3.375% 30.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2032

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

CUSIP Number912810FQ6Interest 04/15/06 (182 days)$18.8701
Dated DateOctober 15, 2001Interest 10/15/06 (183 days)$19.3641
Ref CPI on Dated Date177.50000Interest Total$38.2342
Original Issue DateOctober 15, 2001Interest 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 CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Sun01/01/06199.200001.12225788.1163xx30.117914.65  8.11630.00
Mon01/02/06199.148391.12196798.2182xx30.016014.94  8.2182-0.29
Tue01/03/06199.096771.12167808.3201xx29.914115.23  8.3201-0.58
Wed01/04/06199.045161.12138818.4219xx29.812315.52  8.4219-0.87
Thu01/05/06198.993551.12109828.5237xx29.710515.81  8.5237-1.16
Fri01/06/06198.941941.12080838.6254xx29.608816.10  8.6254-1.45
Mon01/09/06198.787101.11993868.9302xx29.304016.97  8.9302-2.32
Tue01/10/06198.735481.11964879.0317xx29.202517.26  9.0317-2.61
Wed01/11/06198.683871.11935889.1332xx29.101017.55  9.1332-2.90
Thu01/12/06198.632261.11905899.2345xx28.999717.85  9.2345-3.20
Fri01/13/06198.580651.11876909.3358xx28.898418.14  9.3358-3.49
Mon01/16/06198.425811.11789939.6395xx28.594719.01  9.6395-4.36
Tue01/17/06198.374191.11760949.7406xx28.493619.30  9.7406-4.65
Wed01/18/06198.322581.11731959.8417xx28.392519.59  9.8417-4.94
Thu01/19/06198.270971.11702969.9427xx28.291519.88  9.9427-5.23
Fri01/20/06198.219351.116739710.0437xx28.190520.17  10.0437-5.52
Mon01/23/06198.064521.1158610010.3462xx27.888021.04  10.3462-6.39
Tue01/24/06198.012901.1155710110.4470xx27.787221.33  10.4470-6.68
Wed01/25/06197.961291.1152710210.5476xx27.686621.63  10.5476-6.98
Thu01/26/06197.909681.1149810310.6482xx27.586021.92  10.6482-7.27
Fri01/27/06197.858061.1146910410.7488xx27.485422.21  10.7488-7.56
Mon01/30/06197.703231.1138210711.0502xx27.184023.08  11.0502-8.43
Tue01/31/06197.651611.1135310811.1506xx27.083623.37  11.1506-8.72
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Wed02/01/06197.600001.1132410911.2509xx26.983323.66  11.2509-9.01
Thu02/02/06197.571431.1130811011.3525xx26.881723.82  11.3525-9.17
Fri02/03/06197.542861.1129211111.4541xx26.780123.98  11.4541-9.33
Mon02/06/06197.457141.1124311411.7584xx26.475824.47  11.7584-9.82
Tue02/07/06197.428571.1122711511.8599xx26.374324.63  11.8599-9.98
Wed02/08/06197.400001.1121111611.9613xx26.272924.79  11.9613-10.14
Thu02/09/06197.371431.1119511712.0627xx26.171524.95  12.0627-10.30
Fri02/10/06197.342861.1117911812.1640xx26.070225.11  12.1640-10.46
Mon02/13/06197.257141.1113112112.4679xx25.766325.59  12.4679-10.94
Tue02/14/06197.228571.1111512212.5691xx25.665125.75  12.5691-11.10
Wed02/15/06197.200001.1109912312.6703xx25.563925.91  12.6703-11.26
Thu02/16/06197.171431.1108212412.7714xx25.462826.08  12.7714-11.43
Fri02/17/06197.142861.1106612512.8725xx25.361726.24  12.8725-11.59
Mon02/20/06197.057141.1101812813.1758xx25.058426.72  13.1758-12.07
Tue02/21/06197.028571.1100212913.2768xx24.957426.88  13.2768-12.23
Wed02/22/06197.000001.1098613013.3778xx24.856427.04  13.3778-12.39
Thu02/23/06196.971431.1097013113.4787xx24.755527.20  13.4787-12.55
Fri02/24/06196.942861.1095413213.5797xx24.654527.36  13.5797-12.71
Mon02/27/06196.857141.1090513513.8822xx24.352027.85  13.8822-13.20
Tue02/28/06196.828571.1088913613.9830xx24.251228.01  13.9830-13.36
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Wed03/01/06196.800001.1087313714.0838xx24.150428.17  14.0838-13.52
Thu03/02/06196.848391.1090113814.1901xx24.044127.89  14.1901-13.24
Fri03/03/06196.896771.1092813914.2965xx23.937727.62  14.2965-12.97
Mon03/06/06197.041941.1101014214.6158xx23.618426.80  14.6158-12.15
Tue03/07/06197.090321.1103714314.7223xx23.511926.53  14.7223-11.88
Wed03/08/06197.138711.1106414414.8289xx23.405326.26  14.8289-11.61
Thu03/09/06197.187101.1109114514.9355xx23.298725.99  14.9355-11.34
Fri03/10/06197.235481.1111914615.0423xx23.191925.71  15.0423-11.06
Mon03/13/06197.380651.1120014915.3626xx22.871624.90  15.3626-10.25
Tue03/14/06197.429031.1122815015.4696xx22.764624.62  15.4696-9.97
Wed03/15/06197.477421.1125515115.5765xx22.657724.35  15.5765-9.70
Thu03/16/06197.525811.1128215215.6834xx22.550824.08  15.6834-9.43
Fri03/17/06197.574191.1130915315.7904xx22.443823.81  15.7904-9.16
Mon03/20/06197.719351.1139115616.1119xx22.122322.99  16.1119-8.34
Tue03/21/06197.767741.1141815716.2191xx22.015122.72  16.2191-8.07
Wed03/22/06197.816131.1144615816.3265xx21.907722.44  16.3265-7.79
Thu03/23/06197.864521.1147315916.4338xx21.800422.17  16.4338-7.52
Fri03/24/06197.912901.1150016016.5412xx21.693021.90  16.5412-7.25
Mon03/27/06198.058061.1158216316.8637xx21.370521.08  16.8637-6.43
Tue03/28/06198.106451.1160916416.9713xx21.262920.81  16.9713-6.16
Wed03/29/06198.154841.1163716517.0791xx21.155120.53  17.0791-5.88
Thu03/30/06198.203231.1166416617.1867xx21.047520.26  17.1867-5.61
Fri03/31/06198.251611.1169116717.2945xx20.939719.99  17.2945-5.34
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon04/03/06198.326671.1173317017.6118xx20.622419.57  17.6118-4.92
Tue04/04/06198.340001.1174117117.7166xx20.517619.49  17.7166-4.84
Wed04/05/06198.353331.1174817217.8214xx20.412819.42  17.8214-4.77
Thu04/06/06198.366671.1175617317.9262xx20.308019.34  17.9262-4.69
Fri04/07/06198.380001.1176317418.0310xx20.203219.27  18.0310-4.62
Mon04/10/06198.420001.1178617718.3456xx19.888619.04  18.3456-4.39
Tue04/11/06198.433331.1179317818.4505xx19.783718.97  18.4505-4.32
Wed04/12/06198.446671.1180117918.5554xx19.678818.89  18.5554-4.24
Thu04/13/06198.460001.1180818018.6603xx19.573918.82  18.6603-4.17
Fri04/14/06198.473331.1181618118.7653xx19.468918.74  18.7653-4.09
Sat04/15/06198.486671.1182300.0000 x19.364118.67x 18.8701-4.02
Mon04/17/06198.513331.1183820.2063 x19.157818.52x 19.0764-3.87
Tue04/18/06198.526671.1184630.3094 x19.054718.44x 19.1795-3.79
Wed04/19/06198.540001.1185440.4126 x18.951518.36x 19.2827-3.71
Thu04/20/06198.553331.1186150.5158 x18.848318.29x 19.3859-3.64
Fri04/21/06198.566671.1186960.6189 x18.745218.21x 19.4890-3.56
Mon04/24/06198.606671.1189190.9286 x18.435517.99x 19.7987-3.34
Tue04/25/06198.620001.11899101.0319 x18.332217.91x 19.9020-3.26
Wed04/26/06198.633331.11906111.1351 x18.229017.84x 20.0052-3.19
Thu04/27/06198.646671.11914121.2384 x18.125717.76x 20.1085-3.11
Fri04/28/06198.660001.11921131.3417 x18.022417.69x 20.2118-3.04
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon05/01/06198.700001.11944161.6516 x17.712517.46x 20.5217-2.81
Tue05/02/06198.735481.11964171.7552 x17.608917.26x 20.6253-2.61
Wed05/03/06198.770971.11984181.8588 x17.505317.06x 20.7289-2.41
Thu05/04/06198.806451.12004191.9624 x17.401716.86x 20.8325-2.21
Fri05/05/06198.841941.12024202.0660 x17.298116.66x 20.9361-2.01
Mon05/08/06198.948391.12084232.3772 x16.986916.06x 21.2473-1.41
Tue05/09/06198.983871.12104242.4810 x16.883115.86x 21.3511-1.21
Wed05/10/06199.019351.12124252.5848 x16.779315.66x 21.4549-1.01
Thu05/11/06199.054841.12144262.6887 x16.675415.46x 21.5588-0.81
Fri05/12/06199.090321.12164272.7926 x16.571515.26x 21.6627-0.61
Mon05/15/06199.196771.12224303.1046 x16.259514.66x 21.9747-0.01
Tue05/16/06199.232261.12244313.2086 x16.155514.46x 22.07870.19
Wed05/17/06199.267741.12264323.3127 x16.051414.26x 22.18280.39
Thu05/18/06199.303231.12284333.4168 x15.947314.06x 22.28690.59
Fri05/19/06199.338711.12303343.5210 x15.843113.87x 22.39110.78
Mon05/22/06199.445161.12363373.8337 x15.530413.27x 22.70381.38
Tue05/23/06199.480651.12383383.9380 x15.426113.07x 22.80811.58
Wed05/24/06199.516131.12403394.0424 x15.321712.87x 22.91251.78
Thu05/25/06199.551611.12423404.1468 x15.217312.67x 23.01691.98
Fri05/26/06199.587101.12443414.2512 x15.112912.47x 23.12132.18
Mon05/29/06199.693551.12503444.5647 x14.799411.87x 23.43482.78
Tue05/30/06199.729031.12523454.6692 x14.694911.67x 23.53932.98
Wed05/31/06199.764521.12543464.7739 x14.590211.47x 23.64403.18
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Thu06/01/06199.800001.12563474.8785 x14.485611.27x 23.74863.38
Fri06/02/06199.856671.12595484.9837 x14.380410.95x 23.85383.70
Mon06/05/06200.026671.12691515.2997 x14.06449.99x 24.16984.66
Tue06/06/06200.083331.12723525.4052 x13.95899.67x 24.27534.98
Wed06/07/06200.140001.12755535.5107 x13.85349.35x 24.38085.30
Thu06/08/06200.196671.12787545.6162 x13.74799.03x 24.48635.62
Fri06/09/06200.253331.12819555.7219 x13.64228.71x 24.59205.94
Mon06/12/06200.423331.12915586.0391 x13.32507.75x 24.90926.90
Tue06/13/06200.480001.12946596.1449 x13.21927.44x 25.01507.21
Wed06/14/06200.536671.12978606.2508 x13.11337.12x 25.12097.53
Thu06/15/06200.593331.13010616.3568 x13.00736.80x 25.22697.85
Fri06/16/06200.650001.13042626.4629 x12.90126.48x 25.33308.17
Mon06/19/06200.820001.13138656.7813 x12.58285.52x 25.65149.13
Tue06/20/06200.876671.13170666.8876 x12.47655.20x 25.75779.45
Wed06/21/06200.933331.13202676.9939 x12.37024.88x 25.86409.77
Thu06/22/06200.990001.13234687.1003 x12.26384.56x 25.970410.09
Fri06/23/06201.046671.13266697.2068 x12.15734.24x 26.076910.41
Mon06/26/06201.216671.13362727.5265 x11.83763.28x 26.396611.37
Tue06/27/06201.273331.13393737.6331 x11.73102.97x 26.503211.68
Wed06/28/06201.330001.13425747.7399 x11.62422.65x 26.610012.00
Thu06/29/06201.386671.13457757.8467 x11.51742.33x 26.716812.32
Fri06/30/06201.443331.13489767.9535 x11.41062.01x 26.823612.64
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon07/03/06201.564521.13557798.2724 x11.09171.33x 27.142513.32
Tue07/04/06201.596771.13576808.3786 x10.98551.14x 27.248713.51
Wed07/05/06201.629031.13594818.4846 x10.87950.96x 27.354713.69
Thu07/06/06201.661291.13612828.5907 x10.77340.78x 27.460813.87
Fri07/07/06201.693551.13630838.6969 x10.66720.60x 27.567014.05
Mon07/10/06201.790321.13685869.0156 x10.34850.05x 27.885714.60
Tue07/11/06201.822581.13703879.1219 x10.2422-0.13x 27.992014.78
Wed07/12/06201.854841.13721889.2282 x10.1359-0.31x 28.098314.96
Thu07/13/06201.887101.13739899.3345 x10.0296-0.49x 28.204615.14
Fri07/14/06201.919351.13757909.4409 x9.9232-0.67x 28.311015.32
Mon07/17/06202.016131.13812939.7603 x9.6038-1.22x 28.630415.87
Tue07/18/06202.048391.13830949.8668 x9.4973-1.40x 28.736916.05
Wed07/19/06202.080651.13848959.9734 x9.3907-1.58x 28.843516.23
Thu07/20/06202.112901.138669610.0799 x9.2842-1.76x 28.950016.41
Fri07/21/06202.145161.138859710.1866 x9.1775-1.95x 29.056716.60
Mon07/24/06202.241941.1393910010.5067 x8.8574-2.49x 29.376817.14
Tue07/25/06202.274191.1395710110.6134 x8.7507-2.67x 29.483517.32
Wed07/26/06202.306451.1397510210.7202 x8.6439-2.85x 29.590317.50
Thu07/27/06202.338711.1399410310.8271 x8.5370-3.04x 29.697217.69
Fri07/28/06202.370971.1401210410.9339 x8.4302-3.22x 29.804017.87
Mon07/31/06202.467741.1406610711.2547 x8.1094-3.76x 30.124818.41
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Tue08/01/06202.500001.1408510811.3617 x8.0024-3.95x 30.231818.60
Wed08/02/06202.512901.1409210911.4676 x7.8965-4.02x 30.337718.67
Thu08/03/06202.525811.1409911011.5736 x7.7905-4.09x 30.443718.74
Fri08/04/06202.538711.1410611111.6795 x7.6846-4.16x 30.549618.81
Mon08/07/06202.577421.1412811411.9975 x7.3666-4.38x 30.867619.03
Tue08/08/06202.590321.1413511512.1035 x7.2606-4.45x 30.973619.10
Wed08/09/06202.603231.1414311612.2096 x7.1545-4.53x 31.079719.18
Thu08/10/06202.616131.1415011712.3156 x7.0485-4.60x 31.185719.25
Fri08/11/06202.629031.1415711812.4216 x6.9425-4.67x 31.291719.32
Mon08/14/06202.667741.1417912112.7398 x6.6243-4.89x 31.609919.54
Tue08/15/06202.680651.1418612212.8459 x6.5182-4.96x 31.716019.61
Wed08/16/06202.693551.1419412312.9521 x6.4120-5.04x 31.822219.69
Thu08/17/06202.706451.1420112413.0582 x6.3059-5.11x 31.928319.76
Fri08/18/06202.719351.1420812513.1643 x6.1998-5.18x 32.034419.83
Mon08/21/06202.758061.1423012813.4829 x5.8812-5.40x 32.353020.05
Tue08/22/06202.770971.1423712913.5891 x5.7750-5.47x 32.459220.12
Wed08/23/06202.783871.1424413013.6952 x5.6689-5.54x 32.565320.19
Thu08/24/06202.796771.1425213113.8015 x5.5626-5.62x 32.671620.27
Fri08/25/06202.809681.1425913213.9078 x5.4563-5.69x 32.777920.34
Mon08/28/06202.848391.1428113514.2266 x5.1375-5.91x 33.096720.56
Tue08/29/06202.861291.1428813614.3328 x5.0313-5.98x 33.202920.63
Wed08/30/06202.874191.1429513714.4391 x4.9250-6.05x 33.309220.70
Thu08/31/06202.887101.1430313814.5455 x4.8186-6.13x 33.415620.78
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Fri09/01/06202.900001.1431013914.6518 x4.7123-6.20x 33.521920.85
Mon09/04/06202.960001.1434414214.9725 x4.3916-6.54x 33.842621.19
Tue09/05/06202.980001.1435514315.0794 x4.2847-6.65x 33.949521.30
Wed09/06/06203.000001.1436614415.1863 x4.1778-6.76x 34.056421.41
Thu09/07/06203.020001.1437714515.2932 x4.0709-6.87x 34.163321.52
Fri09/08/06203.040001.1438914615.4003 x3.9638-6.99x 34.270421.64
Mon09/11/06203.100001.1442314915.7214 x3.6427-7.33x 34.591521.98
Tue09/12/06203.120001.1443415015.8285 x3.5356-7.44x 34.698622.09
Wed09/13/06203.140001.1444515115.9355 x3.4286-7.55x 34.805622.20
Thu09/14/06203.160001.1445615216.0426 x3.3215-7.66x 34.912722.31
Fri09/15/06203.180001.1446815316.1498 x3.2143-7.78x 35.019922.43
Mon09/18/06203.240001.1450115616.4713 x2.8928-8.11x 35.341422.76
Tue09/19/06203.260001.1451315716.5786 x2.7855-8.23x 35.448722.88
Wed09/20/06203.280001.1452415816.6858 x2.6783-8.34x 35.555922.99
Thu09/21/06203.300001.1453515916.7930 x2.5711-8.45x 35.663123.10
Fri09/22/06203.320001.1454616016.9002 x2.4639-8.56x 35.770323.21
Mon09/25/06203.380001.1458016317.2222 x2.1419-8.90x 36.092323.55
Tue09/26/06203.400001.1459216417.3297 x2.0344-9.02x 36.199823.67
Wed09/27/06203.420001.1460316517.4370 x1.9271-9.13x 36.307123.78
Thu09/28/06203.440001.1461416617.5444 x1.8197-9.24x 36.414523.89
Fri09/29/06203.460001.1462516717.6518 x1.7123-9.35x 36.521924.00
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Mon10/02/06203.512901.1465517017.9736 x1.3905-9.65x 36.843724.30
Tue10/03/06203.525811.1466217118.0804 x1.2837-9.72x 36.950524.37
Wed10/04/06203.538711.1467017218.1874 x1.1767-9.80x 37.057524.45
Thu10/05/06203.551611.1467717318.2943 x1.0698-9.87x 37.164424.52
Fri10/06/06203.564521.1468417418.4011 x0.9630-9.94x 37.271224.59
Mon10/09/06203.603231.1470617718.7220 x0.6421-10.16x 37.592124.81
Tue10/10/06203.616131.1471317818.8289 x0.5352-10.23x 37.699024.88
Wed10/11/06203.629031.1472117918.9360 x0.4281-10.31x 37.806124.96
Thu10/12/06203.641941.1472818019.0430 x0.3211-10.38x 37.913125.03
Fri10/13/06203.654841.1473518119.1499 x0.2142-10.45x 38.020025.10
Sun10/15/06203.680651.1475000.0000  0.0000-10.60xx38.234225.25
Mon10/16/06203.693551.1475710.1064  -0.1064-10.67xx38.340625.32
Tue10/17/06203.706451.1476420.2128  -0.2128-10.74xx38.447025.39
Wed10/18/06203.719351.1477130.3192  -0.3192-10.81xx38.553425.46
Thu10/19/06203.732261.1477940.4257  -0.4257-10.89xx38.659925.54
Fri10/20/06203.745161.1478650.5321  -0.5321-10.96xx38.766325.61
Mon10/23/06203.783871.1480880.8516  -0.8516-11.18xx39.085825.83
Tue10/24/06203.796771.1481590.9581  -0.9581-11.25xx39.192325.90
Wed10/25/06203.809681.14822101.0646  -1.0646-11.32xx39.298825.97
Thu10/26/06203.822581.14830111.1712  -1.1712-11.40xx39.405426.05
Fri10/27/06203.835481.14837121.2777  -1.2777-11.47xx39.511926.12
Mon10/30/06203.874191.14859151.5975  -1.5975-11.69xx39.831726.34
Tue10/31/06203.887101.14866161.7041  -1.7041-11.76xx39.938326.41
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Wed11/01/06203.900001.14873171.8107  -1.8107-11.83xx40.044926.48
Thu11/02/06203.866671.14854181.9169  -1.9169-11.64xx40.151126.29
Fri11/03/06203.833331.14836192.0230  -2.0230-11.46xx40.257226.11
Mon11/06/06203.733331.14779222.3413  -2.3413-10.89xx40.575525.54
Tue11/07/06203.700001.14761232.4473  -2.4473-10.71xx40.681525.36
Wed11/08/06203.666671.14742242.5533  -2.5533-10.52xx40.787525.17
Thu11/09/06203.633331.14723252.6593  -2.6593-10.33xx40.893524.98
Fri11/10/06203.600001.14704262.7652  -2.7652-10.14xx40.999424.79
Mon11/13/06203.500001.14648293.0827  -3.0827-9.58xx41.316924.23
Tue11/14/06203.466671.14629303.1885  -3.1885-9.39xx41.422724.04
Wed11/15/06203.433331.14610313.2943  -3.2943-9.20xx41.528523.85
Thu11/16/06203.400001.14592323.4000  -3.4000-9.02xx41.634223.67
Fri11/17/06203.366671.14573333.5057  -3.5057-8.83xx41.739923.48
Mon11/20/06203.266671.14516363.8224  -3.8224-8.26xx42.056622.91
Tue11/21/06203.233331.14498373.9280  -3.9280-8.08xx42.162222.73
Wed11/22/06203.200001.14479384.0335  -4.0335-7.89xx42.267722.54
Thu11/23/06203.166671.14460394.1390  -4.1390-7.70xx42.373222.35
Fri11/24/06203.133331.14441404.2444  -4.2444-7.51xx42.478622.16
Mon11/27/06203.033331.14385434.5605  -4.5605-6.95xx42.794721.60
Tue11/28/06203.000001.14366444.6658  -4.6658-6.76xx42.900021.41
Wed11/29/06202.966671.14347454.7710  -4.7710-6.57xx43.005221.22
Thu11/30/06202.933331.14329464.8763  -4.8763-6.39xx43.110521.04
Settlement
Date top
Ref CPIIndex
Ratio
DaysAccrued
Interest
Apr
Int
Oct
Int
Net
Interest
OIDApr
Int
Oct
Int
Total
Interest
OID
Fri12/01/06202.900001.14310474.9814  -4.9814-6.20xx43.215620.85
Mon12/04/06202.793551.14250505.2966  -5.2966-5.60xx43.530820.25
Tue12/05/06202.758061.14230515.4016  -5.4016-5.40xx43.635820.05
Wed12/06/06202.722581.14210525.5066  -5.5066-5.20xx43.740819.85
Thu12/07/06202.687101.14190535.6115  -5.6115-5.00xx43.845719.65
Fri12/08/06202.651611.14170545.7163  -5.7163-4.80xx43.950519.45
Mon12/11/06202.545161.14110576.0307  -6.0307-4.20xx44.264918.85
Tue12/12/06202.509681.14090586.1355  -6.1355-4.00xx44.369718.65
Wed12/13/06202.474191.14070596.2402  -6.2402-3.80xx44.474418.45
Thu12/14/06202.438711.14050606.3448  -6.3448-3.60xx44.579018.25
Fri12/15/06202.403231.14030616.4494  -6.4494-3.40xx44.683618.05
Mon12/18/06202.296771.13970646.7631  -6.7631-2.80xx44.997317.45
Tue12/19/06202.261291.13950656.8675  -6.8675-2.60xx45.101717.25
Wed12/20/06202.225811.13930666.9720  -6.9720-2.40xx45.206217.05
Thu12/21/06202.190321.13910677.0763  -7.0763-2.20xx45.310516.85
Fri12/22/06202.154841.13890687.1807  -7.1807-2.00xx45.414916.65
Mon12/25/06202.048391.13830717.4935  -7.4935-1.40xx45.727716.05
Tue12/26/06202.012901.13810727.5978  -7.5978-1.20xx45.832015.85
Wed12/27/06201.977421.13790737.7019  -7.7019-1.00xx45.936115.65
Thu12/28/06201.941941.13770747.8061  -7.8061-0.80xx46.040315.45
Fri12/29/06201.906451.13750757.9102  -7.9102-0.60xx46.144415.25
Mon01/01/07201.800001.13690

Generated  03/09/11  23:47