/15/12	225.96062	1.25673	31	3.2109		x	15.9740	22.26	x		22.0931	-2.56
Thu	02/16/12	225.94138	1.25663	32	3.3142		x	15.8707	22.36	x		22.1964	-2.66
Fri	02/17/12	225.92214	1.25652	33	3.4175		x	15.7674	22.47	x		22.2997	-2.77
Mon	02/20/12	225.86441	1.25620	36	3.7272		x	15.4577	22.79	x		22.6094	-3.09
Tue	02/21/12	225.84517	1.25609	37	3.8304		x	15.3545	22.90	x		22.7126	-3.20
Wed	02/22/12	225.82593	1.25598	38	3.9336		x	15.2513	23.01	x		22.8158	-3.31
Thu	02/23/12	225.80669	1.25588	39	4.0368		x	15.1481	23.11	x		22.9190	-3.41
Fri	02/24/12	225.78745	1.25577	40	4.1399		x	15.0450	23.22	x		23.0221	-3.52
Mon	02/27/12	225.72972	1.25545	43	4.4493		x	14.7356	23.54	x		23.3315	-3.84
Tue	02/28/12	225.71048	1.25534	44	4.5523		x	14.6326	23.65	x		23.4345	-3.95
Wed	02/29/12	225.69124	1.25523	45	4.6554		x	14.5295	23.76	x		23.5376	-4.06
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	03/01/12	225.67200	1.25513	46	4.7585		x	14.4264	23.86	x		23.6407	-4.16
Fri	03/02/12	225.70403	1.25531	47	4.8626		x	14.3223	23.68	x		23.7448	-3.98
Mon	03/05/12	225.80013	1.25584	50	5.1752		x	14.0097	23.15	x		24.0574	-3.45
Tue	03/06/12	225.83216	1.25602	51	5.2794		x	13.9055	22.97	x		24.1616	-3.27
Wed	03/07/12	225.86419	1.25620	52	5.3837		x	13.8012	22.79	x		24.2659	-3.09
Thu	03/08/12	225.89623	1.25638	53	5.4880		x	13.6969	22.61	x		24.3702	-2.91
Fri	03/09/12	225.92826	1.25655	54	5.5923		x	13.5926	22.44	x		24.4745	-2.74
Mon	03/12/12	226.02435	1.25709	57	5.9056		x	13.2793	21.90	x		24.7878	-2.20
Tue	03/13/12	226.05639	1.25727	58	6.0100		x	13.1749	21.72	x		24.8922	-2.02
Wed	03/14/12	226.08842	1.25744	59	6.1145		x	13.0704	21.55	x		24.9967	-1.85
Thu	03/15/12	226.12045	1.25762	60	6.2190		x	12.9659	21.37	x		25.1012	-1.67
Fri	03/16/12	226.15248	1.25780	61	6.3236		x	12.8613	21.19	x		25.2058	-1.49
Mon	03/19/12	226.24858	1.25833	64	6.6373		x	12.5476	20.66	x		25.5195	-0.96
Tue	03/20/12	226.28061	1.25851	65	6.7420		x	12.4429	20.48	x		25.6242	-0.78
Wed	03/21/12	226.31265	1.25869	66	6.8467		x	12.3382	20.30	x		25.7289	-0.60
Thu	03/22/12	226.34468	1.25887	67	6.9515		x	12.2334	20.12	x		25.8337	-0.42
Fri	03/23/12	226.37671	1.25905	68	7.0562		x	12.1287	19.94	x		25.9384	-0.24
Mon	03/26/12	226.47281	1.25958	71	7.3706		x	11.8143	19.41	x		26.2528	0.29
Tue	03/27/12	226.50484	1.25976	72	7.4755		x	11.7094	19.23	x		26.3577	0.47
Wed	03/28/12	226.53687	1.25994	73	7.5804		x	11.6045	19.05	x		26.4626	0.65
Thu	03/29/12	226.56890	1.26012	74	7.6853		x	11.4996	18.87	x		26.5675	0.83
Fri	03/30/12	226.60094	1.26029	75	7.7903		x	11.3946	18.70	x		26.6725	1.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/02/12	226.69827	1.26084	78	8.1054		x	11.0795	18.15	x		26.9876	1.55
Tue	04/03/12	226.73153	1.26102	79	8.2105		x	10.9744	17.97	x		27.0927	1.73
Wed	04/04/12	226.76480	1.26121	80	8.3157		x	10.8692	17.78	x		27.1979	1.92
Thu	04/05/12	226.79807	1.26139	81	8.4208		x	10.7641	17.60	x		27.3030	2.10
Fri	04/06/12	226.83133	1.26158	82	8.5261		x	10.6588	17.41	x		27.4083	2.29
Mon	04/09/12	226.93113	1.26213	85	8.8418		x	10.3431	16.86	x		27.7240	2.84
Tue	04/10/12	226.96440	1.26232	86	8.9472		x	10.2377	16.67	x		27.8294	3.03
Wed	04/11/12	226.99767	1.26250	87	9.0525		x	10.1324	16.49	x		27.9347	3.21
Thu	04/12/12	227.03093	1.26269	88	9.1580		x	10.0269	16.30	x		28.0402	3.40
Fri	04/13/12	227.06420	1.26287	89	9.2634		x	9.9215	16.12	x		28.1456	3.58
Mon	04/16/12	227.16400	1.26343	92	9.5799		x	9.6050	15.56	x		28.4621	4.14
Tue	04/17/12	227.19727	1.26361	93	9.6854		x	9.4995	15.38	x		28.5676	4.32
Wed	04/18/12	227.23053	1.26380	94	9.7910		x	9.3939	15.19	x		28.6732	4.51
Thu	04/19/12	227.26380	1.26398	95	9.8965		x	9.2884	15.01	x		28.7787	4.69
Fri	04/20/12	227.29707	1.26417	96	10.0022		x	9.1827	14.82	x		28.8844	4.88
Mon	04/23/12	227.39687	1.26472	99	10.3193		x	8.8656	14.27	x		29.2015	5.43
Tue	04/24/12	227.43013	1.26491	100	10.4251		x	8.7598	14.08	x		29.3073	5.62
Wed	04/25/12	227.46340	1.26509	101	10.5308		x	8.6541	13.90	x		29.4130	5.80
Thu	04/26/12	227.49667	1.26528	102	10.6367		x	8.5482	13.71	x		29.5189	5.99
Fri	04/27/12	227.52993	1.26546	103	10.7425		x	8.4424	13.53	x		29.6247	6.17
Mon	04/30/12	227.62973	1.26602	106	11.0603		x	8.1246	12.97	x		29.9425	6.73
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	05/01/12	227.66300	1.26620	107	11.1662		x	8.0187	12.79	x		30.0484	6.91
Wed	05/02/12	227.71877	1.26651	108	11.2733		x	7.9116	12.48	x		30.1555	7.22
Thu	05/03/12	227.77455	1.26682	109	11.3805		x	7.8044	12.17	x		30.2627	7.53
Fri	05/04/12	227.83032	1.26713	110	11.4877		x	7.6972	11.86	x		30.3699	7.84
Mon	05/07/12	227.99765	1.26806	113	11.8097		x	7.3752	10.93	x		30.6919	8.77
Tue	05/08/12	228.05342	1.26837	114	11.9171		x	7.2678	10.62	x		30.7993	9.08
Wed	05/09/12	228.10919	1.26868	115	12.0246		x	7.1603	10.31	x		30.9068	9.39
Thu	05/10/12	228.16497	1.26899	116	12.1321		x	7.0528	10.00	x		31.0143	9.70
Fri	05/11/12	228.22074	1.26930	117	12.2397		x	6.9452	9.69	x		31.1219	10.01
Mon	05/14/12	228.38806	1.27023	120	12.5627		x	6.6222	8.76	x		31.4449	10.94
Tue	05/15/12	228.44384	1.27054	121	12.6705		x	6.5144	8.45	x		31.5527	11.25
Wed	05/16/12	228.49961	1.27085	122	12.7783		x	6.4066	8.14	x		31.6605	11.56
Thu	05/17/12	228.55539	1.27116	123	12.8862		x	6.2987	7.83	x		31.7684	11.87
Fri	05/18/12	228.61116	1.27147	124	12.9941		x	6.1908	7.52	x		31.8763	12.18
Mon	05/21/12	228.77848	1.27241	127	13.3184		x	5.8665	6.58	x		32.2006	13.12
Tue	05/22/12	228.83426	1.27272	128	13.4265		x	5.7584	6.27	x		32.3087	13.43
Wed	05/23/12	228.89003	1.27303	129	13.5347		x	5.6502	5.96	x		32.4169	13.74
Thu	05/24/12	228.94581	1.27334	130	13.6429		x	5.5420	5.65	x		32.5251	14.05
Fri	05/25/12	229.00158	1.27365	131	13.7512		x	5.4337	5.34	x		32.6334	14.36
Mon	05/28/12	229.16890	1.27458	134	14.0764		x	5.1085	4.41	x		32.9586	15.29
Tue	05/29/12	229.22468	1.27489	135	14.1849		x	5.0000	4.10	x		33.0671	15.60
Wed	05/30/12	229.28045	1.27520	136	14.2935		x	4.8914	3.79	x		33.1757	15.91
Thu	05/31/12	229.33623	1.27551	137	14.4020		x	4.7829	3.48	x		33.2842	16.22
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	06/01/12	229.39200	1.27582	138	14.5107		x	4.6742	3.17	x		33.3929	16.53
Mon	06/04/12	229.46130	1.27620	141	14.8306		x	4.3543	2.79	x		33.7128	16.91
Tue	06/05/12	229.48440	1.27633	142	14.9373		x	4.2476	2.66	x		33.8195	17.04
Wed	06/06/12	229.50750	1.27646	143	15.0440		x	4.1409	2.53	x		33.9262	17.17
Thu	06/07/12	229.53060	1.27659	144	15.1507		x	4.0342	2.40	x		34.0329	17.30
Fri	06/08/12	229.55370	1.27672	145	15.2575		x	3.9274	2.27	x		34.1397	17.43
Mon	06/11/12	229.62300	1.27710	148	15.5778		x	3.6071	1.89	x		34.4600	17.81
Tue	06/12/12	229.64610	1.27723	149	15.6847		x	3.5002	1.76	x		34.5669	17.94
Wed	06/13/12	229.66920	1.27736	150	15.7915		x	3.3934	1.63	x		34.6737	18.07
Thu	06/14/12	229.69230	1.27749	151	15.8984		x	3.2865	1.50	x		34.7806	18.20
Fri	06/15/12	229.71540	1.27762	152	16.0053		x	3.1796	1.37	x		34.8875	18.33
Mon	06/18/12	229.78470	1.27800	155	16.3261		x	2.8588	0.99	x		35.2083	18.71
Tue	06/19/12	229.80780	1.27813	156	16.4331		x	2.7518	0.86	x		35.3153	18.84
Wed	06/20/12	229.83090	1.27826	157	16.5401		x	2.6448	0.73	x		35.4223	18.97
Thu	06/21/12	229.85400	1.27839	158	16.6472		x	2.5377	0.60	x		35.5294	19.10
Fri	06/22/12	229.87710	1.27852	159	16.7542		x	2.4307	0.47	x		35.6364	19.23
Mon	06/25/12	229.94640	1.27890	162	17.0754		x	2.1095	0.09	x		35.9576	19.61
Tue	06/26/12	229.96950	1.27903	163	17.1826		x	2.0023	-0.04	x		36.0648	19.74
Wed	06/27/12	229.99260	1.27916	164	17.2897		x	1.8952	-0.17	x		36.1719	19.87
Thu	06/28/12	230.01570	1.27929	165	17.3969		x	1.7880	-0.30	x		36.2791	20.00
Fri	06/29/12	230.03880	1.27941	166	17.5040		x	1.6809	-0.42	x		36.3862	20.12
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	07/02/12	230.07629	1.27962	169	17.8233		x	1.3616	-0.63	x		36.7055	20.33
Tue	07/03/12	230.06758	1.27957	170	17.9280		x	1.2569	-0.58	x		36.8102	20.28
Wed	07/04/12	230.05887	1.27953	171	18.0329		x	1.1520	-0.54	x		36.9151	20.24
Thu	07/05/12	230.05016	1.27948	172	18.1377		x	1.0472	-0.49	x		37.0199	20.19
Fri	07/06/12	230.04145	1.27943	173	18.2424		x	0.9425	-0.44	x		37.1246	20.14
Mon	07/09/12	230.01532	1.27928	176	18.5566		x	0.6283	-0.29	x		37.4388	19.99
Tue	07/10/12	230.00661	1.27924	177	18.6614		x	0.5235	-0.25	x		37.5436	19.95
Wed	07/11/12	229.99790	1.27919	178	18.7661		x	0.4188	-0.20	x		37.6483	19.90
Thu	07/12/12	229.98919	1.27914	179	18.8708		x	0.3141	-0.15	x		37.7530	19.85
Fri	07/13/12	229.98048	1.27909	180	18.9755		x	0.2094	-0.10	x		37.8577	19.80
Sun	07/15/12	229.96306	1.27899	0	0.0000			0.0000	0.00	x	x	38.0671	19.70

Generated 12/15/12 09:37