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

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

CUSIP Number	912828AF7	Interest 01/15/06 (184 days)	$16.5582
Dated Date	July 15, 2002	Interest 07/15/06 (181 days)	$16.8480
Ref CPI on Dated Date	179.80000	Interest Total	$33.4062
Original Issue Date	July 15, 2002	Interest 01/15/07 (184 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	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Sun	01/01/06	199.20000	1.10790	170	15.3540	x	x	18.0522	14.46			15.3540	0.00
Mon	01/02/06	199.14839	1.10761	171	15.4403	x	x	17.9659	14.75			15.4403	-0.29
Tue	01/03/06	199.09677	1.10732	172	15.5266	x	x	17.8796	15.04			15.5266	-0.58
Wed	01/04/06	199.04516	1.10704	173	15.6129	x	x	17.7933	15.32			15.6129	-0.86
Thu	01/05/06	198.99355	1.10675	174	15.6990	x	x	17.7072	15.61			15.6990	-1.15
Fri	01/06/06	198.94194	1.10646	175	15.7851	x	x	17.6211	15.90			15.7851	-1.44
Mon	01/09/06	198.78710	1.10560	178	16.0432	x	x	17.3630	16.76			16.0432	-2.30
Tue	01/10/06	198.73548	1.10531	179	16.1291	x	x	17.2771	17.05			16.1291	-2.59
Wed	01/11/06	198.68387	1.10503	180	16.2151	x	x	17.1911	17.33			16.2151	-2.87
Thu	01/12/06	198.63226	1.10474	181	16.3009	x	x	17.1053	17.62			16.3009	-3.16
Fri	01/13/06	198.58065	1.10445	182	16.3867	x	x	17.0195	17.91			16.3867	-3.45
Sun	01/15/06	198.47742	1.10388	0	0.0000		x	16.8480	18.48	x		16.5582	-4.02
Mon	01/16/06	198.42581	1.10359	1	0.0915		x	16.7565	18.77	x		16.6497	-4.31
Tue	01/17/06	198.37419	1.10330	2	0.1829		x	16.6651	19.06	x		16.7411	-4.60
Wed	01/18/06	198.32258	1.10302	3	0.2742		x	16.5738	19.34	x		16.8324	-4.88
Thu	01/19/06	198.27097	1.10273	4	0.3655		x	16.4825	19.63	x		16.9237	-5.17
Fri	01/20/06	198.21935	1.10244	5	0.4568		x	16.3912	19.92	x		17.0150	-5.46
Mon	01/23/06	198.06452	1.10158	8	0.7303		x	16.1177	20.78	x		17.2885	-6.32
Tue	01/24/06	198.01290	1.10130	9	0.8214		x	16.0266	21.06	x		17.3796	-6.60
Wed	01/25/06	197.96129	1.10101	10	0.9124		x	15.9356	21.35	x		17.4706	-6.89
Thu	01/26/06	197.90968	1.10072	11	1.0034		x	15.8446	21.64	x		17.5616	-7.18
Fri	01/27/06	197.85806	1.10043	12	1.0944		x	15.7536	21.93	x		17.6526	-7.47
Mon	01/30/06	197.70323	1.09957	15	1.3669		x	15.4811	22.79	x		17.9251	-8.33
Tue	01/31/06	197.65161	1.09929	16	1.4576		x	15.3904	23.07	x		18.0158	-8.61
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	02/01/06	197.60000	1.09900	17	1.5483		x	15.2997	23.36	x		18.1065	-8.90
Thu	02/02/06	197.57143	1.09884	18	1.6392		x	15.2088	23.52	x		18.1974	-9.06
Fri	02/03/06	197.54286	1.09868	19	1.7300		x	15.1180	23.68	x		18.2882	-9.22
Mon	02/06/06	197.45714	1.09820	22	2.0022		x	14.8458	24.16	x		18.5604	-9.70
Tue	02/07/06	197.42857	1.09805	23	2.0930		x	14.7550	24.31	x		18.6512	-9.85
Wed	02/08/06	197.40000	1.09789	24	2.1836		x	14.6644	24.47	x		18.7418	-10.01
Thu	02/09/06	197.37143	1.09773	25	2.2743		x	14.5737	24.63	x		18.8325	-10.17
Fri	02/10/06	197.34286	1.09757	26	2.3649		x	14.4831	24.79	x		18.9231	-10.33
Mon	02/13/06	197.25714	1.09709	29	2.6367		x	14.2113	25.27	x		19.1949	-10.81
Tue	02/14/06	197.22857	1.09693	30	2.7272		x	14.1208	25.43	x		19.2854	-10.97
Wed	02/15/06	197.20000	1.09677	31	2.8177		x	14.0303	25.59	x		19.3759	-11.13
Thu	02/16/06	197.17143	1.09662	32	2.9082		x	13.9398	25.74	x		19.4664	-11.28
Fri	02/17/06	197.14286	1.09646	33	2.9986		x	13.8494	25.90	x		19.5568	-11.44
Mon	02/20/06	197.05714	1.09598	36	3.2698		x	13.5782	26.38	x		19.8280	-11.92
Tue	02/21/06	197.02857	1.09582	37	3.3601		x	13.4879	26.54	x		19.9183	-12.08
Wed	02/22/06	197.00000	1.09566	38	3.4504		x	13.3976	26.70	x		20.0086	-12.24
Thu	02/23/06	196.97143	1.09550	39	3.5407		x	13.3073	26.86	x		20.0989	-12.40
Fri	02/24/06	196.94286	1.09534	40	3.6310		x	13.2170	27.02	x		20.1892	-12.56
Mon	02/27/06	196.85714	1.09487	43	3.9016		x	12.9464	27.49	x		20.4598	-13.03
Tue	02/28/06	196.82857	1.09471	44	3.9918		x	12.8562	27.65	x		20.5500	-13.19
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	03/01/06	196.80000	1.09455	45	4.0819		x	12.7661	27.81	x		20.6401	-13.35
Thu	03/02/06	196.84839	1.09482	46	4.1736		x	12.6744	27.54	x		20.7318	-13.08
Fri	03/03/06	196.89677	1.09509	47	4.2654		x	12.5826	27.27	x		20.8236	-12.81
Mon	03/06/06	197.04194	1.09590	50	4.5410		x	12.3070	26.46	x		21.0992	-12.00
Tue	03/07/06	197.09032	1.09616	51	4.6329		x	12.2151	26.20	x		21.1911	-11.74
Wed	03/08/06	197.13871	1.09643	52	4.7249		x	12.1231	25.93	x		21.2831	-11.47
Thu	03/09/06	197.18710	1.09670	53	4.8170		x	12.0310	25.66	x		21.3752	-11.20
Fri	03/10/06	197.23548	1.09697	54	4.9091		x	11.9389	25.39	x		21.4673	-10.93
Mon	03/13/06	197.38065	1.09778	57	5.1856		x	11.6624	24.58	x		21.7438	-10.12
Tue	03/14/06	197.42903	1.09805	58	5.2779		x	11.5701	24.31	x		21.8361	-9.85
Wed	03/15/06	197.47742	1.09832	59	5.3702		x	11.4778	24.04	x		21.9284	-9.58
Thu	03/16/06	197.52581	1.09859	60	5.4626		x	11.3854	23.77	x		22.0208	-9.31
Fri	03/17/06	197.57419	1.09886	61	5.5550		x	11.2930	23.50	x		22.1132	-9.04
Mon	03/20/06	197.71935	1.09966	64	5.8325		x	11.0155	22.70	x		22.3907	-8.24
Tue	03/21/06	197.76774	1.09993	65	5.9250		x	10.9230	22.43	x		22.4832	-7.97
Wed	03/22/06	197.81613	1.10020	66	6.0177		x	10.8303	22.16	x		22.5759	-7.70
Thu	03/23/06	197.86452	1.10047	67	6.1103		x	10.7377	21.89	x		22.6685	-7.43
Fri	03/24/06	197.91290	1.10074	68	6.2031		x	10.6449	21.62	x		22.7613	-7.16
Mon	03/27/06	198.05806	1.10155	71	6.4815		x	10.3665	20.81	x		23.0397	-6.35
Tue	03/28/06	198.10645	1.10182	72	6.5744		x	10.2736	20.54	x		23.1326	-6.08
Wed	03/29/06	198.15484	1.10208	73	6.6673		x	10.1807	20.28	x		23.2255	-5.82
Thu	03/30/06	198.20323	1.10235	74	6.7603		x	10.0877	20.01	x		23.3185	-5.55
Fri	03/31/06	198.25161	1.10262	75	6.8533		x	9.9947	19.74	x		23.4115	-5.28
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	04/03/06	198.32667	1.10304	78	7.1301		x	9.7179	19.32	x		23.6883	-4.86
Tue	04/04/06	198.34000	1.10311	79	7.2220		x	9.6260	19.25	x		23.7802	-4.79
Wed	04/05/06	198.35333	1.10319	80	7.3140		x	9.5340	19.17	x		23.8722	-4.71
Thu	04/06/06	198.36667	1.10326	81	7.4059		x	9.4421	19.10	x		23.9641	-4.64
Fri	04/07/06	198.38000	1.10334	82	7.4978		x	9.3502	19.02	x		24.0560	-4.56
Mon	04/10/06	198.42000	1.10356	85	7.7737		x	9.0743	18.80	x		24.3319	-4.34
Tue	04/11/06	198.43333	1.10363	86	7.8657		x	8.9823	18.73	x		24.4239	-4.27
Wed	04/12/06	198.44667	1.10371	87	7.9577		x	8.8903	18.65	x		24.5159	-4.19
Thu	04/13/06	198.46000	1.10378	88	8.0497		x	8.7983	18.58	x		24.6079	-4.12
Fri	04/14/06	198.47333	1.10386	89	8.1417		x	8.7063	18.50	x		24.6999	-4.04
Mon	04/17/06	198.51333	1.10408	92	8.4178		x	8.4302	18.28	x		24.9760	-3.82
Tue	04/18/06	198.52667	1.10415	93	8.5099		x	8.3381	18.21	x		25.0681	-3.75
Wed	04/19/06	198.54000	1.10423	94	8.6020		x	8.2460	18.13	x		25.1602	-3.67
Thu	04/20/06	198.55333	1.10430	95	8.6941		x	8.1539	18.06	x		25.2523	-3.60
Fri	04/21/06	198.56667	1.10438	96	8.7862		x	8.0618	17.98	x		25.3444	-3.52
Mon	04/24/06	198.60667	1.10460	99	9.0626		x	7.7854	17.76	x		25.6208	-3.30
Tue	04/25/06	198.62000	1.10467	100	9.1547		x	7.6933	17.69	x		25.7129	-3.23
Wed	04/26/06	198.63333	1.10475	101	9.2469		x	7.6011	17.61	x		25.8051	-3.15
Thu	04/27/06	198.64667	1.10482	102	9.3391		x	7.5089	17.54	x		25.8973	-3.08
Fri	04/28/06	198.66000	1.10489	103	9.4312		x	7.4168	17.47	x		25.9894	-3.01
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	05/01/06	198.70000	1.10512	106	9.7080		x	7.1400	17.24	x		26.2662	-2.78
Tue	05/02/06	198.73548	1.10531	107	9.8012		x	7.0468	17.05	x		26.3594	-2.59
Wed	05/03/06	198.77097	1.10551	108	9.8946		x	6.9534	16.85	x		26.4528	-2.39
Thu	05/04/06	198.80645	1.10571	109	9.9880		x	6.8600	16.65	x		26.5462	-2.19
Fri	05/05/06	198.84194	1.10591	110	10.0815		x	6.7665	16.45	x		26.6397	-1.99
Mon	05/08/06	198.94839	1.10650	113	10.3620		x	6.4860	15.86	x		26.9202	-1.40
Tue	05/09/06	198.98387	1.10670	114	10.4556		x	6.3924	15.66	x		27.0138	-1.20
Wed	05/10/06	199.01935	1.10689	115	10.5491		x	6.2989	15.47	x		27.1073	-1.01
Thu	05/11/06	199.05484	1.10709	116	10.6427		x	6.2053	15.27	x		27.2009	-0.81
Fri	05/12/06	199.09032	1.10729	117	10.7364		x	6.1116	15.07	x		27.2946	-0.61
Mon	05/15/06	199.19677	1.10788	120	11.0176		x	5.8304	14.48	x		27.5758	-0.02
Tue	05/16/06	199.23226	1.10808	121	11.1114		x	5.7366	14.28	x		27.6696	0.18
Wed	05/17/06	199.26774	1.10827	122	11.2052		x	5.6428	14.09	x		27.7634	0.37
Thu	05/18/06	199.30323	1.10847	123	11.2990		x	5.5490	13.89	x		27.8572	0.57
Fri	05/19/06	199.33871	1.10867	124	11.3930		x	5.4550	13.69	x		27.9512	0.77
Mon	05/22/06	199.44516	1.10926	127	11.6748		x	5.1732	13.10	x		28.2330	1.36
Tue	05/23/06	199.48065	1.10946	128	11.7689		x	5.0791	12.90	x		28.3271	1.56
Wed	05/24/06	199.51613	1.10966	129	11.8629		x	4.9851	12.70	x		28.4211	1.76
Thu	05/25/06	199.55161	1.10985	130	11.9569		x	4.8911	12.51	x		28.5151	1.95
Fri	05/26/06	199.58710	1.11005	131	12.0511		x	4.7969	12.31	x		28.6093	2.15
Mon	05/29/06	199.69355	1.11064	134	12.3336		x	4.5144	11.72	x		28.8918	2.74
Tue	05/30/06	199.72903	1.11084	135	12.4279		x	4.4201	11.52	x		28.9861	2.94
Wed	05/31/06	199.76452	1.11104	136	12.5222		x	4.3258	11.32	x		29.0804	3.14
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	06/01/06	199.80000	1.11123	137	12.6165		x	4.2315	11.13	x		29.1747	3.33
Fri	06/02/06	199.85667	1.11155	138	12.7122		x	4.1358	10.81	x		29.2704	3.65
Mon	06/05/06	200.02667	1.11250	141	12.9997		x	3.8483	9.86	x		29.5579	4.60
Tue	06/06/06	200.08333	1.11281	142	13.0955		x	3.7525	9.55	x		29.6537	4.91
Wed	06/07/06	200.14000	1.11313	143	13.1915		x	3.6565	9.23	x		29.7497	5.23
Thu	06/08/06	200.19667	1.11344	144	13.2875		x	3.5605	8.92	x		29.8457	5.54
Fri	06/09/06	200.25333	1.11376	145	13.3836		x	3.4644	8.60	x		29.9418	5.86
Mon	06/12/06	200.42333	1.11470	148	13.6720		x	3.1760	7.66	x		30.2302	6.80
Tue	06/13/06	200.48000	1.11502	149	13.7683		x	3.0797	7.34	x		30.3265	7.12
Wed	06/14/06	200.53667	1.11533	150	13.8646		x	2.9834	7.03	x		30.4228	7.43
Thu	06/15/06	200.59333	1.11565	151	13.9610		x	2.8870	6.71	x		30.5192	7.75
Fri	06/16/06	200.65000	1.11596	152	14.0574		x	2.7906	6.40	x		30.6156	8.06
Mon	06/19/06	200.82000	1.11691	155	14.3470		x	2.5010	5.45	x		30.9052	9.01
Tue	06/20/06	200.87667	1.11722	156	14.4436		x	2.4044	5.14	x		31.0018	9.32
Wed	06/21/06	200.93333	1.11754	157	14.5404		x	2.3076	4.82	x		31.0986	9.64
Thu	06/22/06	200.99000	1.11785	158	14.6370		x	2.2110	4.51	x		31.1952	9.95
Fri	06/23/06	201.04667	1.11817	159	14.7339		x	2.1141	4.19	x		31.2921	10.27
Mon	06/26/06	201.21667	1.11911	162	15.0245		x	1.8235	3.25	x		31.5827	11.21
Tue	06/27/06	201.27333	1.11943	163	15.1216		x	1.7264	2.93	x		31.6798	11.53
Wed	06/28/06	201.33000	1.11974	164	15.2186		x	1.6294	2.62	x		31.7768	11.84
Thu	06/29/06	201.38667	1.12006	165	15.3157		x	1.5323	2.30	x		31.8739	12.16
Fri	06/30/06	201.44333	1.12037	166	15.4128		x	1.4352	1.99	x		31.9710	12.47
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	07/03/06	201.56452	1.12105	169	15.7009		x	1.1471	1.31	x		32.2591	13.15
Tue	07/04/06	201.59677	1.12123	170	15.7963		x	1.0517	1.13	x		32.3545	13.33
Wed	07/05/06	201.62903	1.12141	171	15.8918		x	0.9562	0.95	x		32.4500	13.51
Thu	07/06/06	201.66129	1.12159	172	15.9873		x	0.8607	0.77	x		32.5455	13.69
Fri	07/07/06	201.69355	1.12177	173	16.0828		x	0.7652	0.59	x		32.6410	13.87
Mon	07/10/06	201.79032	1.12230	176	16.3695		x	0.4785	0.06	x		32.9277	14.40
Tue	07/11/06	201.82258	1.12248	177	16.4651		x	0.3829	-0.12	x		33.0233	14.58
Wed	07/12/06	201.85484	1.12266	178	16.5608		x	0.2872	-0.30	x		33.1190	14.76
Thu	07/13/06	201.88710	1.12284	179	16.6565		x	0.1915	-0.48	x		33.2147	14.94
Fri	07/14/06	201.91935	1.12302	180	16.7522		x	0.0958	-0.66	x		33.3104	15.12
Sat	07/15/06	201.95161	1.12320	0	0.0000			0.0000	-0.84	x	x	33.4062	15.30
Mon	07/17/06	202.01613	1.12356	2	0.1832			-0.1832	-1.20	x	x	33.5894	15.66
Tue	07/18/06	202.04839	1.12374	3	0.2748			-0.2748	-1.38	x	x	33.6810	15.84
Wed	07/19/06	202.08065	1.12392	4	0.3665			-0.3665	-1.56	x	x	33.7727	16.02
Thu	07/20/06	202.11290	1.12410	5	0.4582			-0.4582	-1.74	x	x	33.8644	16.20
Fri	07/21/06	202.14516	1.12428	6	0.5499			-0.5499	-1.92	x	x	33.9561	16.38
Mon	07/24/06	202.24194	1.12482	9	0.8253			-0.8253	-2.46	x	x	34.2315	16.92
Tue	07/25/06	202.27419	1.12500	10	0.9171			-0.9171	-2.64	x	x	34.3233	17.10
Wed	07/26/06	202.30645	1.12517	11	1.0090			-1.0090	-2.81	x	x	34.4152	17.27
Thu	07/27/06	202.33871	1.12535	12	1.1009			-1.1009	-2.99	x	x	34.5071	17.45
Fri	07/28/06	202.37097	1.12553	13	1.1928			-1.1928	-3.17	x	x	34.5990	17.63
Mon	07/31/06	202.46774	1.12607	16	1.4688			-1.4688	-3.71	x	x	34.8750	18.17
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	08/01/06	202.50000	1.12625	17	1.5608			-1.5608	-3.89	x	x	34.9670	18.35
Wed	08/02/06	202.51290	1.12632	18	1.6528			-1.6528	-3.96	x	x	35.0590	18.42
Thu	08/03/06	202.52581	1.12639	19	1.7447			-1.7447	-4.03	x	x	35.1509	18.49
Fri	08/04/06	202.53871	1.12647	20	1.8366			-1.8366	-4.11	x	x	35.2428	18.57
Mon	08/07/06	202.57742	1.12668	23	2.1125			-2.1125	-4.32	x	x	35.5187	18.78
Tue	08/08/06	202.59032	1.12675	24	2.2045			-2.2045	-4.39	x	x	35.6107	18.85
Wed	08/09/06	202.60323	1.12683	25	2.2965			-2.2965	-4.47	x	x	35.7027	18.93
Thu	08/10/06	202.61613	1.12690	26	2.3885			-2.3885	-4.54	x	x	35.7947	19.00
Fri	08/11/06	202.62903	1.12697	27	2.4806			-2.4806	-4.61	x	x	35.8868	19.07
Mon	08/14/06	202.66774	1.12718	30	2.7567			-2.7567	-4.82	x	x	36.1629	19.28
Tue	08/15/06	202.68065	1.12726	31	2.8488			-2.8488	-4.90	x	x	36.2550	19.36
Wed	08/16/06	202.69355	1.12733	32	2.9409			-2.9409	-4.97	x	x	36.3471	19.43
Thu	08/17/06	202.70645	1.12740	33	3.0330			-3.0330	-5.04	x	x	36.4392	19.50
Fri	08/18/06	202.71935	1.12747	34	3.1251			-3.1251	-5.11	x	x	36.5313	19.57
Mon	08/21/06	202.75806	1.12769	37	3.4015			-3.4015	-5.33	x	x	36.8077	19.79
Tue	08/22/06	202.77097	1.12776	38	3.4936			-3.4936	-5.40	x	x	36.8998	19.86
Wed	08/23/06	202.78387	1.12783	39	3.5858			-3.5858	-5.47	x	x	36.9920	19.93
Thu	08/24/06	202.79677	1.12790	40	3.6779			-3.6779	-5.54	x	x	37.0841	20.00
Fri	08/25/06	202.80968	1.12797	41	3.7701			-3.7701	-5.61	x	x	37.1763	20.07
Mon	08/28/06	202.84839	1.12819	44	4.0468			-4.0468	-5.83	x	x	37.4530	20.29
Tue	08/29/06	202.86129	1.12826	45	4.1390			-4.1390	-5.90	x	x	37.5452	20.36
Wed	08/30/06	202.87419	1.12833	46	4.2312			-4.2312	-5.97	x	x	37.6374	20.43
Thu	08/31/06	202.88710	1.12840	47	4.3235			-4.3235	-6.04	x	x	37.7297	20.50
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	09/01/06	202.90000	1.12848	48	4.4158			-4.4158	-6.12	x	x	37.8220	20.58
Mon	09/04/06	202.96000	1.12881	51	4.6932			-4.6932	-6.45	x	x	38.0994	20.91
Tue	09/05/06	202.98000	1.12892	52	4.7856			-4.7856	-6.56	x	x	38.1918	21.02
Wed	09/06/06	203.00000	1.12903	53	4.8781			-4.8781	-6.67	x	x	38.2843	21.13
Thu	09/07/06	203.02000	1.12914	54	4.9707			-4.9707	-6.78	x	x	38.3769	21.24
Fri	09/08/06	203.04000	1.12925	55	5.0632			-5.0632	-6.89	x	x	38.4694	21.35
Mon	09/11/06	203.10000	1.12959	58	5.3410			-5.3410	-7.23	x	x	38.7472	21.69
Tue	09/12/06	203.12000	1.12970	59	5.4336			-5.4336	-7.34	x	x	38.8398	21.80
Wed	09/13/06	203.14000	1.12981	60	5.5262			-5.5262	-7.45	x	x	38.9324	21.91
Thu	09/14/06	203.16000	1.12992	61	5.6189			-5.6189	-7.56	x	x	39.0251	22.02
Fri	09/15/06	203.18000	1.13003	62	5.7116			-5.7116	-7.67	x	x	39.1178	22.13
Mon	09/18/06	203.24000	1.13037	65	5.9897			-5.9897	-8.01	x	x	39.3959	22.47
Tue	09/19/06	203.26000	1.13048	66	6.0825			-6.0825	-8.12	x	x	39.4887	22.58
Wed	09/20/06	203.28000	1.13059	67	6.1752			-6.1752	-8.23	x	x	39.5814	22.69
Thu	09/21/06	203.30000	1.13070	68	6.2680			-6.2680	-8.34	x	x	39.6742	22.80
Fri	09/22/06	203.32000	1.13081	69	6.3608			-6.3608	-8.45	x	x	39.7670	22.91
Mon	09/25/06	203.38000	1.13115	72	6.6394			-6.6394	-8.79	x	x	40.0456	23.25
Tue	09/26/06	203.40000	1.13126	73	6.7322			-6.7322	-8.90	x	x	40.1384	23.36
Wed	09/27/06	203.42000	1.13137	74	6.8251			-6.8251	-9.01	x	x	40.2313	23.47
Thu	09/28/06	203.44000	1.13148	75	6.9180			-6.9180	-9.12	x	x	40.3242	23.58
Fri	09/29/06	203.46000	1.13159	76	7.0109			-7.0109	-9.23	x	x	40.4171	23.69
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	10/02/06	203.51290	1.13188	79	7.2896			-7.2896	-9.52	x	x	40.6958	23.98
Tue	10/03/06	203.52581	1.13196	80	7.3823			-7.3823	-9.60	x	x	40.7885	24.06
Wed	10/04/06	203.53871	1.13203	81	7.4751			-7.4751	-9.67	x	x	40.8813	24.13
Thu	10/05/06	203.55161	1.13210	82	7.5678			-7.5678	-9.74	x	x	40.9740	24.20
Fri	10/06/06	203.56452	1.13217	83	7.6606			-7.6606	-9.81	x	x	41.0668	24.27
Mon	10/09/06	203.60323	1.13239	86	7.9390			-7.9390	-10.03	x	x	41.3452	24.49
Tue	10/10/06	203.61613	1.13246	87	8.0318			-8.0318	-10.10	x	x	41.4380	24.56
Wed	10/11/06	203.62903	1.13253	88	8.1247			-8.1247	-10.17	x	x	41.5309	24.63
Thu	10/12/06	203.64194	1.13260	89	8.2175			-8.2175	-10.24	x	x	41.6237	24.70
Fri	10/13/06	203.65484	1.13267	90	8.3104			-8.3104	-10.31	x	x	41.7166	24.77
Mon	10/16/06	203.69355	1.13289	93	8.5890			-8.5890	-10.53	x	x	41.9952	24.99
Tue	10/17/06	203.70645	1.13296	94	8.6819			-8.6819	-10.60	x	x	42.0881	25.06
Wed	10/18/06	203.71935	1.13303	95	8.7748			-8.7748	-10.67	x	x	42.1810	25.13
Thu	10/19/06	203.73226	1.13310	96	8.8677			-8.8677	-10.74	x	x	42.2739	25.20
Fri	10/20/06	203.74516	1.13318	97	8.9607			-8.9607	-10.82	x	x	42.3669	25.28
Mon	10/23/06	203.78387	1.13339	100	9.2396			-9.2396	-11.03	x	x	42.6458	25.49
Tue	10/24/06	203.79677	1.13346	101	9.3326			-9.3326	-11.10	x	x	42.7388	25.56
Wed	10/25/06	203.80968	1.13354	102	9.4256			-9.4256	-11.18	x	x	42.8318	25.64
Thu	10/26/06	203.82258	1.13361	103	9.5186			-9.5186	-11.25	x	x	42.9248	25.71
Fri	10/27/06	203.83548	1.13368	104	9.6116			-9.6116	-11.32	x	x	43.0178	25.78
Mon	10/30/06	203.87419	1.13389	107	9.8907			-9.8907	-11.53	x	x	43.2969	25.99
Tue	10/31/06	203.88710	1.13397	108	9.9839			-9.9839	-11.61	x	x	43.3901	26.07
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	11/01/06	203.90000	1.13404	109	10.0769			-10.0769	-11.68	x	x	43.4831	26.14
Thu	11/02/06	203.86667	1.13385	110	10.1677			-10.1677	-11.49	x	x	43.5739	25.95
Fri	11/03/06	203.83333	1.13367	111	10.2585			-10.2585	-11.31	x	x	43.6647	25.77
Mon	11/06/06	203.73333	1.13311	114	10.5305			-10.5305	-10.75	x	x	43.9367	25.21
Tue	11/07/06	203.70000	1.13293	115	10.6212			-10.6212	-10.57	x	x	44.0274	25.03
Wed	11/08/06	203.66667	1.13274	116	10.7118			-10.7118	-10.38	x	x	44.1180	24.84
Thu	11/09/06	203.63333	1.13255	117	10.8023			-10.8023	-10.19	x	x	44.2085	24.65
Fri	11/10/06	203.60000	1.13237	118	10.8929			-10.8929	-10.01	x	x	44.2991	24.47
Mon	11/13/06	203.50000	1.13181	121	11.1643			-11.1643	-9.45	x	x	44.5705	23.91
Tue	11/14/06	203.46667	1.13163	122	11.2548			-11.2548	-9.27	x	x	44.6610	23.73
Wed	11/15/06	203.43333	1.13144	123	11.3451			-11.3451	-9.08	x	x	44.7513	23.54
Thu	11/16/06	203.40000	1.13126	124	11.4356			-11.4356	-8.90	x	x	44.8418	23.36
Fri	11/17/06	203.36667	1.13107	125	11.5258			-11.5258	-8.71	x	x	44.9320	23.17
Mon	11/20/06	203.26667	1.13052	128	11.7967			-11.7967	-8.16	x	x	45.2029	22.62
Tue	11/21/06	203.23333	1.13033	129	11.8869			-11.8869	-7.97	x	x	45.2931	22.43
Wed	11/22/06	203.20000	1.13014	130	11.9770			-11.9770	-7.78	x	x	45.3832	22.24
Thu	11/23/06	203.16667	1.12996	131	12.0672			-12.0672	-7.60	x	x	45.4734	22.06
Fri	11/24/06	203.13333	1.12977	132	12.1573			-12.1573	-7.41	x	x	45.5635	21.87
Mon	11/27/06	203.03333	1.12922	135	12.4276			-12.4276	-6.86	x	x	45.8338	21.32
Tue	11/28/06	203.00000	1.12903	136	12.5175			-12.5175	-6.67	x	x	45.9237	21.13
Wed	11/29/06	202.96667	1.12885	137	12.6075			-12.6075	-6.49	x	x	46.0137	20.95
Thu	11/30/06	202.93333	1.12866	138	12.6974			-12.6974	-6.30	x	x	46.1036	20.76
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	12/01/06	202.90000	1.12848	139	12.7874			-12.7874	-6.12	x	x	46.1936	20.58
Mon	12/04/06	202.79355	1.12788	142	13.0564			-13.0564	-5.52	x	x	46.4626	19.98
Tue	12/05/06	202.75806	1.12769	143	13.1462			-13.1462	-5.33	x	x	46.5524	19.79
Wed	12/06/06	202.72258	1.12749	144	13.2358			-13.2358	-5.13	x	x	46.6420	19.59
Thu	12/07/06	202.68710	1.12729	145	13.3253			-13.3253	-4.93	x	x	46.7315	19.39
Fri	12/08/06	202.65161	1.12709	146	13.4148			-13.4148	-4.73	x	x	46.8210	19.19
Mon	12/11/06	202.54516	1.12650	149	13.6833			-13.6833	-4.14	x	x	47.0895	18.60
Tue	12/12/06	202.50968	1.12631	150	13.7728			-13.7728	-3.95	x	x	47.1790	18.41
Wed	12/13/06	202.47419	1.12611	151	13.8622			-13.8622	-3.75	x	x	47.2684	18.21
Thu	12/14/06	202.43871	1.12591	152	13.9515			-13.9515	-3.55	x	x	47.3577	18.01
Fri	12/15/06	202.40323	1.12571	153	14.0408			-14.0408	-3.35	x	x	47.4470	17.81
Mon	12/18/06	202.29677	1.12512	156	14.3086			-14.3086	-2.76	x	x	47.7148	17.22
Tue	12/19/06	202.26129	1.12492	157	14.3978			-14.3978	-2.56	x	x	47.8040	17.02
Wed	12/20/06	202.22581	1.12473	158	14.4870			-14.4870	-2.37	x	x	47.8932	16.83
Thu	12/21/06	202.19032	1.12453	159	14.5761			-14.5761	-2.17	x	x	47.9823	16.63
Fri	12/22/06	202.15484	1.12433	160	14.6652			-14.6652	-1.97	x	x	48.0714	16.43
Mon	12/25/06	202.04839	1.12374	163	14.9323			-14.9323	-1.38	x	x	48.3385	15.84
Tue	12/26/06	202.01290	1.12354	164	15.0212			-15.0212	-1.18	x	x	48.4274	15.64
Wed	12/27/06	201.97742	1.12334	165	15.1101			-15.1101	-0.98	x	x	48.5163	15.44
Thu	12/28/06	201.94194	1.12315	166	15.1991			-15.1991	-0.79	x	x	48.6053	15.25
Fri	12/29/06	201.90645	1.12295	167	15.2880			-15.2880	-0.59	x	x	48.6942	15.05
Mon	01/01/07	201.80000	1.12236

Generated 03/09/11 23:47