3.875% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2009

Interest and OID per $1,000 Face Value for 2001

CUSIP Number	9128274Y5	Interest 01/15/01 (184 days)	$20.5617
Dated Date	January 15, 1999	Interest 07/15/01 (181 days)	$20.9417
Ref CPI on Dated Date	164.00000	Interest Total	$41.5034
Original Issue Date	January 15, 1999	Interest 01/15/02 (184 days)

						Purchased on Settelment Date & held to 01/01/02				Held on 01/01/01 & 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	01/01/01	174.00000	1.06098	170	18.9924	x	x	22.5110	22.56			18.9924	0.00
Tue	01/02/01	174.00323	1.06100	171	19.1045	x	x	22.3989	22.54			19.1045	0.02
Wed	01/03/01	174.00645	1.06101	172	19.2164	x	x	22.2870	22.53			19.2164	0.03
Thu	01/04/01	174.00968	1.06103	173	19.3285	x	x	22.1749	22.51			19.3285	0.05
Fri	01/05/01	174.01290	1.06105	174	19.4406	x	x	22.0628	22.49			19.4406	0.07
Mon	01/08/01	174.02258	1.06111	177	19.7769	x	x	21.7265	22.43			19.7769	0.13
Tue	01/09/01	174.02581	1.06113	178	19.8890	x	x	21.6144	22.41			19.8890	0.15
Wed	01/10/01	174.02903	1.06115	179	20.0011	x	x	21.5023	22.39			20.0011	0.17
Thu	01/11/01	174.03226	1.06117	180	20.1132	x	x	21.3902	22.37			20.1132	0.19
Fri	01/12/01	174.03548	1.06119	181	20.2253	x	x	21.2781	22.35			20.2253	0.21
Mon	01/15/01	174.04516	1.06125	0	0.0000		x	20.9417	22.29	x		20.5617	0.27
Tue	01/16/01	174.04839	1.06127	1	0.1136		x	20.8281	22.27	x		20.6753	0.29
Wed	01/17/01	174.05161	1.06129	2	0.2272		x	20.7145	22.25	x		20.7889	0.31
Thu	01/18/01	174.05484	1.06131	3	0.3408		x	20.6009	22.23	x		20.9025	0.33
Fri	01/19/01	174.05806	1.06133	4	0.4544		x	20.4873	22.21	x		21.0161	0.35
Mon	01/22/01	174.06774	1.06139	7	0.7953		x	20.1464	22.15	x		21.3570	0.41
Tue	01/23/01	174.07097	1.06141	8	0.9089		x	20.0328	22.13	x		21.4706	0.43
Wed	01/24/01	174.07419	1.06143	9	1.0226		x	19.9191	22.11	x		21.5843	0.45
Thu	01/25/01	174.07742	1.06145	10	1.1362		x	19.8055	22.09	x		21.6979	0.47
Fri	01/26/01	174.08065	1.06147	11	1.2499		x	19.6918	22.07	x		21.8116	0.49
Mon	01/29/01	174.09032	1.06153	14	1.5908		x	19.3509	22.01	x		22.1525	0.55
Tue	01/30/01	174.09355	1.06155	15	1.7045		x	19.2372	21.99	x		22.2662	0.57
Wed	01/31/01	174.09677	1.06157	16	1.8182		x	19.1235	21.97	x		22.3799	0.59
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	02/01/01	174.10000	1.06159	17	1.9318		x	19.0099	21.95	x		22.4935	0.61
Fri	02/02/01	174.09643	1.06156	18	2.0454		x	18.8963	21.98	x		22.6071	0.58
Mon	02/05/01	174.08571	1.06150	21	2.3862		x	18.5555	22.04	x		22.9479	0.52
Tue	02/06/01	174.08214	1.06148	22	2.4998		x	18.4419	22.06	x		23.0615	0.50
Wed	02/07/01	174.07857	1.06145	23	2.6133		x	18.3284	22.09	x		23.1750	0.47
Thu	02/08/01	174.07500	1.06143	24	2.7269		x	18.2148	22.11	x		23.2886	0.45
Fri	02/09/01	174.07143	1.06141	25	2.8404		x	18.1013	22.13	x		23.4021	0.43
Mon	02/12/01	174.06071	1.06135	28	3.1811		x	17.7606	22.19	x		23.7428	0.37
Tue	02/13/01	174.05714	1.06132	29	3.2946		x	17.6471	22.22	x		23.8563	0.34
Wed	02/14/01	174.05357	1.06130	30	3.4082		x	17.5335	22.24	x		23.9699	0.32
Thu	02/15/01	174.05000	1.06128	31	3.5217		x	17.4200	22.26	x		24.0834	0.30
Fri	02/16/01	174.04643	1.06126	32	3.6353		x	17.3064	22.28	x		24.1970	0.28
Mon	02/19/01	174.03571	1.06119	35	3.9758		x	16.9659	22.35	x		24.5375	0.21
Tue	02/20/01	174.03214	1.06117	36	4.0893		x	16.8524	22.37	x		24.6510	0.19
Wed	02/21/01	174.02857	1.06115	37	4.2028		x	16.7389	22.39	x		24.7645	0.17
Thu	02/22/01	174.02500	1.06113	38	4.3163		x	16.6254	22.41	x		24.8780	0.15
Fri	02/23/01	174.02143	1.06111	39	4.4298		x	16.5119	22.43	x		24.9915	0.13
Mon	02/26/01	174.01071	1.06104	42	4.7703		x	16.1714	22.50	x		25.3320	0.06
Tue	02/27/01	174.00714	1.06102	43	4.8838		x	16.0579	22.52	x		25.4455	0.04
Wed	02/28/01	174.00357	1.06100	44	4.9973		x	15.9444	22.54	x		25.5590	0.02
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	03/01/01	174.00000	1.06098	45	5.1107		x	15.8310	22.56	x		25.6724	0.00
Fri	03/02/01	174.03548	1.06119	46	5.2253		x	15.7164	22.35	x		25.7870	0.21
Mon	03/05/01	174.14194	1.06184	49	5.5695		x	15.3722	21.70	x		26.1312	0.86
Tue	03/06/01	174.17742	1.06206	50	5.6844		x	15.2573	21.48	x		26.2461	1.08
Wed	03/07/01	174.21290	1.06227	51	5.7992		x	15.1425	21.27	x		26.3609	1.29
Thu	03/08/01	174.24839	1.06249	52	5.9141		x	15.0276	21.05	x		26.4758	1.51
Fri	03/09/01	174.28387	1.06271	53	6.0291		x	14.9126	20.83	x		26.5908	1.73
Mon	03/12/01	174.39032	1.06336	56	6.3743		x	14.5674	20.18	x		26.9360	2.38
Tue	03/13/01	174.42581	1.06357	57	6.4894		x	14.4523	19.97	x		27.0511	2.59
Wed	03/14/01	174.46129	1.06379	58	6.6046		x	14.3371	19.75	x		27.1663	2.81
Thu	03/15/01	174.49677	1.06400	59	6.7198		x	14.2219	19.54	x		27.2815	3.02
Fri	03/16/01	174.53226	1.06422	60	6.8351		x	14.1066	19.32	x		27.3968	3.24
Mon	03/19/01	174.63871	1.06487	63	7.1813		x	13.7604	18.67	x		27.7430	3.89
Tue	03/20/01	174.67419	1.06509	64	7.2967		x	13.6450	18.45	x		27.8584	4.11
Wed	03/21/01	174.70968	1.06530	65	7.4122		x	13.5295	18.24	x		27.9739	4.32
Thu	03/22/01	174.74516	1.06552	66	7.5278		x	13.4139	18.02	x		28.0895	4.54
Fri	03/23/01	174.78065	1.06574	67	7.6434		x	13.2983	17.80	x		28.2051	4.76
Mon	03/26/01	174.88710	1.06638	70	7.9905		x	12.9512	17.16	x		28.5522	5.40
Tue	03/27/01	174.92258	1.06660	71	8.1063		x	12.8354	16.94	x		28.6680	5.62
Wed	03/28/01	174.95806	1.06682	72	8.2222		x	12.7195	16.72	x		28.7839	5.84
Thu	03/29/01	174.99355	1.06703	73	8.3380		x	12.6037	16.51	x		28.8997	6.05
Fri	03/30/01	175.02903	1.06725	74	8.4540		x	12.4877	16.29	x		29.0157	6.27
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	04/02/01	175.12333	1.06783	77	8.8015		x	12.1402	15.71	x		29.3632	6.85
Tue	04/03/01	175.14667	1.06797	78	8.9170		x	12.0247	15.57	x		29.4787	6.99
Wed	04/04/01	175.17000	1.06811	79	9.0325		x	11.9092	15.43	x		29.5942	7.13
Thu	04/05/01	175.19333	1.06825	80	9.1480		x	11.7937	15.29	x		29.7097	7.27
Fri	04/06/01	175.21667	1.06839	81	9.2636		x	11.6781	15.15	x		29.8253	7.41
Mon	04/09/01	175.28667	1.06882	84	9.6105		x	11.3312	14.72	x		30.1722	7.84
Tue	04/10/01	175.31000	1.06896	85	9.7262		x	11.2155	14.58	x		30.2879	7.98
Wed	04/11/01	175.33333	1.06911	86	9.8420		x	11.0997	14.43	x		30.4037	8.13
Thu	04/12/01	175.35667	1.06925	87	9.9578		x	10.9839	14.29	x		30.5195	8.27
Fri	04/13/01	175.38000	1.06939	88	10.0735		x	10.8682	14.15	x		30.6352	8.41
Mon	04/16/01	175.45000	1.06982	91	10.4211		x	10.5206	13.72	x		30.9828	8.84
Tue	04/17/01	175.47333	1.06996	92	10.5370		x	10.4047	13.58	x		31.0987	8.98
Wed	04/18/01	175.49667	1.07010	93	10.6530		x	10.2887	13.44	x		31.2147	9.12
Thu	04/19/01	175.52000	1.07024	94	10.7689		x	10.1728	13.30	x		31.3306	9.26
Fri	04/20/01	175.54333	1.07039	95	10.8850		x	10.0567	13.15	x		31.4467	9.41
Mon	04/23/01	175.61333	1.07081	98	11.2332		x	9.7085	12.73	x		31.7949	9.83
Tue	04/24/01	175.63667	1.07096	99	11.3494		x	9.5923	12.58	x		31.9111	9.98
Wed	04/25/01	175.66000	1.07110	100	11.4655		x	9.4762	12.44	x		32.0272	10.12
Thu	04/26/01	175.68333	1.07124	101	11.5817		x	9.3600	12.30	x		32.1434	10.26
Fri	04/27/01	175.70667	1.07138	102	11.6979		x	9.2438	12.16	x		32.2596	10.40
Mon	04/30/01	175.77667	1.07181	105	12.0468		x	8.8949	11.73	x		32.6085	10.83
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	05/01/01	175.80000	1.07195	106	12.1631		x	8.7786	11.59	x		32.7248	10.97
Wed	05/02/01	175.81290	1.07203	107	12.2787		x	8.6630	11.51	x		32.8404	11.05
Thu	05/03/01	175.82581	1.07211	108	12.3944		x	8.5473	11.43	x		32.9561	11.13
Fri	05/04/01	175.83871	1.07219	109	12.5101		x	8.4316	11.35	x		33.0718	11.21
Mon	05/07/01	175.87742	1.07242	112	12.8572		x	8.0845	11.12	x		33.4189	11.44
Tue	05/08/01	175.89032	1.07250	113	12.9730		x	7.9687	11.04	x		33.5347	11.52
Wed	05/09/01	175.90323	1.07258	114	13.0887		x	7.8530	10.96	x		33.6504	11.60
Thu	05/10/01	175.91613	1.07266	115	13.2045		x	7.7372	10.88	x		33.7662	11.68
Fri	05/11/01	175.92903	1.07274	116	13.3203		x	7.6214	10.80	x		33.8820	11.76
Mon	05/14/01	175.96774	1.07297	119	13.6678		x	7.2739	10.57	x		34.2295	11.99
Tue	05/15/01	175.98065	1.07305	120	13.7837		x	7.1580	10.49	x		34.3454	12.07
Wed	05/16/01	175.99355	1.07313	121	13.8996		x	7.0421	10.41	x		34.4613	12.15
Thu	05/17/01	176.00645	1.07321	122	14.0155		x	6.9262	10.33	x		34.5772	12.23
Fri	05/18/01	176.01935	1.07329	123	14.1314		x	6.8103	10.25	x		34.6931	12.31
Mon	05/21/01	176.05806	1.07352	126	14.4792		x	6.4625	10.02	x		35.0409	12.54
Tue	05/22/01	176.07097	1.07360	127	14.5952		x	6.3465	9.94	x		35.1569	12.62
Wed	05/23/01	176.08387	1.07368	128	14.7112		x	6.2305	9.86	x		35.2729	12.70
Thu	05/24/01	176.09677	1.07376	129	14.8272		x	6.1145	9.78	x		35.3889	12.78
Fri	05/25/01	176.10968	1.07384	130	14.9433		x	5.9984	9.70	x		35.5050	12.86
Mon	05/28/01	176.14839	1.07408	133	15.2915		x	5.6502	9.46	x		35.8532	13.10
Tue	05/29/01	176.16129	1.07415	134	15.4075		x	5.5342	9.39	x		35.9692	13.17
Wed	05/30/01	176.17419	1.07423	135	15.5237		x	5.4180	9.31	x		36.0854	13.25
Thu	05/31/01	176.18710	1.07431	136	15.6398		x	5.3019	9.23	x		36.2015	13.33
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	06/01/01	176.20000	1.07439	137	15.7560		x	5.1857	9.15	x		36.3177	13.41
Mon	06/04/01	176.27000	1.07482	140	16.1075		x	4.8342	8.72	x		36.6692	13.84
Tue	06/05/01	176.29333	1.07496	141	16.2246		x	4.7171	8.58	x		36.7863	13.98
Wed	06/06/01	176.31667	1.07510	142	16.3418		x	4.5999	8.44	x		36.9035	14.12
Thu	06/07/01	176.34000	1.07524	143	16.4590		x	4.4827	8.30	x		37.0207	14.26
Fri	06/08/01	176.36333	1.07539	144	16.5765		x	4.3652	8.15	x		37.1382	14.41
Mon	06/11/01	176.43333	1.07581	147	16.9284		x	4.0133	7.73	x		37.4901	14.83
Tue	06/12/01	176.45667	1.07596	148	17.0459		x	3.8958	7.58	x		37.6076	14.98
Wed	06/13/01	176.48000	1.07610	149	17.1633		x	3.7784	7.44	x		37.7250	15.12
Thu	06/14/01	176.50333	1.07624	150	17.2808		x	3.6609	7.30	x		37.8425	15.26
Fri	06/15/01	176.52667	1.07638	151	17.3983		x	3.5434	7.16	x		37.9600	15.40
Mon	06/18/01	176.59667	1.07681	154	17.7510		x	3.1907	6.73	x		38.3127	15.83
Tue	06/19/01	176.62000	1.07695	155	17.8686		x	3.0731	6.59	x		38.4303	15.97
Wed	06/20/01	176.64333	1.07709	156	17.9862		x	2.9555	6.45	x		38.5479	16.11
Thu	06/21/01	176.66667	1.07724	157	18.1040		x	2.8377	6.30	x		38.6657	16.26
Fri	06/22/01	176.69000	1.07738	158	18.2217		x	2.7200	6.16	x		38.7834	16.40
Mon	06/25/01	176.76000	1.07780	161	18.5749		x	2.3668	5.74	x		39.1366	16.82
Tue	06/26/01	176.78333	1.07795	162	18.6929		x	2.2488	5.59	x		39.2546	16.97
Wed	06/27/01	176.80667	1.07809	163	18.8107		x	2.1310	5.45	x		39.3724	17.11
Thu	06/28/01	176.83000	1.07823	164	18.9286		x	2.0131	5.31	x		39.4903	17.25
Fri	06/29/01	176.85333	1.07837	165	19.0465		x	1.8952	5.17	x		39.6082	17.39
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	07/02/01	176.92581	1.07882	168	19.4009		x	1.5408	4.72	x		39.9626	17.84
Tue	07/03/01	176.95161	1.07897	169	19.5191		x	1.4226	4.57	x		40.0808	17.99
Wed	07/04/01	176.97742	1.07913	170	19.6375		x	1.3042	4.41	x		40.1992	18.15
Thu	07/05/01	177.00323	1.07929	171	19.7559		x	1.1858	4.25	x		40.3176	18.31
Fri	07/06/01	177.02903	1.07945	172	19.8744		x	1.0673	4.09	x		40.4361	18.47
Mon	07/09/01	177.10645	1.07992	175	20.2299		x	0.7118	3.62	x		40.7916	18.94
Tue	07/10/01	177.13226	1.08007	176	20.3483		x	0.5934	3.47	x		40.9100	19.09
Wed	07/11/01	177.15806	1.08023	177	20.4669		x	0.4748	3.31	x		41.0286	19.25
Thu	07/12/01	177.18387	1.08039	178	20.5856		x	0.3561	3.15	x		41.1473	19.41
Fri	07/13/01	177.20968	1.08055	179	20.7043		x	0.2374	2.99	x		41.2660	19.57
Sun	07/15/01	177.26129	1.08086	0	0.0000			0.0000	2.68	x	x	41.5034	19.88
Mon	07/16/01	177.28710	1.08102	1	0.1138			-0.1138	2.52	x	x	41.6172	20.04
Tue	07/17/01	177.31290	1.08118	2	0.2277			-0.2277	2.36	x	x	41.7311	20.20
Wed	07/18/01	177.33871	1.08133	3	0.3416			-0.3416	2.21	x	x	41.8450	20.35
Thu	07/19/01	177.36452	1.08149	4	0.4555			-0.4555	2.05	x	x	41.9589	20.51
Fri	07/20/01	177.39032	1.08165	5	0.5695			-0.5695	1.89	x	x	42.0729	20.67
Mon	07/23/01	177.46774	1.08212	8	0.9116			-0.9116	1.42	x	x	42.4150	21.14
Tue	07/24/01	177.49355	1.08228	9	1.0257			-1.0257	1.26	x	x	42.5291	21.30
Wed	07/25/01	177.51935	1.08244	10	1.1398			-1.1398	1.10	x	x	42.6432	21.46
Thu	07/26/01	177.54516	1.08259	11	1.2540			-1.2540	0.95	x	x	42.7574	21.61
Fri	07/27/01	177.57097	1.08275	12	1.3681			-1.3681	0.79	x	x	42.8715	21.77
Mon	07/30/01	177.64839	1.08322	15	1.7109			-1.7109	0.32	x	x	43.2143	22.24
Tue	07/31/01	177.67419	1.08338	16	1.8253			-1.8253	0.16	x	x	43.3287	22.40
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	08/01/01	177.70000	1.08354	17	1.9396			-1.9396	0.00	x	x	43.4430	22.56
Thu	08/02/01	177.70968	1.08360	18	2.0538			-2.0538	-0.06	x	x	43.5572	22.62
Fri	08/03/01	177.71935	1.08365	19	2.1680			-2.1680	-0.11	x	x	43.6714	22.67
Mon	08/06/01	177.74839	1.08383	22	2.5108			-2.5108	-0.29	x	x	44.0142	22.85
Tue	08/07/01	177.75806	1.08389	23	2.6250			-2.6250	-0.35	x	x	44.1284	22.91
Wed	08/08/01	177.76774	1.08395	24	2.7393			-2.7393	-0.41	x	x	44.2427	22.97
Thu	08/09/01	177.77742	1.08401	25	2.8536			-2.8536	-0.47	x	x	44.3570	23.03
Fri	08/10/01	177.78710	1.08407	26	2.9679			-2.9679	-0.53	x	x	44.4713	23.09
Mon	08/13/01	177.81613	1.08424	29	3.3109			-3.3109	-0.70	x	x	44.8143	23.26
Tue	08/14/01	177.82581	1.08430	30	3.4253			-3.4253	-0.76	x	x	44.9287	23.32
Wed	08/15/01	177.83548	1.08436	31	3.5396			-3.5396	-0.82	x	x	45.0430	23.38
Thu	08/16/01	177.84516	1.08442	32	3.6540			-3.6540	-0.88	x	x	45.1574	23.44
Fri	08/17/01	177.85484	1.08448	33	3.7684			-3.7684	-0.94	x	x	45.2718	23.50
Mon	08/20/01	177.88387	1.08466	36	4.1117			-4.1117	-1.12	x	x	45.6151	23.68
Tue	08/21/01	177.89355	1.08472	37	4.2261			-4.2261	-1.18	x	x	45.7295	23.74
Wed	08/22/01	177.90323	1.08478	38	4.3406			-4.3406	-1.24	x	x	45.8440	23.80
Thu	08/23/01	177.91290	1.08483	39	4.4550			-4.4550	-1.29	x	x	45.9584	23.85
Fri	08/24/01	177.92258	1.08489	40	4.5695			-4.5695	-1.35	x	x	46.0729	23.91
Mon	08/27/01	177.95161	1.08507	43	4.9130			-4.9130	-1.53	x	x	46.4164	24.09
Tue	08/28/01	177.96129	1.08513	44	5.0276			-5.0276	-1.59	x	x	46.5310	24.15
Wed	08/29/01	177.97097	1.08519	45	5.1421			-5.1421	-1.65	x	x	46.6455	24.21
Thu	08/30/01	177.98065	1.08525	46	5.2567			-5.2567	-1.71	x	x	46.7601	24.27
Fri	08/31/01	177.99032	1.08531	47	5.3713			-5.3713	-1.77	x	x	46.8747	24.33
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	09/03/01	177.96667	1.08516	50	5.7133			-5.7133	-1.62	x	x	47.2167	24.18
Tue	09/04/01	177.95000	1.08506	51	5.8270			-5.8270	-1.52	x	x	47.3304	24.08
Wed	09/05/01	177.93333	1.08496	52	5.9407			-5.9407	-1.42	x	x	47.4441	23.98
Thu	09/06/01	177.91667	1.08486	53	6.0544			-6.0544	-1.32	x	x	47.5578	23.88
Fri	09/07/01	177.90000	1.08476	54	6.1681			-6.1681	-1.22	x	x	47.6715	23.78
Mon	09/10/01	177.85000	1.08445	57	6.5089			-6.5089	-0.91	x	x	48.0123	23.47
Tue	09/11/01	177.83333	1.08435	58	6.6225			-6.6225	-0.81	x	x	48.1259	23.37
Wed	09/12/01	177.81667	1.08425	59	6.7361			-6.7361	-0.71	x	x	48.2395	23.27
Thu	09/13/01	177.80000	1.08415	60	6.8496			-6.8496	-0.61	x	x	48.3530	23.17
Fri	09/14/01	177.78333	1.08404	61	6.9630			-6.9630	-0.50	x	x	48.4664	23.06
Mon	09/17/01	177.73333	1.08374	64	7.3035			-7.3035	-0.20	x	x	48.8069	22.76
Tue	09/18/01	177.71667	1.08364	65	7.4169			-7.4169	-0.10	x	x	48.9203	22.66
Wed	09/19/01	177.70000	1.08354	66	7.5303			-7.5303	0.00	x	x	49.0337	22.56
Thu	09/20/01	177.68333	1.08343	67	7.6436			-7.6436	0.11	x	x	49.1470	22.45
Fri	09/21/01	177.66667	1.08333	68	7.7570			-7.7570	0.21	x	x	49.2604	22.35
Mon	09/24/01	177.61667	1.08303	71	8.0970			-8.0970	0.51	x	x	49.6004	22.05
Tue	09/25/01	177.60000	1.08293	72	8.2103			-8.2103	0.61	x	x	49.7137	21.95
Wed	09/26/01	177.58333	1.08283	73	8.3235			-8.3235	0.71	x	x	49.8269	21.85
Thu	09/27/01	177.56667	1.08272	74	8.4367			-8.4367	0.82	x	x	49.9401	21.74
Fri	09/28/01	177.55000	1.08262	75	8.5499			-8.5499	0.92	x	x	50.0533	21.64
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	10/01/01	177.50000	1.08232	78	8.8894			-8.8894	1.22	x	x	50.3928	21.34
Tue	10/02/01	177.50000	1.08232	79	9.0034			-9.0034	1.22	x	x	50.5068	21.34
Wed	10/03/01	177.50000	1.08232	80	9.1174			-9.1174	1.22	x	x	50.6208	21.34
Thu	10/04/01	177.50000	1.08232	81	9.2313			-9.2313	1.22	x	x	50.7347	21.34
Fri	10/05/01	177.50000	1.08232	82	9.3453			-9.3453	1.22	x	x	50.8487	21.34
Mon	10/08/01	177.50000	1.08232	85	9.6872			-9.6872	1.22	x	x	51.1906	21.34
Tue	10/09/01	177.50000	1.08232	86	9.8012			-9.8012	1.22	x	x	51.3046	21.34
Wed	10/10/01	177.50000	1.08232	87	9.9151			-9.9151	1.22	x	x	51.4185	21.34
Thu	10/11/01	177.50000	1.08232	88	10.0291			-10.0291	1.22	x	x	51.5325	21.34
Fri	10/12/01	177.50000	1.08232	89	10.1431			-10.1431	1.22	x	x	51.6465	21.34
Mon	10/15/01	177.50000	1.08232	92	10.4850			-10.4850	1.22	x	x	51.9884	21.34
Tue	10/16/01	177.50000	1.08232	93	10.5989			-10.5989	1.22	x	x	52.1023	21.34
Wed	10/17/01	177.50000	1.08232	94	10.7129			-10.7129	1.22	x	x	52.2163	21.34
Thu	10/18/01	177.50000	1.08232	95	10.8269			-10.8269	1.22	x	x	52.3303	21.34
Fri	10/19/01	177.50000	1.08232	96	10.9408			-10.9408	1.22	x	x	52.4442	21.34
Mon	10/22/01	177.50000	1.08232	99	11.2827			-11.2827	1.22	x	x	52.7861	21.34
Tue	10/23/01	177.50000	1.08232	100	11.3967			-11.3967	1.22	x	x	52.9001	21.34
Wed	10/24/01	177.50000	1.08232	101	11.5107			-11.5107	1.22	x	x	53.0141	21.34
Thu	10/25/01	177.50000	1.08232	102	11.6246			-11.6246	1.22	x	x	53.1280	21.34
Fri	10/26/01	177.50000	1.08232	103	11.7386			-11.7386	1.22	x	x	53.2420	21.34
Mon	10/29/01	177.50000	1.08232	106	12.0805			-12.0805	1.22	x	x	53.5839	21.34
Tue	10/30/01	177.50000	1.08232	107	12.1945			-12.1945	1.22	x	x	53.6979	21.34
Wed	10/31/01	177.50000	1.08232	108	12.3084			-12.3084	1.22	x	x	53.8118	21.34
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	11/01/01	177.50000	1.08232	109	12.4224			-12.4224	1.22	x	x	53.9258	21.34
Fri	11/02/01	177.52667	1.08248	110	12.5382			-12.5382	1.06	x	x	54.0416	21.50
Mon	11/05/01	177.60667	1.08297	113	12.8860			-12.8860	0.57	x	x	54.3894	21.99
Tue	11/06/01	177.63333	1.08313	114	13.0020			-13.0020	0.41	x	x	54.5054	22.15
Wed	11/07/01	177.66000	1.08329	115	13.1180			-13.1180	0.25	x	x	54.6214	22.31
Thu	11/08/01	177.68667	1.08346	116	13.2341			-13.2341	0.08	x	x	54.7375	22.48
Fri	11/09/01	177.71333	1.08362	117	13.3502			-13.3502	-0.08	x	x	54.8536	22.64
Mon	11/12/01	177.79333	1.08411	120	13.6987			-13.6987	-0.57	x	x	55.2021	23.13
Tue	11/13/01	177.82000	1.08427	121	13.8149			-13.8149	-0.73	x	x	55.3183	23.29
Wed	11/14/01	177.84667	1.08443	122	13.9311			-13.9311	-0.89	x	x	55.4345	23.45
Thu	11/15/01	177.87333	1.08459	123	14.0474			-14.0474	-1.05	x	x	55.5508	23.61
Fri	11/16/01	177.90000	1.08476	124	14.1638			-14.1638	-1.22	x	x	55.6672	23.78
Mon	11/19/01	177.98000	1.08524	127	14.5129			-14.5129	-1.70	x	x	56.0163	24.26
Tue	11/20/01	178.00667	1.08541	128	14.6294			-14.6294	-1.87	x	x	56.1328	24.43
Wed	11/21/01	178.03333	1.08557	129	14.7459			-14.7459	-2.03	x	x	56.2493	24.59
Thu	11/22/01	178.06000	1.08573	130	14.8624			-14.8624	-2.19	x	x	56.3658	24.75
Fri	11/23/01	178.08667	1.08589	131	14.9789			-14.9789	-2.35	x	x	56.4823	24.91
Mon	11/26/01	178.16667	1.08638	134	15.3289			-15.3289	-2.84	x	x	56.8323	25.40
Tue	11/27/01	178.19333	1.08654	135	15.4455			-15.4455	-3.00	x	x	56.9489	25.56
Wed	11/28/01	178.22000	1.08671	136	15.5624			-15.5624	-3.17	x	x	57.0658	25.73
Thu	11/29/01	178.24667	1.08687	137	15.6791			-15.6791	-3.33	x	x	57.1825	25.89
Fri	11/30/01	178.27333	1.08703	138	15.7959			-15.7959	-3.49	x	x	57.2993	26.05
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	12/03/01	178.26129	1.08696	141	16.1383			-16.1383	-3.42	x	x	57.6417	25.98
Tue	12/04/01	178.24194	1.08684	142	16.2509			-16.2509	-3.30	x	x	57.7543	25.86
Wed	12/05/01	178.22258	1.08672	143	16.3636			-16.3636	-3.18	x	x	57.8670	25.74
Thu	12/06/01	178.20323	1.08661	144	16.4763			-16.4763	-3.07	x	x	57.9797	25.63
Fri	12/07/01	178.18387	1.08649	145	16.5889			-16.5889	-2.95	x	x	58.0923	25.51
Mon	12/10/01	178.12581	1.08613	148	16.9265			-16.9265	-2.59	x	x	58.4299	25.15
Tue	12/11/01	178.10645	1.08601	149	17.0390			-17.0390	-2.47	x	x	58.5424	25.03
Wed	12/12/01	178.08710	1.08590	150	17.1516			-17.1516	-2.36	x	x	58.6550	24.92
Thu	12/13/01	178.06774	1.08578	151	17.2640			-17.2640	-2.24	x	x	58.7674	24.80
Fri	12/14/01	178.04839	1.08566	152	17.3765			-17.3765	-2.12	x	x	58.8799	24.68
Mon	12/17/01	177.99032	1.08531	155	17.7137			-17.7137	-1.77	x	x	59.2171	24.33
Tue	12/18/01	177.97097	1.08519	156	17.8260			-17.8260	-1.65	x	x	59.3294	24.21
Wed	12/19/01	177.95161	1.08507	157	17.9383			-17.9383	-1.53	x	x	59.4417	24.09
Thu	12/20/01	177.93226	1.08495	158	18.0506			-18.0506	-1.41	x	x	59.5540	23.97
Fri	12/21/01	177.91290	1.08483	159	18.1628			-18.1628	-1.29	x	x	59.6662	23.85
Mon	12/24/01	177.85484	1.08448	162	18.4995			-18.4995	-0.94	x	x	60.0029	23.50
Tue	12/25/01	177.83548	1.08436	163	18.6117			-18.6117	-0.82	x	x	60.1151	23.38
Wed	12/26/01	177.81613	1.08424	164	18.7238			-18.7238	-0.70	x	x	60.2272	23.26
Thu	12/27/01	177.79677	1.08413	165	18.8360			-18.8360	-0.59	x	x	60.3394	23.15
Fri	12/28/01	177.77742	1.08401	166	18.9481			-18.9481	-0.47	x	x	60.4515	23.03
Mon	12/31/01	177.71935	1.08365	169	19.2841			-19.2841	-0.11	x	x	60.7875	22.67
Tue	01/01/02	177.70000	1.08354

Generated 03/09/11 23:46