3.625% 30-Year Treasury Inflation Protected Security (TIPS) due April 15, 2028

Interest and OID per $1,000 Face Value for 2006

CUSIP Number	912810FD5	Interest 04/15/06 (182 days)	$22.2430
Dated Date	April 15, 1998	Interest 10/15/06 (183 days)	$22.8250
Ref CPI on Dated Date	161.74000	Interest Total	$45.0680
Original Issue Date	April 15, 1998	Interest 04/15/07 (182 days)

						Purchased on Settelment Date & held to 01/01/07				Held on 01/01/06 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Sun	01/01/06	199.20000	1.23161	78	9.5670	x	x	35.5010	16.07			9.5670	0.00
Mon	01/02/06	199.14839	1.23129	79	9.6871	x	x	35.3809	16.39			9.6871	-0.32
Tue	01/03/06	199.09677	1.23097	80	9.8072	x	x	35.2608	16.71			9.8072	-0.64
Wed	01/04/06	199.04516	1.23065	81	9.9272	x	x	35.1408	17.03			9.9272	-0.96
Thu	01/05/06	198.99355	1.23033	82	10.0471	x	x	35.0209	17.35			10.0471	-1.28
Fri	01/06/06	198.94194	1.23001	83	10.1670	x	x	34.9010	17.67			10.1670	-1.60
Mon	01/09/06	198.78710	1.22905	86	10.5263	x	x	34.5417	18.63			10.5263	-2.56
Tue	01/10/06	198.73548	1.22873	87	10.6459	x	x	34.4221	18.95			10.6459	-2.88
Wed	01/11/06	198.68387	1.22842	88	10.7655	x	x	34.3025	19.26			10.7655	-3.19
Thu	01/12/06	198.63226	1.22810	89	10.8850	x	x	34.1830	19.58			10.8850	-3.51
Fri	01/13/06	198.58065	1.22778	90	11.0045	x	x	34.0635	19.90			11.0045	-3.83
Mon	01/16/06	198.42581	1.22682	93	11.3624	x	x	33.7056	20.86			11.3624	-4.79
Tue	01/17/06	198.37419	1.22650	94	11.4816	x	x	33.5864	21.18			11.4816	-5.11
Wed	01/18/06	198.32258	1.22618	95	11.6007	x	x	33.4673	21.50			11.6007	-5.43
Thu	01/19/06	198.27097	1.22586	96	11.7198	x	x	33.3482	21.82			11.7198	-5.75
Fri	01/20/06	198.21935	1.22554	97	11.8388	x	x	33.2292	22.14			11.8388	-6.07
Mon	01/23/06	198.06452	1.22459	100	12.1954	x	x	32.8726	23.09			12.1954	-7.02
Tue	01/24/06	198.01290	1.22427	101	12.3142	x	x	32.7538	23.41			12.3142	-7.34
Wed	01/25/06	197.96129	1.22395	102	12.4328	x	x	32.6352	23.73			12.4328	-7.66
Thu	01/26/06	197.90968	1.22363	103	12.5515	x	x	32.5165	24.05			12.5515	-7.98
Fri	01/27/06	197.85806	1.22331	104	12.6700	x	x	32.3980	24.37			12.6700	-8.30
Mon	01/30/06	197.70323	1.22235	107	13.0252	x	x	32.0428	25.33			13.0252	-9.26
Tue	01/31/06	197.65161	1.22203	108	13.1435	x	x	31.9245	25.65			13.1435	-9.58
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	02/01/06	197.60000	1.22171	109	13.2618	x	x	31.8062	25.97			13.2618	-9.90
Thu	02/02/06	197.57143	1.22154	110	13.3816	x	x	31.6864	26.14			13.3816	-10.07
Fri	02/03/06	197.54286	1.22136	111	13.5012	x	x	31.5668	26.32			13.5012	-10.25
Mon	02/06/06	197.45714	1.22083	114	13.8601	x	x	31.2079	26.85			13.8601	-10.78
Tue	02/07/06	197.42857	1.22065	115	13.9796	x	x	31.0884	27.03			13.9796	-10.96
Wed	02/08/06	197.40000	1.22048	116	14.0992	x	x	30.9688	27.20			14.0992	-11.13
Thu	02/09/06	197.37143	1.22030	117	14.2187	x	x	30.8493	27.38			14.2187	-11.31
Fri	02/10/06	197.34286	1.22012	118	14.3381	x	x	30.7299	27.56			14.3381	-11.49
Mon	02/13/06	197.25714	1.21959	121	14.6962	x	x	30.3718	28.09			14.6962	-12.02
Tue	02/14/06	197.22857	1.21942	122	14.8156	x	x	30.2524	28.26			14.8156	-12.19
Wed	02/15/06	197.20000	1.21924	123	14.9349	x	x	30.1331	28.44			14.9349	-12.37
Thu	02/16/06	197.17143	1.21906	124	15.0541	x	x	30.0139	28.62			15.0541	-12.55
Fri	02/17/06	197.14286	1.21889	125	15.1733	x	x	29.8947	28.79			15.1733	-12.72
Mon	02/20/06	197.05714	1.21836	128	15.5307	x	x	29.5373	29.32			15.5307	-13.25
Tue	02/21/06	197.02857	1.21818	129	15.6498	x	x	29.4182	29.50			15.6498	-13.43
Wed	02/22/06	197.00000	1.21800	130	15.7688	x	x	29.2992	29.68			15.7688	-13.61
Thu	02/23/06	196.97143	1.21783	131	15.8878	x	x	29.1802	29.85			15.8878	-13.78
Fri	02/24/06	196.94286	1.21765	132	16.0067	x	x	29.0613	30.03			16.0067	-13.96
Mon	02/27/06	196.85714	1.21712	135	16.3634	x	x	28.7046	30.56			16.3634	-14.49
Tue	02/28/06	196.82857	1.21694	136	16.4822	x	x	28.5858	30.74			16.4822	-14.67
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	03/01/06	196.80000	1.21677	137	16.6011	x	x	28.4669	30.91			16.6011	-14.84
Thu	03/02/06	196.84839	1.21707	138	16.7264	x	x	28.3416	30.61			16.7264	-14.54
Fri	03/03/06	196.89677	1.21737	139	16.8517	x	x	28.2163	30.31			16.8517	-14.24
Mon	03/06/06	197.04194	1.21826	142	17.2280	x	x	27.8400	29.42			17.2280	-13.35
Tue	03/07/06	197.09032	1.21856	143	17.3536	x	x	27.7144	29.12			17.3536	-13.05
Wed	03/08/06	197.13871	1.21886	144	17.4793	x	x	27.5887	28.82			17.4793	-12.75
Thu	03/09/06	197.18710	1.21916	145	17.6050	x	x	27.4630	28.52			17.6050	-12.45
Fri	03/10/06	197.23548	1.21946	146	17.7307	x	x	27.3373	28.22			17.7307	-12.15
Mon	03/13/06	197.38065	1.22036	149	18.1084	x	x	26.9596	27.32			18.1084	-11.25
Tue	03/14/06	197.42903	1.22066	150	18.2344	x	x	26.8336	27.02			18.2344	-10.95
Wed	03/15/06	197.47742	1.22096	151	18.3605	x	x	26.7075	26.72			18.3605	-10.65
Thu	03/16/06	197.52581	1.22126	152	18.4867	x	x	26.5813	26.42			18.4867	-10.35
Fri	03/17/06	197.57419	1.22155	153	18.6127	x	x	26.4553	26.13			18.6127	-10.06
Mon	03/20/06	197.71935	1.22245	156	18.9916	x	x	26.0764	25.23			18.9916	-9.16
Tue	03/21/06	197.76774	1.22275	157	19.1181	x	x	25.9499	24.93			19.1181	-8.86
Wed	03/22/06	197.81613	1.22305	158	19.2446	x	x	25.8234	24.63			19.2446	-8.56
Thu	03/23/06	197.86452	1.22335	159	19.3711	x	x	25.6969	24.33			19.3711	-8.26
Fri	03/24/06	197.91290	1.22365	160	19.4977	x	x	25.5703	24.03			19.4977	-7.96
Mon	03/27/06	198.05806	1.22455	163	19.8779	x	x	25.1901	23.13			19.8779	-7.06
Tue	03/28/06	198.10645	1.22485	164	20.0048	x	x	25.0632	22.83			20.0048	-6.76
Wed	03/29/06	198.15484	1.22514	165	20.1315	x	x	24.9365	22.54			20.1315	-6.47
Thu	03/30/06	198.20323	1.22544	166	20.2585	x	x	24.8095	22.24			20.2585	-6.17
Fri	03/31/06	198.25161	1.22574	167	20.3855	x	x	24.6825	21.94			20.3855	-5.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	04/03/06	198.32667	1.22621	170	20.7597	x	x	24.3083	21.47			20.7597	-5.40
Tue	04/04/06	198.34000	1.22629	171	20.8831	x	x	24.1849	21.39			20.8831	-5.32
Wed	04/05/06	198.35333	1.22637	172	21.0066	x	x	24.0614	21.31			21.0066	-5.24
Thu	04/06/06	198.36667	1.22645	173	21.1301	x	x	23.9379	21.23			21.1301	-5.16
Fri	04/07/06	198.38000	1.22654	174	21.2538	x	x	23.8142	21.14			21.2538	-5.07
Mon	04/10/06	198.42000	1.22678	177	21.6245	x	x	23.4435	20.90			21.6245	-4.83
Tue	04/11/06	198.43333	1.22687	178	21.7483	x	x	23.3197	20.81			21.7483	-4.74
Wed	04/12/06	198.44667	1.22695	179	21.8719	x	x	23.1961	20.73			21.8719	-4.66
Thu	04/13/06	198.46000	1.22703	180	21.9955	x	x	23.0725	20.65			21.9955	-4.58
Fri	04/14/06	198.47333	1.22711	181	22.1192	x	x	22.9488	20.57			22.1192	-4.50
Sat	04/15/06	198.48667	1.22720	0	0.0000		x	22.8250	20.48	x		22.2430	-4.41
Mon	04/17/06	198.51333	1.22736	2	0.2431		x	22.5819	20.32	x		22.4861	-4.25
Tue	04/18/06	198.52667	1.22744	3	0.3647		x	22.4603	20.24	x		22.6077	-4.17
Wed	04/19/06	198.54000	1.22753	4	0.4863		x	22.3387	20.15	x		22.7293	-4.08
Thu	04/20/06	198.55333	1.22761	5	0.6079		x	22.2171	20.07	x		22.8509	-4.00
Fri	04/21/06	198.56667	1.22769	6	0.7296		x	22.0954	19.99	x		22.9726	-3.92
Mon	04/24/06	198.60667	1.22794	9	1.0946		x	21.7304	19.74	x		23.3376	-3.67
Tue	04/25/06	198.62000	1.22802	10	1.2163		x	21.6087	19.66	x		23.4593	-3.59
Wed	04/26/06	198.63333	1.22810	11	1.3380		x	21.4870	19.58	x		23.5810	-3.51
Thu	04/27/06	198.64667	1.22819	12	1.4597		x	21.3653	19.49	x		23.7027	-3.42
Fri	04/28/06	198.66000	1.22827	13	1.5815		x	21.2435	19.41	x		23.8245	-3.34
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/01/06	198.70000	1.22851	16	1.9468		x	20.8782	19.17	x		24.1898	-3.10
Tue	05/02/06	198.73548	1.22873	17	2.0689		x	20.7561	18.95	x		24.3119	-2.88
Wed	05/03/06	198.77097	1.22895	18	2.1910		x	20.6340	18.73	x		24.4340	-2.66
Thu	05/04/06	198.80645	1.22917	19	2.3131		x	20.5119	18.51	x		24.5561	-2.44
Fri	05/05/06	198.84194	1.22939	20	2.4353		x	20.3897	18.29	x		24.6783	-2.22
Mon	05/08/06	198.94839	1.23005	23	2.8021		x	20.0229	17.63	x		25.0451	-1.56
Tue	05/09/06	198.98387	1.23027	24	2.9244		x	19.9006	17.41	x		25.1674	-1.34
Wed	05/10/06	199.01935	1.23049	25	3.0468		x	19.7782	17.19	x		25.2898	-1.12
Thu	05/11/06	199.05484	1.23071	26	3.1692		x	19.6558	16.97	x		25.4122	-0.90
Fri	05/12/06	199.09032	1.23093	27	3.2917		x	19.5333	16.75	x		25.5347	-0.68
Mon	05/15/06	199.19677	1.23159	30	3.6594		x	19.1656	16.09	x		25.9024	-0.02
Tue	05/16/06	199.23226	1.23181	31	3.7821		x	19.0429	15.87	x		26.0251	0.20
Wed	05/17/06	199.26774	1.23203	32	3.9048		x	18.9202	15.65	x		26.1478	0.42
Thu	05/18/06	199.30323	1.23224	33	4.0275		x	18.7975	15.44	x		26.2705	0.63
Fri	05/19/06	199.33871	1.23246	34	4.1503		x	18.6747	15.22	x		26.3933	0.85
Mon	05/22/06	199.44516	1.23312	37	4.5189		x	18.3061	14.56	x		26.7619	1.51
Tue	05/23/06	199.48065	1.23334	38	4.6419		x	18.1831	14.34	x		26.8849	1.73
Wed	05/24/06	199.51613	1.23356	39	4.7649		x	18.0601	14.12	x		27.0079	1.95
Thu	05/25/06	199.55161	1.23378	40	4.8879		x	17.9371	13.90	x		27.1309	2.17
Fri	05/26/06	199.58710	1.23400	41	5.0110		x	17.8140	13.68	x		27.2540	2.39
Mon	05/29/06	199.69355	1.23466	44	5.3806		x	17.4444	13.02	x		27.6236	3.05
Tue	05/30/06	199.72903	1.23488	45	5.5038		x	17.3212	12.80	x		27.7468	3.27
Wed	05/31/06	199.76452	1.23510	46	5.6271		x	17.1979	12.58	x		27.8701	3.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	06/01/06	199.80000	1.23532	47	5.7505		x	17.0745	12.36	x		27.9935	3.71
Fri	06/02/06	199.85667	1.23567	48	5.8745		x	16.9505	12.01	x		28.1175	4.06
Mon	06/05/06	200.02667	1.23672	51	6.2470		x	16.5780	10.96	x		28.4900	5.11
Tue	06/06/06	200.08333	1.23707	52	6.3712		x	16.4538	10.61	x		28.6142	5.46
Wed	06/07/06	200.14000	1.23742	53	6.4956		x	16.3294	10.26	x		28.7386	5.81
Thu	06/08/06	200.19667	1.23777	54	6.6200		x	16.2050	9.91	x		28.8630	6.16
Fri	06/09/06	200.25333	1.23812	55	6.7445		x	16.0805	9.56	x		28.9875	6.51
Mon	06/12/06	200.42333	1.23917	58	7.1185		x	15.7065	8.51	x		29.3615	7.56
Tue	06/13/06	200.48000	1.23952	59	7.2432		x	15.5818	8.16	x		29.4862	7.91
Wed	06/14/06	200.53667	1.23987	60	7.3681		x	15.4569	7.81	x		29.6111	8.26
Thu	06/15/06	200.59333	1.24022	61	7.4930		x	15.3320	7.46	x		29.7360	8.61
Fri	06/16/06	200.65000	1.24057	62	7.6180		x	15.2070	7.11	x		29.8610	8.96
Mon	06/19/06	200.82000	1.24162	65	7.9934		x	14.8316	6.06	x		30.2364	10.01
Tue	06/20/06	200.87667	1.24197	66	8.1186		x	14.7064	5.71	x		30.3616	10.36
Wed	06/21/06	200.93333	1.24232	67	8.2439		x	14.5811	5.36	x		30.4869	10.71
Thu	06/22/06	200.99000	1.24267	68	8.3693		x	14.4557	5.01	x		30.6123	11.06
Fri	06/23/06	201.04667	1.24302	69	8.4948		x	14.3302	4.66	x		30.7378	11.41
Mon	06/26/06	201.21667	1.24407	72	8.8716		x	13.9534	3.61	x		31.1146	12.46
Tue	06/27/06	201.27333	1.24443	73	8.9975		x	13.8275	3.25	x		31.2405	12.82
Wed	06/28/06	201.33000	1.24478	74	9.1233		x	13.7017	2.90	x		31.3663	13.17
Thu	06/29/06	201.38667	1.24513	75	9.2492		x	13.5758	2.55	x		31.4922	13.52
Fri	06/30/06	201.44333	1.24548	76	9.3751		x	13.4499	2.20	x		31.6181	13.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	07/03/06	201.56452	1.24623	79	9.7511		x	13.0739	1.45	x		31.9941	14.62
Tue	07/04/06	201.59677	1.24642	80	9.8760		x	12.9490	1.26	x		32.1190	14.81
Wed	07/05/06	201.62903	1.24662	81	10.0011		x	12.8239	1.06	x		32.2441	15.01
Thu	07/06/06	201.66129	1.24682	82	10.1262		x	12.6988	0.86	x		32.3692	15.21
Fri	07/07/06	201.69355	1.24702	83	10.2513		x	12.5737	0.66	x		32.4943	15.41
Mon	07/10/06	201.79032	1.24762	86	10.6269		x	12.1981	0.06	x		32.8699	16.01
Tue	07/11/06	201.82258	1.24782	87	10.7522		x	12.0728	-0.14	x		32.9952	16.21
Wed	07/12/06	201.85484	1.24802	88	10.8776		x	11.9474	-0.34	x		33.1206	16.41
Thu	07/13/06	201.88710	1.24822	89	11.0029		x	11.8221	-0.54	x		33.2459	16.61
Fri	07/14/06	201.91935	1.24842	90	11.1283		x	11.6967	-0.74	x		33.3713	16.81
Mon	07/17/06	202.01613	1.24902	93	11.5048		x	11.3202	-1.34	x		33.7478	17.41
Tue	07/18/06	202.04839	1.24922	94	11.6304		x	11.1946	-1.54	x		33.8734	17.61
Wed	07/19/06	202.08065	1.24942	95	11.7560		x	11.0690	-1.74	x		33.9990	17.81
Thu	07/20/06	202.11290	1.24962	96	11.8816		x	10.9434	-1.94	x		34.1246	18.01
Fri	07/21/06	202.14516	1.24982	97	12.0073		x	10.8177	-2.14	x		34.2503	18.21
Mon	07/24/06	202.24194	1.25041	100	12.3845		x	10.4405	-2.73	x		34.6275	18.80
Tue	07/25/06	202.27419	1.25061	101	12.5104		x	10.3146	-2.93	x		34.7534	19.00
Wed	07/26/06	202.30645	1.25081	102	12.6363		x	10.1887	-3.13	x		34.8793	19.20
Thu	07/27/06	202.33871	1.25101	103	12.7622		x	10.0628	-3.33	x		35.0052	19.40
Fri	07/28/06	202.37097	1.25121	104	12.8881		x	9.9369	-3.53	x		35.1311	19.60
Mon	07/31/06	202.46774	1.25181	107	13.2663		x	9.5587	-4.13	x		35.5093	20.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	08/01/06	202.50000	1.25201	108	13.3924		x	9.4326	-4.33	x		35.6354	20.40
Wed	08/02/06	202.51290	1.25209	109	13.5173		x	9.3077	-4.41	x		35.7603	20.48
Thu	08/03/06	202.52581	1.25217	110	13.6422		x	9.1828	-4.49	x		35.8852	20.56
Fri	08/04/06	202.53871	1.25225	111	13.7671		x	9.0579	-4.57	x		36.0101	20.64
Mon	08/07/06	202.57742	1.25249	114	14.1418		x	8.6832	-4.81	x		36.3848	20.88
Tue	08/08/06	202.59032	1.25257	115	14.2668		x	8.5582	-4.89	x		36.5098	20.96
Wed	08/09/06	202.60323	1.25265	116	14.3918		x	8.4332	-4.97	x		36.6348	21.04
Thu	08/10/06	202.61613	1.25273	117	14.5168		x	8.3082	-5.05	x		36.7598	21.12
Fri	08/11/06	202.62903	1.25281	118	14.6418		x	8.1832	-5.13	x		36.8848	21.20
Mon	08/14/06	202.66774	1.25305	121	15.0169		x	7.8081	-5.37	x		37.2599	21.44
Tue	08/15/06	202.68065	1.25313	122	15.1420		x	7.6830	-5.45	x		37.3850	21.52
Wed	08/16/06	202.69355	1.25321	123	15.2671		x	7.5579	-5.53	x		37.5101	21.60
Thu	08/17/06	202.70645	1.25329	124	15.3922		x	7.4328	-5.61	x		37.6352	21.68
Fri	08/18/06	202.71935	1.25337	125	15.5173		x	7.3077	-5.69	x		37.7603	21.76
Mon	08/21/06	202.75806	1.25360	128	15.8926		x	6.9324	-5.92	x		38.1356	21.99
Tue	08/22/06	202.77097	1.25368	129	16.0178		x	6.8072	-6.00	x		38.2608	22.07
Wed	08/23/06	202.78387	1.25376	130	16.1430		x	6.6820	-6.08	x		38.3860	22.15
Thu	08/24/06	202.79677	1.25384	131	16.2682		x	6.5568	-6.16	x		38.5112	22.23
Fri	08/25/06	202.80968	1.25392	132	16.3935		x	6.4315	-6.24	x		38.6365	22.31
Mon	08/28/06	202.84839	1.25416	135	16.7693		x	6.0557	-6.48	x		39.0123	22.55
Tue	08/29/06	202.86129	1.25424	136	16.8945		x	5.9305	-6.56	x		39.1375	22.63
Wed	08/30/06	202.87419	1.25432	137	17.0199		x	5.8051	-6.64	x		39.2629	22.71
Thu	08/31/06	202.88710	1.25440	138	17.1452		x	5.6798	-6.72	x		39.3882	22.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	09/01/06	202.90000	1.25448	139	17.2705		x	5.5545	-6.80	x		39.5135	22.87
Mon	09/04/06	202.96000	1.25485	142	17.6485		x	5.1765	-7.17	x		39.8915	23.24
Tue	09/05/06	202.98000	1.25498	143	17.7746		x	5.0504	-7.30	x		40.0176	23.37
Wed	09/06/06	203.00000	1.25510	144	17.9006		x	4.9244	-7.42	x		40.1436	23.49
Thu	09/07/06	203.02000	1.25522	145	18.0266		x	4.7984	-7.54	x		40.2696	23.61
Fri	09/08/06	203.04000	1.25535	146	18.1528		x	4.6722	-7.67	x		40.3958	23.74
Mon	09/11/06	203.10000	1.25572	149	18.5313		x	4.2937	-8.04	x		40.7743	24.11
Tue	09/12/06	203.12000	1.25584	150	18.6575		x	4.1675	-8.16	x		40.9005	24.23
Wed	09/13/06	203.14000	1.25597	151	18.7838		x	4.0412	-8.29	x		41.0268	24.36
Thu	09/14/06	203.16000	1.25609	152	18.9100		x	3.9150	-8.41	x		41.1530	24.48
Fri	09/15/06	203.18000	1.25621	153	19.0362		x	3.7888	-8.53	x		41.2792	24.60
Mon	09/18/06	203.24000	1.25658	156	19.4152		x	3.4098	-8.90	x		41.6582	24.97
Tue	09/19/06	203.26000	1.25671	157	19.5417		x	3.2833	-9.03	x		41.7847	25.10
Wed	09/20/06	203.28000	1.25683	158	19.6680		x	3.1570	-9.15	x		41.9110	25.22
Thu	09/21/06	203.30000	1.25696	159	19.7945		x	3.0305	-9.28	x		42.0375	25.35
Fri	09/22/06	203.32000	1.25708	160	19.9209		x	2.9041	-9.40	x		42.1639	25.47
Mon	09/25/06	203.38000	1.25745	163	20.3004		x	2.5246	-9.77	x		42.5434	25.84
Tue	09/26/06	203.40000	1.25757	164	20.4269		x	2.3981	-9.89	x		42.6699	25.96
Wed	09/27/06	203.42000	1.25770	165	20.5536		x	2.2714	-10.02	x		42.7966	26.09
Thu	09/28/06	203.44000	1.25782	166	20.6801		x	2.1449	-10.14	x		42.9231	26.21
Fri	09/29/06	203.46000	1.25794	167	20.8067		x	2.0183	-10.26	x		43.0497	26.33
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/02/06	203.51290	1.25827	170	21.1860		x	1.6390	-10.59	x		43.4290	26.66
Tue	10/03/06	203.52581	1.25835	171	21.3120		x	1.5130	-10.67	x		43.5550	26.74
Wed	10/04/06	203.53871	1.25843	172	21.4380		x	1.3870	-10.75	x		43.6810	26.82
Thu	10/05/06	203.55161	1.25851	173	21.5640		x	1.2610	-10.83	x		43.8070	26.90
Fri	10/06/06	203.56452	1.25859	174	21.6900		x	1.1350	-10.91	x		43.9330	26.98
Mon	10/09/06	203.60323	1.25883	177	22.0682		x	0.7568	-11.15	x		44.3112	27.22
Tue	10/10/06	203.61613	1.25891	178	22.1943		x	0.6307	-11.23	x		44.4373	27.30
Wed	10/11/06	203.62903	1.25899	179	22.3204		x	0.5046	-11.31	x		44.5634	27.38
Thu	10/12/06	203.64194	1.25907	180	22.4465		x	0.3785	-11.39	x		44.6895	27.46
Fri	10/13/06	203.65484	1.25915	181	22.5727		x	0.2523	-11.47	x		44.8157	27.54
Sun	10/15/06	203.68065	1.25931	0	0.0000			0.0000	-11.63	x	x	45.0680	27.70
Mon	10/16/06	203.69355	1.25939	1	0.1254			-0.1254	-11.71	x	x	45.1934	27.78
Tue	10/17/06	203.70645	1.25947	2	0.2509			-0.2509	-11.79	x	x	45.3189	27.86
Wed	10/18/06	203.71935	1.25955	3	0.3763			-0.3763	-11.87	x	x	45.4443	27.94
Thu	10/19/06	203.73226	1.25963	4	0.5018			-0.5018	-11.95	x	x	45.5698	28.02
Fri	10/20/06	203.74516	1.25971	5	0.6273			-0.6273	-12.03	x	x	45.6953	28.10
Mon	10/23/06	203.78387	1.25995	8	1.0038			-1.0038	-12.27	x	x	46.0718	28.34
Tue	10/24/06	203.79677	1.26003	9	1.1294			-1.1294	-12.35	x	x	46.1974	28.42
Wed	10/25/06	203.80968	1.26011	10	1.2549			-1.2549	-12.43	x	x	46.3229	28.50
Thu	10/26/06	203.82258	1.26019	11	1.3805			-1.3805	-12.51	x	x	46.4485	28.58
Fri	10/27/06	203.83548	1.26027	12	1.5061			-1.5061	-12.59	x	x	46.5741	28.66
Mon	10/30/06	203.87419	1.26051	15	1.8830			-1.8830	-12.83	x	x	46.9510	28.90
Tue	10/31/06	203.88710	1.26059	16	2.0086			-2.0086	-12.91	x	x	47.0766	28.98
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	11/01/06	203.90000	1.26067	17	2.1343			-2.1343	-12.99	x	x	47.2023	29.06
Thu	11/02/06	203.86667	1.26046	18	2.2595			-2.2595	-12.78	x	x	47.3275	28.85
Fri	11/03/06	203.83333	1.26025	19	2.3846			-2.3846	-12.57	x	x	47.4526	28.64
Mon	11/06/06	203.73333	1.25963	22	2.7598			-2.7598	-11.95	x	x	47.8278	28.02
Tue	11/07/06	203.70000	1.25943	23	2.8848			-2.8848	-11.75	x	x	47.9528	27.82
Wed	11/08/06	203.66667	1.25922	24	3.0097			-3.0097	-11.54	x	x	48.0777	27.61
Thu	11/09/06	203.63333	1.25902	25	3.1346			-3.1346	-11.34	x	x	48.2026	27.41
Fri	11/10/06	203.60000	1.25881	26	3.2594			-3.2594	-11.13	x	x	48.3274	27.20
Mon	11/13/06	203.50000	1.25819	29	3.6337			-3.6337	-10.51	x	x	48.7017	26.58
Tue	11/14/06	203.46667	1.25799	30	3.7584			-3.7584	-10.31	x	x	48.8264	26.38
Wed	11/15/06	203.43333	1.25778	31	3.8831			-3.8831	-10.10	x	x	48.9511	26.17
Thu	11/16/06	203.40000	1.25757	32	4.0076			-4.0076	-9.89	x	x	49.0756	25.96
Fri	11/17/06	203.36667	1.25737	33	4.1322			-4.1322	-9.69	x	x	49.2002	25.76
Mon	11/20/06	203.26667	1.25675	36	4.5057			-4.5057	-9.07	x	x	49.5737	25.14
Tue	11/21/06	203.23333	1.25654	37	4.6300			-4.6300	-8.86	x	x	49.6980	24.93
Wed	11/22/06	203.20000	1.25634	38	4.7544			-4.7544	-8.66	x	x	49.8224	24.73
Thu	11/23/06	203.16667	1.25613	39	4.8787			-4.8787	-8.45	x	x	49.9467	24.52
Fri	11/24/06	203.13333	1.25593	40	5.0030			-5.0030	-8.25	x	x	50.0710	24.32
Mon	11/27/06	203.03333	1.25531	43	5.3756			-5.3756	-7.63	x	x	50.4436	23.70
Tue	11/28/06	203.00000	1.25510	44	5.4997			-5.4997	-7.42	x	x	50.5677	23.49
Wed	11/29/06	202.96667	1.25489	45	5.6237			-5.6237	-7.21	x	x	50.6917	23.28
Thu	11/30/06	202.93333	1.25469	46	5.7478			-5.7478	-7.01	x	x	50.8158	23.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	12/01/06	202.90000	1.25448	47	5.8718			-5.8718	-6.80	x	x	50.9398	22.87
Mon	12/04/06	202.79355	1.25382	50	6.2433			-6.2433	-6.14	x	x	51.3113	22.21
Tue	12/05/06	202.75806	1.25360	51	6.3670			-6.3670	-5.92	x	x	51.4350	21.99
Wed	12/06/06	202.72258	1.25339	52	6.4908			-6.4908	-5.71	x	x	51.5588	21.78
Thu	12/07/06	202.68710	1.25317	53	6.6144			-6.6144	-5.49	x	x	51.6824	21.56
Fri	12/08/06	202.65161	1.25295	54	6.7380			-6.7380	-5.27	x	x	51.8060	21.34
Mon	12/11/06	202.54516	1.25229	57	7.1086			-7.1086	-4.61	x	x	52.1766	20.68
Tue	12/12/06	202.50968	1.25207	58	7.2321			-7.2321	-4.39	x	x	52.3001	20.46
Wed	12/13/06	202.47419	1.25185	59	7.3555			-7.3555	-4.17	x	x	52.4235	20.24
Thu	12/14/06	202.43871	1.25163	60	7.4788			-7.4788	-3.95	x	x	52.5468	20.02
Fri	12/15/06	202.40323	1.25141	61	7.6021			-7.6021	-3.73	x	x	52.6701	19.80
Mon	12/18/06	202.29677	1.25075	64	7.9718			-7.9718	-3.07	x	x	53.0398	19.14
Tue	12/19/06	202.26129	1.25053	65	8.0949			-8.0949	-2.85	x	x	53.1629	18.92
Wed	12/20/06	202.22581	1.25031	66	8.2180			-8.2180	-2.63	x	x	53.2860	18.70
Thu	12/21/06	202.19032	1.25009	67	8.3411			-8.3411	-2.41	x	x	53.4091	18.48
Fri	12/22/06	202.15484	1.24988	68	8.4642			-8.4642	-2.20	x	x	53.5322	18.27
Mon	12/25/06	202.04839	1.24922	71	8.8329			-8.8329	-1.54	x	x	53.9009	17.61
Tue	12/26/06	202.01290	1.24900	72	8.9557			-8.9557	-1.32	x	x	54.0237	17.39
Wed	12/27/06	201.97742	1.24878	73	9.0785			-9.0785	-1.10	x	x	54.1465	17.17
Thu	12/28/06	201.94194	1.24856	74	9.2013			-9.2013	-0.88	x	x	54.2693	16.95
Fri	12/29/06	201.90645	1.24834	75	9.3240			-9.3240	-0.66	x	x	54.3920	16.73
Mon	01/01/07	201.80000	1.24768

Generated 03/09/11 23:47